convertto (Financial Time Series Toolbox)

Convert to specified frequency

Syntax

```
newfts = convertto(oldfts, newfreq)
```

Arguments

newfreq
1, DAILY, Daily, daily, D, d
2, WEEKLY, Weekly, weekly, W, w
3, MONTHLY, Monthly, monthly, M, m
4, QUARTERLY, Quarterly, quarterly, Q, q
5, SEMIANNUAL, Semiannual, semiannual, S, s
6, ANNUAL, Annual, annual, A, a

`newfreq`	`1`, `DAILY`, `Daily`, `daily`, `D`, `d` `2`, `WEEKLY`, `Weekly`, `weekly`, `W`, `w` `3`, `MONTHLY`, `Monthly`, `monthly`, `M`, `m` `4`, `QUARTERLY`, `Quarterly`, `quarterly`, `Q`, `q` `5`, `SEMIANNUAL`, `Semiannual`, `semiannual`, `S`, `s` `6`, `ANNUAL`, `Annual`, `annual`, `A`, `a`

Description

convertto converts a financial time series of any frequency to one of a specified frequency. It makes some assumptions regarding the dates in the resulting time series.

newfts = convertto(oldfts, newfreq) converts the object oldfts to the new time series object newfts with the frequency newfreq.

See Also

toannual, todaily, tomonthly, toquarterly, tosemi, toweekly

chfield cumsum