Access time series in Financial Toolbox

2015 8 6
2 个回答
回答已采纳
更新时间：2015 8 10
6 次查看（30 天）

0 个投票

Hi,
After creating financial time series object using 'fints' function, I have difficulty accessing specific time series:
>>fints_tickData = fints(dates,hist_data,[],'d');
>>fints_tickData.series1
Error using fints/subsref (line 141)
The specified property 'series1' does not exist in the object.
Here is fints_tickData object
>>fints_tickData =
desc: (none)
freq: Daily (1)
Columns 1 through 5
'dates: (261)' 'series 1: (261)' 'series 2: (261)' 'series 3: (261)' 'series 4: (261)'
I'm using:
Financial Toolbox Version 5.5 (R2015a)

1 个评论
显示 -1更早的评论 隐藏 -1更早的评论

Andrey Vasilyev
Andrey Vasilyev 2015-8-7
fints doesnt work properly if there are time series for more than 10 assets.

请先登录，再进行评论。

请先登录，再回答此问题。

 采纳的回答

Brendan Hamm
Brendan Hamm 2015-8-10

0 个投票

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.

更多回答（1 个）

Abhishek Pandey
Abhishek Pandey 2015-8-10

0 个投票

Hi Andrey,
I understand you are having trouble accessing specific time series after creating a financial time series using “fints” function.
I tried to reproduce this issue using dummy data, but it seems to be working for me. I believe there might be an issue with the data. I get the error message that you have provided when I try to display a time series which doesn’t have any entries in it. However, there might be some other reason as well. If possible, share the data that you are using to create the financial time series object.
Here is what I tried using the dummy data:
data = [1:60; 21:80]';
dates = [today:today+59]';
fints_tickData = fints(dates, data, [], 'd');
Accessing “series1” or “series2” displays the respective data.
fints_tickData.series1
fints_tickData.series2
However accessing “series3” displays the same error message to me.
fints_tickData.series3
- Abhishek

1 个评论
显示 -1更早的评论 隐藏 -1更早的评论

Andrey Vasilyev
Andrey Vasilyev 2015-8-10
Thanks for looking into this.
The problem arises when there are more than 10 time series. In your example there are 2.
Please see if that works:
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.series1

请先登录，再进行评论。

类别

在 帮助中心 和 File Exchange 中查找有关 Calendar 的更多信息

产品

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by