Financial Time Series    
tomonthly

Convert to monthly

Syntax

Description

newfts = tomonthly(oldfts) converts a financial time series of any frequency to one of a monthly frequency. tomonthly assumes a five day business week, when necessary.

If oldfts is a daily or weekly time series, the monthly values in newfts are the averages of the input daily or weekly values. If oldfts is a quarterly, semiannual, or annual time series, the input values are replicated as many times as necessary to fill the monthly time series.

Dates are set to the end of the months.

See Also

convertto, toannual, todaily, toquarterly, tosemi, toweekly


 todecimal toquarterly