Concatenate financial time series objects horizontally
horzcat implements horizontal concatenation
of financial time series objects.
merges the data columns of the financial time series objects. The
time series objects must contain the exact same dates and times.
When multiple instances of a data series name occur, concatenation
adds a suffix to the current names of the data series. The suffix
has the format
n is a number indicating the position of
the time series, from left to right, in the concatenation command.
n part of the suffix appears only when there
is more than one instance of a particular data series name.
The description fields are concatenated as well. They are separated
by two forward slashes (
Construct three financial time series, each containing a data
firstfts = fints((today:today+4)', (1:5)','DataSeries','d'); secondfts = fints((today:today+4)', (11:15)','DataSeries','d'); thirdfts = fints((today:today+4)', (21:25)','DataSeries','d');
Concatenate the time series horizontally into a new financial
newfts = [firstfts secondfts thirdfts secondfts];
The resulting object
newfts has data series
Verify this with the command
ans = 'desc' 'freq' 'dates' 'DataSeries_firstfts' 'DataSeries_secondfts2' 'DataSeries_thirdfts' 'DataSeries_secondfts4' 'times'
chfield to change
the data series names.
If all input objects have the same frequency, the new object
has that frequency as well. However, if one of the objects concatenated
has a different frequency from the others, the frequency indicator
of the resulting object is set to