Financial Time Series Toolbox

Data Menu

The Data menu provides functions that manipulate time series data.

Here are some example tasks that illustrate the use of the functions on this menu.

Fill Missing Data

First, look at filling missing data. The Fill Missing Data item uses the toolbox function fillts. With the data loaded from the file ftsdata, you have three time series: IBM Corp. (IBM), Walt Disney Co. (DIS), and Whirlpool (WHR). Click on the window that shows the time series data for Walt Disney Co. (DIS).

To view any missing data in this time series data set, zoom into the plot using the Zoom tool (the magnifying glass icon with the plus sign) from the toolbar and select a region.

The gaps represents the missing data in the series. To fill these gaps, go to the Data menu and choose Fill Missing Data. This selection automatically fills the gaps and generates a new plot that displays the filled time series data.

You cannot see the filled gaps when you display the entire data set. However, when you zoom into the plot, you see that the gaps have been eliminated. Note that the title bar has changed; the title has been prefixed with the word Filled to reflect the filled time series data.

Frequency Conversion

The Data menu also provides access to frequency conversion functions.

This example changes the DIS time series data frequency from daily to monthly. Close the Filled Walt Disney Company (DIS) window, and click on the Walt Disney Company (DIS) window to make it active (current) again. Then, from the Data menu, choose Convert Data Frequency To and To Monthly.

A new figure window displays the result of this conversion.

The title reflects that the data displayed had its frequency changed to monthly.

Using the Financial Time Series GUI

Analysis Menu