| Financial Time Series Toolbox | |
Syntax
Description
newfts = toweekly(oldfts)
converts a financial time series of any frequency to one of a weekly frequency. toweekly assumes a five-day business week. All days in newfts are set to Fridays.
If oldfts is a daily series, newfts is a financial time series containing data for Fridays only. If oldfts is a monthly, quarterly, semiannual, or annual time series, the input values are replicated as many times as there are Fridays to fill the weekly time series.
toweekly displays only the last date and last time of the Friday of each 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, todaily, tomonthly, toquarterly, tosemi
| | tosemi | tsaccel | |