Financial Time Series

Load the Data

The data for this demonstration is found in the MAT-file predict_ret_data.mat.

load predict_ret_data.mat 

The MAT-file contains six vectors:

• Dates corresponding to the closing stock prices, sdates
• Closing stock prices, sdata
• Dividend dates, divdates
• Dividend paid, divdata
• Dates corresponding to the metric data, expdates
• Metric data, expdata

Use the whos command to see the variables in your MATLAB workspace.

Demonstration Program

Create Financial Time Series Objects