| Financial Time Series | |
Syntax
newfts = todaily(oldfts)
Description
newfts = todaily(oldfts)
converts a financial time series of any frequency to one of a daily frequency. todaily assumes a five day business week. If oldfts contains weekend data, todaily removes that data when creating newfts.
To create a daily time series from non-daily oldfts, todaily copies the periodic value for however many days there are in the period of the input time series. For example, if oldfts is a weekly time series, the value for each week is replicated four additional times until the next week's value is encountered. The process is then repeated for the next week.
See Also
convertto, toannual, tomonthly, toquarterly, tosemi, toweekly
| | toannual | todecimal | |