| Financial Time Series Toolbox | |
Syntax
Description
newfts = todaily(oldfts)
converts a financial time series of any frequency to one of a daily frequency. todaily assumes a five-day business week. If oldfts contains weekend data, todaily removes that data when creating newfts.
To create a daily time series from nondaily oldfts, todaily copies the periodic value for the number of days in the period of the input time series. For example, if oldfts is a weekly time series, the value for each week is replicated four additional times until the next week's value is encountered. The process is then repeated for the next week.
If oldfts does not contain time-of-day data, newfts does not contain a times vector.
If oldfts contains time-of-day data, newfts contains a times vector that replicates the times in oldfts.
If newfts contains a date (e.g., January 31) that does not appear in oldfts, and oldfts contains time-of-day information, the time-of-day for that date is set to 00:00.
See Also
convertto, toannual, tomonthly, toquarterly, tosemi, toweekly
| | toannual | todecimal | |