Convert to annual
newfts = toannual(oldfts) newfts = toannual(oldfts, 'ParameterName', ParameterValue, ...)
 Financial time series object. 
newfts = toannual(oldfts)
converts a financial
time series of any frequency to one of an annual frequency. The default
endofyear is the last business day of the December. toannual
uses holidays.m
to
determine valid trading days.
Note
If Empty ( 
newfts = toannual(oldfts, 'ParameterName', ParameterValue,
...)
accepts parameter name/parameter value pairs as input,
as specified in the following table.
Parameter Name  Parameter Value  Description  


 Returns the cumulative sum of the values within each
year. Data for missing dates are given the value  
CalcMethod 
 Returns the exact value at the endofyear date. No data manipulation occurs.  

 (Default) Returns the values located at the endofyear
dates. If there is missing data,  
CalcMethod 
 Returns an averaged annual value that only takes into
account dates with data (non  

 This mode is compatible with previous versions of this
function (Version 2.1.x and earlier). It returns an averaged endofyear
value using a previous  
 

 Returns a financial time series that ranges from (or
between) the first date to the last date in  

 (Default) Generates a monthly financial time series that
ranges from the first date to the last date in NYSE market
closures, holidays, and weekends are observed if  

 (Default) Returns all annual dates between the start
and end dates of
 

 Returns only the annual dates that exist in  

 Annual period ends on the last day or last business day of the month.  

 Specifies a particular annual day. Months that do not
contain the specified day return the last day (or last business day)
of the month (for example,  

 (Default) The annual period ends on the last day (or last business day) of the specified month All subsequent annual dates are calculated from this month. Default annual month is December (12).  
 [  Denotes the minimum number of days that constitute an odd annual period at the endpoints of the time series (before the first time series date and after the last endofyear date).
A single value input for
 
The following diagram is a general depiction of the factors involved in the determination of endpoints for this function.
 

 Returns only the observation that occurs at the first (earliest) time for a specific date.  
TimeSpec 
 (Default) Returns only the observation that occurs at the last (latest) time for a specific date.  
 Vector of dates specifying an alternate set of market closure dates.  
AltHolidays 
 Excludes all holidays.  
 Vector of length 7 containing 0's and 1's. The value
1 indicates a weekend day. The first element of this vector corresponds
to Sunday. For example, when Saturday and Sunday are weekend
days (default) then 