CalcMethod | CumSum | Returns the cumulative sum of the values within each
year. Data for missing dates are given the value 0. |
| Exact | Returns the exact value at the end-of-year date. No
data manipulation occurs. |
| Nearest | (Default) Returns the values located at the end-of-year
dates. If there is missing data, Nearest returns
the nearest data point preceding the end-of-year date. |
| SimpAvg | Returns an averaged annual value that only takes into
account dates with data (nonNaN) within each year. |
| v21x | This mode is compatible with previous versions of this
function (Version 2.1.x and earlier). It returns an averaged end-of-year
value using a previous toannual algorithm. This
algorithm takes into account all dates and data. For dates that do
not contain any data, the data is assumed to be 0. |
Note
If you set CalcMethod to v21x,
settings for all of the following parameter name/parameter value pairs
are not supported. |
|
BusDays | 0 | Returns a financial time series that ranges from (or
between) the first date to the last date in oldfts (includes
NYSE nonbusiness days and holidays). |
| 1 | (Default) Generates a monthly financial time series that
ranges from the first date to the last date in oldfts (excludes
NYSE nonbusiness days and holidays and weekends based on AltHolidays and Weekend).
If an end-of-month date falls on a nonbusiness day or NYSE holiday,
returns the last business day of the month. NYSE market
closures, holidays, and weekends are observed if AltHolidays and Weekend are
not supplied or empty ([]). |
DateFilter | Absolute | (Default) Returns all annual dates between the start
and end dates of oldfts. Some dates may be disregarded
if BusDays = 1.
Note
The default is to create a time series with every date at the
specified periodicity, which is with DateFilter = Absolute.
If you use DateFilter = Relative,
the endpoint effects do not apply since only your data defines which
dates will appear in the output time series object. |
|
| Relative | Returns only the annual dates that exist in oldfts.
Some dates may be disregarded if BusDays = 1. |
ED | 0 | Annual period ends on the last day or last business day
of the month. |
| 1 - 31 | 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, ED = 31 does not exist
for February.) |
EM | 1 - 12 | (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).
|
EndPtTol | [Begin, End] | 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 end-of-year date). Begin and End must
be -1 or any positive integer greater than or equal
to 0. A single value input for 'EndPtTol' is
the same as specifying that single value for Begin and End. -1 Exclude odd annual
period dates and data from calculations. 0 (Default) Include
odd annual period dates and data in calculations. n Number of days (any
positive integer) that constitute an odd annual period. If there are
insufficient days for a complete year, the endpoint data is ignored. |
The following
diagram is a general depiction of the factors involved in the determination
of endpoints for this function.
 |
TimeSpec | First | Returns only the observation that occurs at the first
(earliest) time for a specific date. |
| | Last | (Default) Returns only the observation that occurs at
the last (latest) time for a specific date. |
AltHolidays | | Vector of dates specifying an alternate set of market
closure dates. |
| | -1 | Excludes all holidays. |
Weekend | | 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 Weekend =
[1 0 0 0 0 0 1]. |
