Financial Time Series    
toweekly

Convert to weekly

Syntax

Description

newfts = toweekly(oldfts) converts a financial time series of any frequency to one of a weekly frequency. toweekly assumes a five day business week, when necessary. All days in newfts are set to Fridays.

If oldfts is a daily series, newfts is a financial time series containing data for Fridays only. If oldfts is a monthly, quarterly, semiannual, or annual time series, the input values are replicated as many times as there are Fridays to fill the weekly time series.

See Also

convertto, toannual, todaily, tomonthly, toquarterly, tosemi


 tosemi tsaccel