Its not the number of days per se, it is the random gaps between the dates
(corresponding to the dates on which the security market was closed) which
will be difficult to accommodate in the solution proposed by you. So I
would have to remove the sequence corresponding to those days from the
entire sequence. This was the part which I deemed as difficult to achieve.
I had mentioned this issue in my previous mails but you might have missed
it.

Thanks again for your time :)

Regards,
Shivam

On Mon, May 28, 2012 at 5:06 AM, Gabor Grothendieck <ggrothendieck@gmail.com
> wrote:

> On Sun, May 27, 2012 at 7:03 PM, Shivam <shivamsingh@gmail.com> wrote:
> > Thanks for the responses ppl.
> >
> > @Gabor - The issue with your approach was that I had to select the time
> > window for many days (124), which would be very difficult to achieve. I
> > really appreciate you time though.
>
> Why does the number of days "make it difficult to achieve"?  The
> number of days does not affect the code at all.  Is there some aspect
> of the problem you haven't mentioned?
>
> --
> Statistics & Software Consulting
> GKX Group, GKX Associates Inc.
> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
>



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