Financial Time Series Toolbox

Creating Financial Time Series Objects

The Financial Time Series Toolbox provides two ways to create a financial time series object:

• At the command line using the object constructor fints
• From a text data file through the function ascii2fts

The structure of the object minimally consists of a description field, a frequency indicator field, the date vector field, and at least one data series vector. The names for the fields are fixed for the first three fields: desc, freq, and dates. You can specify names of your choice for any data series vectors. If you do not specify names, the object uses the default names series1, series2, series3, etc.

If time-of-day information is incorporated in the date vector, the object contains an additional field named times.

Overview

Using the Constructor