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- def rolling(year1,year2):
- start = year1
- end = year2
- eigenvalues=[]
- eigenvectors=[]
- nomonth = (year2 - year1) * 12 - 5
- month=1
- year = year1
- for i in range(nomonth):
- if month == 12:
- df = mutualinformation(year,12,year+1,5)
- df_array = df.to_numpy()
- u,v = np.linalg.eig(df_array)
- u1 = []
- v1 = []
- u_sort = u
- u_sort.sort()
- for abc in u_sort:
- uabc = np.ndarray.tolist(u)
- index = uabc.index(abc)
- u1.append(u[index])
- v1.append(v[:,index])
- eigenvalues.append(u1)
- eigenvectors.append(v1)
- month = 1
- year +=1
- elif month >= 8:
- df = mutualinformation(year,month,year+1,month-7)
- df_array = df.to_numpy()
- u,v = np.linalg.eig(df_array)
- u1 = []
- v1 = []
- u_sort = u
- u_sort.sort()
- for abc in u_sort:
- uabc = np.ndarray.tolist(u)
- index = uabc.index(abc)
- u1.append(u[index])
- v1.append(v[:,index])
- eigenvalues.append(u1)
- eigenvectors.append(v1)
- month += 1
- else:
- df = mutualinformation(year,month,year,month+5)
- df_array = df.values
- u,v = np.linalg.eig(df_array)
- u1 = []
- v1 = []
- u_sort = u
- u_sort.sort()
- for abc in u_sort:
- uabc = np.ndarray.tolist(u)
- index = uabc.index(abc)
- u1.append(u[index])
- v1.append(v[:,index])
- eigenvalues.append(u1)
- eigenvectors.append(v1)
- month += 1
- return eigenvalues,eigenvectors
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