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Arithmetic and Math Operations

Perform addition, subtraction, multiplication, division, logarithmic, and exponential operations on time series objects


cumsumCumulative sum
endLast date entry
horzcatConcatenate financial time series objects horizontally
lengthGet number of dates (rows)
minusFinancial time series subtraction
mrdivideFinancial time series matrix division
mtimesFinancial time series matrix multiplication
plusFinancial time series addition
powerFinancial time series power
rdivideFinancial time series division
sizeNumber of dates and data series
subsasgnContent assignment
subsrefSubscripted reference
timesFinancial time series multiplication
uminusUnary minus of financial time series object
uplusUnary plus of financial time series object
vertcatConcatenate financial time series objects vertically
cumsumCumulative sum
expExponential values
logNatural logarithm
log10Common logarithm
log2Base 2 logarithm
maxMaximum value
meanArithmetic average
minMinimum value
stdStandard deviation


Financial Time Series Operations

Time series operations include basic addition, subtraction, multiplication, and division and other functions such as arithmetic average, filter, and difference.

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.

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