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sortfts - Sort financial time series

Syntax

sfts = sortfts(tsobj)
sfts = sortfts(tsobj, flag)
sfts = sortfts(tsobj, seriesnames, flag)
[sfts, sidx] = sortfts(...)

Arguments

tsobj

Financial time series object.

flag

(Optional) Sort order:

flag = 1; increasing order (default)

flag = -1; decreasing order

seriesnames

(Optional) String containing a data series name or cell array containing a list of data series names.

Description

sfts = sortfts(tsobj) sorts the financial time series object tsobj in increasing order based only upon the 'dates' vector if tsobj does not contain time-of-day information. If the object includes time-of-day information, the sort is based upon a combination of the 'dates' and 'times' vectors. The 'times' vector cannot be sorted individually.

sfts = sortfts(tsobj, flag) sets the order of the sort. flag = 1: increasing date and time order. flag = -1: decreasing date and time order.

sfts = sortfts(tsobj, seriesnames, flag) sorts the financial time series object tsobj based upon the data series name(s) seriesnames. The seriesnames argument can be a single string containing a data series name or a cell array containing a list of data series names. If the optional flag is set to -1, the sort is in decreasing order.

[sfts, sidx] = sortfts(...) additionally returns the index of the original object tsobj sorted based on 'dates' or specified data series name(s).

See Also

issorted | sort | sortrows

  


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