Appliquez directement les fonctions sur les séries temporelles

Récupérez les séries temporelles des prix quotidiens de clôture des actions de Microsoft et d'IBM pour 2015.

In[1]:=

msft = TimeSeries[FinancialData["MSF", {{2015}}]];

In[2]:=

msft = TemporalData[TimeSeries, {CompressedData[" 1:eJxdUgk0lWkYlhSVtK+MCuX+y/dfzVAjyiNCWqRyW4Q73TSSMJUSNUZpzzom KkulaLEdutq0SZtOkqUha7TQRkeWGpq5ndP//+fMd8533vO9y/O83/s+k1b7 LfZUV1NT66O6PapreXpXR0gSC1mltr81x2LdS3e5TI2FnvyVRbczC/Xfw42s JQTKtBcJlSMIgqXXvSKnExzO3WrnSggMNn4Juq4jviPDkZ/pR6DjeebAWUuC IXmV73NPEsjWOr71+0zQcsx08IGvBAl3Du6e9Iag58ye3qQSVV2d/4TLFQS6 ie1L9C4S+DmkqBsbElS8C5XJ5So7M+ey910C/zd9H1i0EmQZ6lTBgENBvXTt vAgi2BpFi82YMIJWfwtTVibmr17g6Vw5mBPweTw+TyvqhELzJUGzo8a5kHgV non8gcsnsW77E33pqb6c0H9R2r087bEciseoJqLFCf+YNiljanM6gVnJ9uJa O4KTR2PSb1sTdM6Z7VqcwcLhUJJrcw4Ly87c5Qc0CNSJ261pBSxWWTgPH+5M 4GXgExjkKfb3zzLZ0VhvEff/Nq97pFrTNpGH5+X/uf2PDw+PJBKh/6HLzS/c 9+VQcrm6o7Scg2ugOz0tj4O69sNkv3YOo70XtEcwUuwyVTzZPEWKw9bKW/u7 ObR+DcxaOUkKl5RlfWPdpciS635cs1eKa+n7+11Xlwr1qx5EhENPCn/jYc89 lkqRsk3tYM9GKdzG32hz3CmFRiazNuyGFFr69XVm2WJe9h3fZJcPIr9X9tn2 MyZSGKj93PmuStXf1aOWnuEczvQ+XRi7hoNl2MeyS485eI/qPXEkjkNnWcjT nkAOoTHqg+QrOTTdJa9ep3KoOd7patHCYdS4H6LC7nACD/+vsws1c5KKOCjN DMZq1ovz4XFsVnR/WWks7pmf49OIRr0AlhN0zeuG3x8/d34/s7Xuxy26RbBu U0J12EOC50aPJpQ9E/WaVVobMC1fxOF1xu+R52kM6N1ZC07QP++PmZVx0qqQ IN0cJvZWBOV2ATOiTos2ZvImtrWRAFWxTP4SAvOLA7qKelgMu62jKN3KIjU4 sTxuA4vuBuU83TpWyJtYkV0/QkHQlWntEaRL4D01ML7TTfRXRBsmhs5V6fsv zRZqhmiL95XWNZSxuBcSOhHuLG5uMVmd3MwgeeP80V1dDNycHbVkZiwGXrl2 aqo6ix2Wn2ozbFkhzr/vx189HGUlxl2kN8rW1DECnrZ+6o5NexlcSV4SlWzG oDpleo39FAYLp/iOKvRiYK/R1FA6jEH+mz7tUVU0KnInxnZF07C2w25D0Njz kPbpv4+Cf/b0qUbGEmhMX5znsFIC2S6Ti8EtEmRWemxx+kChrcFY5/hjCql5 5dbucRTuv2OD0hwp/GSapNW4VPSPmPvpxwNzKIxfH/JrcAIFCxk1s+y8qv7z L2Ft2ZTAtzunrUOZSmGc+aDgZ1UU0jdvTRy8joa3T1a/a3tpPP1a3NlsRuNx jU1BV51Yd7y+y8/9hQRmIfPXl3VLBL6mcaafnPZJcLRV1egiCZJj5w7eAApu h0ID9DwonA6Tu1wrp1B8e8D8tF4K1qT/kDJ3Gj1pupK20Qyi7f0NPRkGnEWh lc8KBkeO+dl22TLIWRPx0q2Xxp/nl/ekZtPCfHtvuiShmxbmy+fVfng5y7yI RrT83BGltojH8/B7uJBl6eB0goaDU7RNoZJGfy7SzLCdRk3+b4vjNRlMfl2o /8xK7It/830c3P/onnIFDYXC3V5vOA3llzfnMEd8z5jZendnEYVu3feXnmvS yLgxWe1fbXGenRc1GpJ30li3JCDSJ5XGhKHN858dogU/zzOmwuBk/FIaE2ev Mg92UsVLZsnaFKJ+xmrGRZiPEfF5nXwcnvAFMar9+ylyDcMpWO5LpDb7UrjV VH21f4UErO3em9E3JQipHmGU1y4BtSqyoENCIdP+edBIjsLAv1P8Zw6kMGH3 W+dL+hQcVO5M++/xTAq3OySqiu/xJAprv51XFBZf0ld5VLr8dnIp/AflkmFw "], CompressedData[" 1:eJxdl0uOHDcQRMeAVrqFb8D8Zx5BgFc6ghYCvPJifHwvlNUFdT0YGAw6UGyw Ihh8ZP/545/vP//4+Pj4/LL//vr789//qf+ovn3dD5Y64pHnvKUfb8oRhYwq Ds70A1lx/C1tn0xSXuqR0srBmt2QFqGQdQ6fVhefdhknes3zlqIyGCx24Hfl 9fCRXo23kkikYfcrP3KEfmUmMVhPG+ZVSaahrvSrIfSreYSDX9k8ssoxr10r BKkn+VRHMZFZMY39o18rpV9rEQ7uweqbTTMNV6ffFfTrLlx9j8PV92im4e30 62P0u19lGUIOyxAyLEN40H6E0X6ksgxRwjJEDcPJE7Sf4rSfaizD1oFl2BVh OJlJ+1lO+9nGMuQoy1Ca9FsW9PtqBmQoy1ApTOPeRo+coN8+zjK0GMvQKkyj vei3I+m301mGe78+spVpzGn6nVeQj9RgGbYaLMO4MpzdkLQ/VbQ/HSzDDEm4 XzOE40dJwl1OknChSRL6CZLQz7WmkE0S+hmS0OWQhC5CErqoIxyXIAn3EUno rxWCbEcarkIS+o3JRypJ6Gok4e71YBpaJOFKkvAinXHwkIR+8/iRRhL6Li/9 mpOEvlsUZfDdVyiD32h/yx1I+5s7yrB8IhjdNRnOUoT2PQnGlQSj32fIW25S 9BtKEnoYSbiSJPTwYhpRJOFSkyT0GJJwJUnor2ggjSTcYpCEnkESriQJPbOZ Rg5J6HVIQi8hCX3fkGXYDclwKkjCZQpJ6Lt9WYbqwzJUD8NpIRj9ProfaQTj HjgE48phOF0E474hweg9BKPPIRj9viM80ghG3zem/QmCcR8RjD51GM593fgt 4xyCMY4QjHtmEoxx9uKTkEkSximSMO6LzCNHkEaIkITbG5IwxEjCECcJr0sP 0ggpkjCkScI92EnC/UgS7q5SpqFGMO7uJRjj1XXIJBhDy1CG0CEY47p9YvCe 8yhDXDc5zHvdtzCvBcEY10nPwUUwxnWIct492zCvK8EY93XykUYwbjEIxriw gnn3/Wl/C037Wzt24+oK5r3vrY90gjGuL3NwEIwRWexGVDCc+wr8SCEnV5KT e48jJ+O6nWHevW3R/k5L+1nkZNx37UfeP3J+y1JycnlMTq4kJ9dQMY1qgnFv lwRj9CEYVxKM0fdZ/pZOMEYHwRidBONKgnFvDM005hCMMUIwLhYIxpUEY8zd 0bdMgjGmCMY9QgjGPZ0IxtzVhd88RhLmcZJwb+IvEv4Civ5Waw== "], 1, { "Continuous", 1}, {"Discrete", 1}, 1, { ValueDimensions -> 1, DateFunction -> Automatic, ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}}, True, 314.1];

In[3]:=

ibm = TimeSeries[FinancialData["IBM", {{2015}}]];

In[4]:=

ibm = TemporalData[TimeSeries, {CompressedData[" 1:eJxFVXlYjtkbblGNSp8lFaFFlgYhbZRft+0rEmrCtOA97zlffFkyU8nSYoym KcXQIpSiUkqiwiAtGO1RWjTKRY2m7WpqlBmtv9fMdU1/nOtc57zP85z7eZ77 uV893tNRIicjIyMrrCFhieffPTF3L8Wioyly3TModq26eHtPNo/MmElvZkXy sGqoCAsY5OF25nF/6kSKpa5ZXz7O4zHOpzRRu5THq0nB+3TTecgZFUdLgnhE 7t6pZlnDoym6WGF3JQ/TC713HZfzOFTg80vYZR4GC/JVxRk8yJBJt30uD6qy Sq1UyiNw77wNj+fzCPVJ89t8hUeNzVtR/k4eU1uG7Of/yENtd4Cp0jCP/cN9 8XeEuEF+L7IbOnn8L/Nwx6R2wd5fxlG7jEd+XbK4TY+ixNfQp0SDQlY6Kn9D l2JZU2dSngtFVVa3jso+YW+1uDf+HMUqydBg2DOKxuPPRbPzKfKSlrrYpFIo /qzrGt1C4SE9ELQkmSJaMcBpjZTCyet+4ZZQCqWOSBvzHRTGo22XTA5Q3Jqh J3/EimKHeXJu3bcUh6aNvJwgvPvT68XxC90pjFY4ezxSppicqxceKuBuKdR4 OCyi8JSEVGbF8TBR63+4pI9HYkRy3bEeHnYuvROCbOl/+7RnTbouKRQZDqKq PU0U8TriL0TpFPXB/eIMUwrvnLQ5cdxYns4F4w40JVAEa2UeqRVwbrTo0xAJ dp/rvcGNwuWyku/ucOE+/MVzp9MUu+sfTQ0JFvJCY216NMXpQ409D68JePP+ Mm87T7Gh2jTCM4oieb1h28cKivPLd2hMyaSwSthXOpVSuM4zKkpXZdjyVVnd QBXFNX+vwP4PFA7Gy+9khzIoxXxSC/Bj+PPidp+6Cwxi7oYnN8TwWOvsfBMV CcysR6r10xmKuxYeTelj8Dkt29A5zFBja/d+fzPDfZOAd1E3GIbVi76rL2E4 NX3jk4MjDN5+ORYtFQwlGevvzcllKA+0zR/uZdhsnXpK3VAC8xlC5yZKUL8p 8uRaZQm2c8Ud2zQlEEeRxgm6ErxMUvcenCxBz/6BbJ0ehq2PhjZNyWRo3JBZ IW5nWFT91BJvGTJCFPL0ExiWxO6NuXJr7Nyfq60SmspwOSqn+dJhhta23mPa Lgw5t1Jmjkxj/9QpwoChtvTkLo8QBkdRVZtaEIPXgpO1X9szrLFMcU4wY/jD qjc2w5Zhyomt/X86MlQOeaj95D1mp2y0rYZjDJ9ppX6cITvnK6/7GxmSfqtd rriU4alCgsODmQyGZROLVrygePC6vzpS4PW0jMS0kFGKhX2FxmaTGRLM0l7K Kgn52TboS0UMpU6FqQZ1FEGHDXZe7qQY3aksmi7EzQu2O/3wPIP7a+nep4GC nWPnsNif4Zb5UoN5pQzxrb+tm/uJQcSd3WUtkuDo9Vcx219SqHyREZwZQP/p 59XrAk/PGDfLCfPWkx/V9WqbwBO3lmXOPhRXlQN/uCfwaUHi2efpZ4W5M3oS +OA2xdfvos8k2VEYVrR+o2VIEbbH8toBY4qD4wusk4WzVz+NGJKn0FS9eX+2 OUV3+bgnywVd2lqw8nm8geA/Q6icHEWia2Z7oSaFiZ1cjZPgZyruTO3QoRgI 8Mjte8PjtqnrkZK7PHT+1rphYc1j2fRPuXw0gfq58o44G4LhXwfa8wcJ6qfs 0Aww5SE2UF7UOZtH3pILX2rp8WjzWPDxvD+Bp43For+LCE6NWl5dPUIQkarp dzGOQHpGs5qo8v99f3JiUFbURWBvdyPs2UQeC/lXpPxXgj2RRsNlU3ks1vih WLpU0MX9YXE9gg4W1exoULgnxB0w8H3VR7BCEJjvcwi8Lt9e7BxL4LAsKbQ5 m6Agqzop8iXBdONZyecOE+RJB7pkfAma9f/y9vmF4K1tQuHciwTudtvWWdwn mLzPbdRoHY/j3+lCcSWPbgX3IH13QZdV5aMb0wRdCiObttzkURbvqaIRzKOh LTae3y7gemdQEU/H7LuV/W+FeQr6vbp8Tu0GHm9Gi8ZHrCRI8e0NcBMTaF+J v15/naCpSxTpmjuGuzXjgdrWVg46J4/7hawh2Ka6XalgBcGqP8L1ZBYSKJj9 /naaKcHQzFA5f0b+5YMbgeze2pvj5xI4tSRfWqtNcC3m+4TZeRzWNinpmj7h oPjgo0JfDoeDHfIlloc47Kx7KrfLnoN9Q7uSzykOHVFZqr2nOTTojRC7Sg7C 76fCs5PDBwvV1sWzCT5kvo/q1CNonxfb5CK8cyfc2sF5yti9xsYhBycQyFun EetjBOOspO+M1wv8SFj8yH8JgeXByh8dOaHOH4+EfbtW8J86WNatTpARejDC 4XcOw4/UZ+V0cSiOft+ZdY2DYaWDTVEVB/3mVqcsVYKiKwGaZlYEiXLzXhcI uKQjMXVzb3M456smmf+Ug5ZLXKzeJILPY+xtMFaHWQX6+SOKBLsCJ8c/tBPi GK44Vyb0oerm6tLNSgT/B7YakFU= "], CompressedData[" 1:eJxdl0uOHDcQRMeAVrqFb8D8Zx5BgFc6ghYCvPJifHwvlNUFdT0YGAw6UGyw Ihh8ZP/545/vP//4+Pj4/LL//vr789//qf+ovn3dD5Y64pHnvKUfb8oRhYwq Ds70A1lx/C1tn0xSXuqR0srBmt2QFqGQdQ6fVhefdhknes3zlqIyGCx24Hfl 9fCRXo23kkikYfcrP3KEfmUmMVhPG+ZVSaahrvSrIfSreYSDX9k8ssoxr10r BKkn+VRHMZFZMY39o18rpV9rEQ7uweqbTTMNV6ffFfTrLlx9j8PV92im4e30 62P0u19lGUIOyxAyLEN40H6E0X6ksgxRwjJEDcPJE7Sf4rSfaizD1oFl2BVh OJlJ+1lO+9nGMuQoy1Ca9FsW9PtqBmQoy1ApTOPeRo+coN8+zjK0GMvQKkyj vei3I+m301mGe78+spVpzGn6nVeQj9RgGbYaLMO4MpzdkLQ/VbQ/HSzDDEm4 XzOE40dJwl1OknChSRL6CZLQz7WmkE0S+hmS0OWQhC5CErqoIxyXIAn3EUno rxWCbEcarkIS+o3JRypJ6Gok4e71YBpaJOFKkvAinXHwkIR+8/iRRhL6Li/9 mpOEvlsUZfDdVyiD32h/yx1I+5s7yrB8IhjdNRnOUoT2PQnGlQSj32fIW25S 9BtKEnoYSbiSJPTwYhpRJOFSkyT0GJJwJUnor2ggjSTcYpCEnkESriQJPbOZ Rg5J6HVIQi8hCX3fkGXYDclwKkjCZQpJ6Lt9WYbqwzJUD8NpIRj9ProfaQTj HjgE48phOF0E474hweg9BKPPIRj9viM80ghG3zem/QmCcR8RjD51GM593fgt 4xyCMY4QjHtmEoxx9uKTkEkSximSMO6LzCNHkEaIkITbG5IwxEjCECcJr0sP 0ggpkjCkScI92EnC/UgS7q5SpqFGMO7uJRjj1XXIJBhDy1CG0CEY47p9YvCe 8yhDXDc5zHvdtzCvBcEY10nPwUUwxnWIct492zCvK8EY93XykUYwbjEIxriw gnn3/Wl/C037Wzt24+oK5r3vrY90gjGuL3NwEIwRWexGVDCc+wr8SCEnV5KT e48jJ+O6nWHevW3R/k5L+1nkZNx37UfeP3J+y1JycnlMTq4kJ9dQMY1qgnFv lwRj9CEYVxKM0fdZ/pZOMEYHwRidBONKgnFvDM005hCMMUIwLhYIxpUEY8zd 0bdMgjGmCMY9QgjGPZ0IxtzVhd88RhLmcZJwb+IvEv4Civ5Waw== "], 1, { "Continuous", 1}, {"Discrete", 1}, 1, { ValueDimensions -> 1, DateFunction -> Automatic, ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}}, True, 314.1];

In[5]:=

DateListPlot[{msft, ibm}, PlotLegends -> {"MSF", "IBM"}, PlotTheme -> "Detailed"]

Out[5]=

Calculez et visualisez le rapport des prix des actions.

In[6]:=

DateListPlot[msft/ibm, PlotTheme -> "Detailed"]

Out[6]=

Calculez le logarithme binaire de l'une des séries temporelles.

In[7]:=

blog = Log2[msft/msft["FirstValue"]]

Out[7]=

In[8]:=

DateListPlot[blog, PlotTheme -> "Detailed"]

Out[8]=