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Descriptive Statistics

Analyze mean, median, correlation coefficients, variance, and covariance in time series objects


corrcoef Correlation coefficients
cov Covariance matrix
isempty True for empty financial time series objects
nancov Covariance ignoring NaNs
nanmax Maximum ignoring NaNs
nanmean Mean ignoring NaNs
nanmedian Median ignoring NaNs
nanmin Minimum ignoring NaNs
nanstd Standard deviation ignoring NaNs
nansum Sum ignoring NaNs
nanvar Variance ignoring NaNs
var Variance


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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