fints (Financial Time Series)

Construct financial time series object

Syntax

tsobj = fints(dates_and_data)
tsobj = fints(dates, data)
tsobj = fints(dates, data, datanames)
tsobj = fints(dates, data, datanames, freq)
tsobj = fints(dates, data, datanames, freq, desc)

Arguments

dates_and_data
Column-oriented matrix containing one column of dates and a single column for each series of data

dates
Column vector of dates. Dates may be date strings or serial date numbers.

data
Column-oriented matrix containing a column for each series of data. The number of values in each data series must match the number of dates. If a mismatch occurs, MATLAB will not generate the financial time series object, and you will receive an error message.

datanames
Cell array of data series names. Overrides the default data series names. Default data series names are series1, series2, ... .

freq
Frequency indicator. Allowed values are

UNKNOWN, Unknown, unknown, U, u,0
DAILY, Daily, daily, D, d,1
WEEKLY, Weekly, weekly, W, w,2
MONTHLY, Monthly, monthly, M, m, 3
QUARTERLY, Quarterly, quarterly, Q, q,4
SEMIANNUAL, Semiannual, semiannual, S, s,5
ANNUAL, Annual, annual, A, a, 6
Default = Unknown.

desc
String providing descriptive name for financial time series object. Default = '' .

`dates_and_data`	Column-oriented matrix containing one column of dates and a single column for each series of data
`dates`	Column vector of dates. Dates may be date strings or serial date numbers.
`data`	Column-oriented matrix containing a column for each series of data. The number of values in each data series must match the number of dates. If a mismatch occurs, MATLAB will not generate the financial time series object, and you will receive an error message.
`datanames`	Cell array of data series names. Overrides the default data series names. Default data series names are `series1`, `series2`, ... .
`freq`	Frequency indicator. Allowed values are `UNKNOWN`, `Unknown`, `unknown`, `U`, `u,0` `DAILY`, `Daily`, `daily`, `D`, `d,1` `WEEKLY`, `Weekly`, `weekly`, `W`, `w,2` `MONTHLY`, `Monthly`, `monthly`, `M`, `m`, `3` `QUARTERLY`, `Quarterly`, `quarterly`, `Q`, `q,4` `SEMIANNUAL`, `Semiannual`, `semiannual`, `S`, `s,5` `ANNUAL`, `Annual`, `annual`, `A`, `a`, `6` Default = `Unknown`.
`desc`	String providing descriptive name for financial time series object. Default = `''` .

Description

fints constructs a financial time series object. A financial time series object is a MATLAB object that contains a series of dates and one or more series of data. Before you perform an operation on the data, you must set the frequency indicator (freq). You can optionally provide a description (desc) for the time series.

tsobj = fints(dates_and_data) creates a financial time series object containing the dates and data from the matrix dates_and_data. The dates and data in the input matrix must be column oriented; the dates series and each data series is a column in the input matrix. The names of the data series default to series1, ..., seriesn. The desc and freq fields are set to their defaults.

tsobj = fints(dates, data) generates a financial time series object containing dates from the dates column vector of dates and data from the matrix data. The data matrix must be column oriented, that is, each column in the matrix is a data series. The names of the series default to series1, ..., seriesn, where n is the total number of columns in data. The desc and freq fields are set to their defaults.

tsobj = fints(dates, data, datanames) additionally allows you to rename the data series. The names are specified in the datanames cell array. The number of strings in datanames must correspond to the number of columns in data. The desc and freq fields are set to their defaults.

tsobj = fints(dates, data, datanames, freq) additionally sets the frequency when you create the object. The desc field is set to its default ''.

tsobj = fints(dates, data, datanames, freq, desc) provides a description string for the financial time series object.

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