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Paul
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Bug?

Asked by Paul
on 3 Aug 2011
Maybe its me being crazy but is there a bug with the financial time series object routine 'toquarterly' ?
The online documentation says
"The default quarterly days are the last business day of March, June, September, and December."
but there's no parameter value listed to change the default quarterly dates. Then, in the help documentation the 'EM' parameter is listed but changing between 1 and 12 has no effect?
for example:
tsobj = fints(dates, data);
tsobj = toquarterly(tsobj,'EM', 2);
tsobj = fts2mat(tsobj,1);
I'm sure its me since you guys behind the scenes are Matlab rock!!!

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1 Answer

Answer by Oleg Komarov on 4 Aug 2011
 Accepted Answer

R2009a Win7 32bit
No problems:
ft = fints([(now-99:now).' rand(100,1)]);
toquarterly(ft)
toquarterly(ft,'EM',1)

  2 Comments

Paul
on 4 Aug 2011
I was using a R2009a on Mac OS Leopard. I'm using a R2009a Win7 32bit
system now and as you say it works fine. I'll check again later.
Andreas Goser on 4 Aug 2011
Please make sure to report bugs to MathWorks. Only then, they can be fixed. Too often users think "It is an obvious bug, somebody reported it before"

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