Financial Time Series    
fts2mtx

Convert to matrix

Syntax

Arguments

tsobj
Financial time series object
datesflag
(Optional) Specifies inclusion of dates vector:
datesflag = 0 (default) excludes dates.
datesflag = 1 includes dates vector.
seriesnames
(Optional) Specifies the data series to be included in the matrix. May be a cell array of strings.

Description

tsmat = fts2mtx(tsobj) takes the data series in the financial time series object tsobj and puts them into the matrix tsmat as columns. The order of the columns is the same as the order of the data series in the object tsobj.

tsmat = fts2mtx(tsobj, datesflag) specifies whether or not you want the dates vector included. The dates vector will be the first column. The dates are represented as serial date numbers.

tsmat = fts2mtx(tsobj, seriesnames) extracts the data series named seriesnames and puts its values into tsmat.

tsmat = fts2mtx(tsobj, datesflag, seriesnames) puts into tsmat the specific data series named in seriesnames. The datesflag argument must be specified. If you specify an empty matrix ([]) as its value, the default behavior is adopted.

See Also

subsref


 fts2ascii ftsbound