| Financial Time Series Toolbox | |
Syntax
Description
newfts = tomonthly(oldfts)
converts a financial time series of any frequency to one of a monthly frequency. tomonthly assumes a five-day business week.
If oldfts is a daily or weekly time series, the monthly values in newfts are the averages of the input daily or weekly values. If oldfts is a quarterly, semiannual, or annual time series, the input values are replicated as many times as necessary to fill the monthly time series. Dates are set to the end of the month.
tomonthly displays only the last date and last time of the end of each month.
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, toquarterly, tosemi, toweekly
| | todecimal | toquarterly | |