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Data Extraction

Manipulate and extract data from a time series object

Functions

chfieldChange data series name
eq (fts)Multiple financial times series object equality
extfieldData series extraction
fetchData from financial time series object
fieldnamesGet names of fields
freqnumConvert character vector frequency indicator to numeric frequency indicator
freqstrConvert numeric frequency indicator to character vector representation
ftsboundStart and end dates
ftsinfoFinancial time series object information
ftsuniqDetermine uniqueness
getfieldContent of specific field
getnameidxFind name in list
iscompatibleStructural equality
isequalMultiple object equality
isfieldCheck whether character vector is field name
issortedCheck whether dates and times are monotonically increasing
rmfieldRemove data series
setfieldSet content of specific field
sortftsSort financial time series
ftstoolFinancial Time Series app
ftsguiFinancial time series GUI

Apps

Financial Time Series Create and manage Financial Time Series

Examples and How To

Working with Financial Time Series Objects

Extracting time series data and performing operations on time series.

Using Time Series to Predict Equity Return

This example shows a practical use of financial time series objects, predicting the return of a stock from a given set of data.

Loading Data with the Financial Time Series App

Use the Financial Time Series app to load data.

Using the Financial Time Series App

Tasks supported by the Financial Time Series app.

Using the Financial Time Series App with GUIs

Use the Financial Time Series app with other Time Series GUIs.

Concepts

What Is the Financial Time Series App?

The Financial Time Series app enables you to create and manage financial time series (fints) objects.

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