Financial Time Series    
toquarterly

Convert to quarterly

Syntax

Description

newfts = toquarterly(oldfts) converts a financial time series of any frequency to one of a quarterly frequency. toquarterly assumes a five day business week, when necessary.

If oldfts is a daily, weekly, or monthly time series, the quarterly values in newfts are the averages of the input values for the quarter. If oldfts is a semiannual or annual time series, the input values are replicated as many times as necessary to fill the quarterly time series.

Dates in newfts are set to the end of the quarters (March 31, June 30, September 30, and December 31.

See Also

convertto, toannual, todaily, tomonthly, tosemi, toweekly


 tomonthly toquoted