| Financial Time Series Toolbox | |
Syntax
Description
newfts = toquarterly(oldfts)
converts a financial time series of any frequency to one of a quarterly frequency. toquarterly assumes a five-day business week.
If oldfts is a daily, weekly, or monthly time series, the quarterly values in newfts are the averages of the input values for the quarter. If oldfts is a semiannual or annual time series, the input values are replicated as many times as necessary to fill the quarterly time series.
Dates in newfts are set to the end of the quarters (March 31, June 30, September 30, and December 31).
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., March 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, tosemi, toweekly
| | tomonthly | toquoted | |