Documentation

fts2mat

Convert to matrix

Syntax

tsmat = fts2mat(tsobj)
tsmat = fts2mat(tsobj, datesflag)
tsmat = fts2mat(tsobj, seriesnames)
tsmat = fts2mat(tsobj, datesflag, seriesnames)

Arguments

tsobj

Financial time series object

datesflag

(Optional) Specifies inclusion of dates vector:

datesflag = 0 (default) excludes dates.

datesflag = 1 includes dates vector.

seriesnames

(Optional) Specifies the data series to be included in the matrix. Can be a cell array of strings.

Description

tsmat = fts2mat(tsobj) takes the data series in the financial time series object tsobj and puts them into the matrix tsmat as columns. The order of the columns is the same as the order of the data series in the object tsobj.

tsmat = fts2mat(tsobj, datesflag) specifies whether or not you want the dates vector included. The dates vector will be the first column. The dates are represented as serial date numbers. Dates can include time-of-day information.

tsmat = fts2mat(tsobj, seriesnames) extracts the data series named in seriesnames and puts its values into tsmat. The seriesnames argument can be a cell array of strings.

tsmat = fts2mat(tsobj, datesflag, seriesnames) puts into tsmat the specific data series named in seriesnames. The datesflag argument must be specified. If datesflag is set to 1, the dates vector is included. If you specify an empty matrix ([]) for datesflag, the default behavior is adopted.

See Also

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