MATLAB: Does STD return NaN for financial time series with missing values (NaNs)

Financial Toolbox

STD returns NaN when operating on financial time series containing NaN values. This happens when I execute the code below:
dates = {'jan-01-2001'; 'jan-02-2001'; 'jan-03-2001'; ...
           'jan-04-2001'; 'jan-06-2001'};
data = [1; NaN; 1; NaN; 1];
t1 = fints(dates, data);
std(t1)
This behavior is also observed when I use MEAN on the same object.

Best Answer

This enhancement has been incorporated in Financial Toolbox 3.4 (R2008a). For previous product releases, read below for any possible workarounds:
The ability to treat NaN as missing values is not available using STD for financial time series using Financial Toolbox 3.2 (R2007a). As a workaround, you can extract the data to a matrix and compute the standard deviation using NANSTD in the Statistics Toolbox.
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