vertcat - Concatenate financial time series objects vertically

Description

vertcat implements vertical concatenation of financial time series objects. vertcat essentially adds data points to a time series object. Objects to be vertically concatenated must not have any duplicate dates and/or times or any overlapping dates and/or times. The description fields are concatenated as well. They are separated by ||.

Examples

Create two financial time series objects with daily frequencies:

myfts   = fints((today:today+4)', (1:5)', 'DataSeries', 'd');
yourfts = fints((today+5:today+9)', (11:15)', 'DataSeries', 'd');

Use vertcat to concatenate them vertically:

newfts1 = [myfts; yourfts]

newfts1 = 
 
    desc:   || 
    freq:  Daily (1)

    'dates:  (10)'    'DataSeries:  (10)'
    '11-Dec-2001'     [                1]
    '12-Dec-2001'     [                2]
    '13-Dec-2001'     [                3]
    '14-Dec-2001'     [                4]
    '15-Dec-2001'     [                5]
    '16-Dec-2001'     [               11]
    '17-Dec-2001'     [               12]
    '18-Dec-2001'     [               13]
    '19-Dec-2001'     [               14]
    '20-Dec-2001'     [               15]

Create two financial time series objects with different frequencies:

myfts   = fints((today:today+4)', (1:5)', 'DataSeries', 'd');
hisfts  = fints((today+5:7:today+34)', (11:15)', 'DataSeries',... 
'w');

Concatenate these two objects vertically:

newfts2 = [myfts; hisfts]

 newfts2 = 
 
    desc:   || 
    freq:  Unknown (0)

    'dates:  (10)'    'DataSeries:  (10)'
    '11-Dec-2001'     [                1]
    '12-Dec-2001'     [                2]
    '13-Dec-2001'     [                3]
    '14-Dec-2001'     [                4]
    '15-Dec-2001'     [                5]
    '16-Dec-2001'     [               11]
    '23-Dec-2001'     [               12]
    '30-Dec-2001'     [               13]
    '06-Jan-2002'     [               14]
    '13-Jan-2002'     [               15]

If all frequency indicators are the same, the new object has the same frequency indicator. However, if one of the concatenated objects has a different freq from the other(s), the frequency of the resulting object is set to Unknown (0). In these examples, newfts1 has Daily frequency, while newfts2 has Unknown (0) frequency.

vertcat - Concatenate financial time series objects vertically

Description

Examples

See Also