Convert to monthly
tomonthly
will be removed in a future release. Use timetable
instead. For more information, see Convert Financial Time Series Objects fints to Timetables.
newfts = tomonthly(oldfts) newfts = tomonthly(oldfts,'ParameterName',ParameterValue, ...)
| Financial time series object. |
newfts = tomonthly(oldfts)
converts a financial time series of any
frequency to a monthly frequency. The default end-of-month day is the last business day of the
month. tomonthly
uses holidays.m
to determine valid trading
days.
If oldfts
contains time-of-day information, newfts
displays the time-of-day as 00:00
for those days that did not previously
exist in oldfts
.
Empty ([ ]
) passed as inputs for parameter pair values for
tomonthly
triggers the use of the defaults.
newfts = tomonthly(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 month. Data for missing
dates are given the value |
| Returns the exact value at the end-of-month date. No data manipulation occurs. | |
| (Default) Returns the values located at the end-of-month date. If there is missing data, 'Nearest' returns the nearest data point preceding the end-of-month date. | |
| Returns an averaged monthly 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 end-of-month value using a previous
| |
NoteIf you set | ||
|
| Generates a monthly financial time series that ranges from 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 monthly dates between the start and end dates of
NoteThe default is to create a time series with every date at the specified periodicity,
which is with
|
| Returns only monthly dates that exist in | |
|
| (Default) The end-of-month date is the last day (or last business day) of the month. |
| Returns values on the specified end-of-month day. Months that do not contain the
specified end-of-month day return the last day of the month instead (for example,
If
end-of-month falls on a NYSE non-business day or holiday, the previous business day is
returned if | |
| [ | Denotes the minimum number of days that constitute an odd month at the end points of the time series (before the first whole period and after the last whole period).
A single value input for
|
The following diagram is a general depiction of the factors involved in the determination of end points for this function. | ||
|
| Returns only the observation that occurs at the first (earliest) time for a specific date. |
| (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. | |
| Excludes all holidays. | |
| Vector of length 7 containing 0's and 1's. The value |