I'm a total newbie and this is my first time using MATLAB, so please bear with me.
I have stock prices over a 20 year period with monthly frequency in Excel. I imported that in MATLAB.
After that, I've been trying to search through documentation/Google but I'm totally lost. I have a few questions (some of them may sound silly as the only statistical software I know is STATA):
1. Is there a need to specify that the imported data is a time series data?
If yes, this is what I found: ts = timeseries(data,'Name',name) where data is my column of prices, and name is the name I want to give to the Time Series. I presume I have to do this individually for the various stock prices I have?
2. I'm not sure if this is the proper command to generate log returns, but this is what I found: [RetSeries, RetIntervals] = tick2ret(TickSeries, TickTimes, Method)
where TickSeries is the name of time series column I created in Step 1, and TickTimes is specifying the first column with dates, and Method is Continous (Google search shows it calculates log returns).
When I try to run this command, I get "Undefined function or variable 'Continuous'."
I'm totally lost here. Thanks for anyone who takes the time to read this and reply. :)