Financial Time Series

Creating Financial Time Series Objects

The Financial Time Series Toolbox provides two ways to create a financial time series object:

1. At the command line using the object constructor fints
2. From a text data file through the function ascii2fts

The structure of the object minimally consists of a description field, a frequency indicator field, the date vector, and a data series vector. The names for the fields are fixed for the first three fields: desc, freq, and dates. The user can specify the name for the data series vector. If a name is not specified, it defaults to series1. If the object has additional data series, the defaults are series2, series3, etc.

Tutorial

Using the Constructor