fints
Construct financial time series object
fints
is not recommended. Use timetable
instead. For more information, see Convert Financial Time Series Objects fints to Timetables.
Syntax
Description
creates a financial time series object containing the dates and data from the matrix
tsobj
= fints(dates_and_data
)dates_and_data
. If the dates contain time-of-day information, the
object contains an additional series of times. The date series and each data series must
each be a column in the input matrix. The names of the data series default to
series1, ..., seriesn
. The desc
and
freq
fields are set to their defaults.
fints
constructs a financial time series object. A financial time
series object is a MATLAB® object that contains a series of dates and one or more series of data. Before
you perform an operation on the data, you must set the frequency indicator
(freq
). You can optionally provide a description
(desc
) for the time series.
Note
fints
only supports hourly and minute time series. Seconds are
not supported and will be disregarded when the fints
object is
created (that is, 01-jan-2001 12:00:01 will be considered as 01-jan-2001 12:00). If
there are duplicate dates and times, the fints
constructor sorts the
dates and times and chooses the first instance of the duplicate dates and times. The
other duplicate dates and times are removed from the object along with their
corresponding data
.
generates a financial time series object containing dates from the
tsobj
= fints(dates
,data
)dates
column vector of dates and data from the matrix data. If the
dates contain time-of-day information, the object contains an additional series of times.
The data matrix must be column-oriented, that is, each column in the matrix is a data
series. The names of the series default to series1, ..., seriesn, where
n is the total number of columns in data. The desc
and freq
fields are set to their defaults.