Financial Time Series Toolbox    
peravg

Periodic average

Syntax

Arguments

tsobj
 Financial time series object
numperiod
 Integer specifying the number of data points over which each periodic average should be averaged
daterange
 Time period over which the data is averaged

Description

peravg calculates periodic averages of a financial time series object. Periodic averages are calculated from the values per period defined. If the period supplied is a string, it is assumed as a range of date string. If the period is entered as numeric, the number represents the number of data points (financial time series periods) to be included in a period for the calculation. For example, if you enter '01/01/98::01/01/99' as the period input argument, peravg returns the average of the time series between those dates, inclusive. However, if you enter the number 5 as the period input, peravg returns a series of averages from the time series data taken 5 date points (financial time series periods) at a time.

avgfts = peravg(tsobj, numperiod) returns a structure avgfts that contains the periodic (per numperiod periods) average of the financial time series object. avgfts has field names identical to data series names of tsobj.

avgfts = peravg(tsobj, daterange) returns a structure avgfts that contains the periodic (as specified by daterange) average of the financial time series object. avgfts has field names identical to data series names of tsobj.

See Also

mean, tsmovavg

mean in the MATLAB documentation


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