Financial Time Series Toolbox    

Data Extraction

Here is an exercise on how to extract data from a financial time series object. As mentioned before, you can think of the object as a MATLAB structure. Highlight each line in the exercise in the MATLAB Help browser, press the right mouse key, and select Evaluate Selection to execute it.

To begin, create a financial time series object called myfts:

The myfts object looks like this:

There are more dates in the object; only the first few lines are shown here.

Now create another object with only the values for series2:

The new object srs2 contains all the dates in myfts, but the data series is only series2. The name of the data series retains its name from the original object, myfts.


  Financial Time Series Object Structure Object to Matrix Conversion