Analyzing Financial Time Series

Financial Toolbox software provides a collection of tools for the analysis of time series data in the financial markets. The toolbox contains a financial time series object constructor and several methods that operate on and analyze the object. Financial engineers working with time series data, such as equity prices or daily interest fluctuations, can use these tools for more intuitive data management than by using regular vectors or matrices.

This chapter discusses how to create a financial time series object in one of two ways:

• Using the Constructor

• Transforming a Text File

The chapter also discusses chartfts, a graphical tool for visualizing financial time series objects. You can find this discussion in Visualizing Financial Time Series Objects.

Financial Time Series Analysis

Creating Financial Time Series Objects

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