CalcMethod | CumSum | Returns the cumulative sum of the values within
each month. Data for missing dates are given the value 0. |
| Exact | Returns the exact value at the end-of-month
date. No data manipulation occurs. |
| Nearest | (Default) Returns the values located at the
end-of-month date. If there is missing data, 'Nearest' returns the
nearest data point preceding the end-of-month date. |
| SimpAvg | Returns an averaged monthly value that only
takes into account dates with data (nonNaN) within
each month. |
| v21x | This mode is compatible with previous versions
of this function (Version 2.1.x and earlier). It returns an averaged
end-of-month value using a previous tomonthly algorithm.
This algorithm takes into account all dates and data. For dates that
do not contain any data, the data is assumed to be 0. |
| Note
If you set CalcMethod to v21x,
settings for all of the following parameter name/parameter value pairs
are not supported. |
|
BusDays | 0 | Generates a monthly financial time series that ranges
from the first date to the last date in oldfts (includes
NYSE nonbusiness days and holidays). |
| 1 | (Default) Generates a monthly financial time series that
ranges from the first date to the last date in oldfts (excludes
NYSE nonbusiness days and holidays and weekends based on AltHolidays and Weekend).
If an end-of-month date falls on a nonbusiness day or NYSE holiday,
returns the last business day of the month. NYSE market
closures, holidays, and weekends are observed if AltHolidays and Weekend are
not supplied or empty ([]). |
DateFilter | Absolute | (Default) Returns all monthly dates between
the start and end dates of oldfts. Some dates may
be disregarded if BusDays = 1.
Note
The default is to create a time series with every date at the
specified periodicity, which is with DateFilter = Absolute.
If you use DateFilter = Relative,
the endpoint effects do not apply since only your data defines which
dates will appear in the output time series object. |
|
| Relative | Returns only monthly dates that exist in oldfts.
Some dates may be disregarded if BusDays = 1. |
ED | 0 | (Default) The end-of-month date is the last
day (or last business day) of the month. |
| 1 - 31 | Returns values on the specified end-of-month
day. Months that do not contain the specified end-of-month day return
the last day of the month instead (for example, ED = 31 does not exist for February). If
end-of-month falls on a NYSE non-business day or holiday, the previous
business day is returned if BusDays
= 1. |
EndPtTol | [Begin, End] | Denotes the minimum number of days that constitute
an odd month at the end points of the time series (before the first
whole period and after the last whole period). Begin and End must
be -1 or any positive integer greater than or equal
to 0. A single value input for EndPtTol is
the same as specifying that single value for Begin and End. -1 Do not include odd
month dates and data in calculations. 0 (Default) Include
all odd month dates and data in calculations. n Number of days that
constitute an odd month. If the minimum number of days is not met,
the odd month dates and data are ignored. |
The following
diagram is a general depiction of the factors involved in the determination
of end points for this function.
 |
TimeSpec | First | Returns only the observation that occurs at
the first (earliest) time for a specific date. |
| Last | (Default) Returns only the observation that
occurs at the last (latest) time for a specific date. |
AltHolidays | | Vector of dates specifying an alternate set
of market closure dates. |
| -1 | Excludes all holidays. |
Weekend | | Vector of length 7 containing 0's and 1's.
The value 1 indicates a weekend day. The first element of this vector
corresponds to Sunday. For example, when Saturday and Sunday are weekend
days (default) then Weekend
= [1 0 0 0 0 0 1]. |
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