Financial Time Series Toolbox | ![]() ![]() |
Data Transformation Functions
boxcox
Box-Cox transformation
convertto
Convert to specified frequency
diff
Differencing
fillts
Fill missing values in time series
filter
Linear filtering
lagts
Lag time series object
leadts
Lead time series object
peravg
Periodic average
resamplets
Downsample data
smoothts
Smooth data
toannual
Convert to annual
todaily
Convert to daily
todecimal
Fractional to decimal conversion
tomonthly
Convert to monthly
toquarterly
Convert to quarterly
toquoted
Decimal to fractional conversion
tosemi
Convert to semiannual
toweekly
Convert to weekly
tsmovavg
Moving average
![]() | Utility Functions | Indicator Functions | ![]() |