Financial Time Series Toolbox | ![]() ![]() |
Demonstration Program
This example demonstrates a practical use of the Financial Time Series Toolbox, predicting the return of a stock from a given set of data. The data is a series of closing stock prices, a series of dividend payments from the stock, and an explanatory series (in this case a market index). Additionally, the example calculates the dividend rate from the stock data provided.
Note
You can find a script M-file for this demonstration program in the directory <matlab>/toolbox/ftseries/ftsdemos on your MATLAB path. The script is named predict_ret.m . |
To perform these computations follow these steps:
\
operator.
![]() | Data Transformation and Frequency Conversion | Load the Data | ![]() |