MATLAB: Referring to a specific cell in Time series object in Matlab

time series object referencing

Hi all,

My question is that how can I subtract two prices(numeric values) in Matlab. One value is in a row dated 1/1/2010(say 70496 in Matlab format)and column 'spotprice' in a time series object/table.

and

the other price is in another time series object/table in the 'forwardprice' column and in row dated 5/1/2010.

How to refer to these specific cells?

we can't use sql type command "where date=1/1/2010 in Matlab?

Anxiously waiting for responses.

Regards,

Ahmad.

Best Answer

fts2mat(spotprice('01/01/2010')) - fts2mat(forwardprice('05/01/2010'))

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MATLAB: Access time series in Financial Toolbox

Hi Andrey. It is not that the series is not created, but rather that all of the datanames have the same length. This means that your data are now referred to as 'series 1','series 2',...,'series10','series11', etc. and not 'series1','series2',...

Since there is a space we have to access this a little different:

num_assets = 12;
num_observ = 22;
data = random('Normal',0,1,num_observ,num_assets);
dates = [today:today+num_observ-1]';
fints_tickData = fints(dates, data, [], 'd');
fints_tickData.(series 1)

Consider using the datanames input to avoid this issue.

MATLAB: Jump datetime in graphs and tables

You mean generate a series of some time difference (like three months above)???

dat=datetime(2010,2:3:9*12,1).';
dat.Format='MM/yyyy';
>> dat(1:5)
ans = 
  5×1 datetime array
   02/2010
   05/2010
   08/2010
   11/2010
   02/2011
>>

Best Answer

Related Solutions

MATLAB: Access time series in Financial Toolbox

MATLAB: Jump datetime in graphs and tables

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