Main Content

log

Natural logarithm for financial time series object

collapse all in page

log is not recommended. Use timetable instead. For more information, see Convert Financial Time Series Objects fints to Timetables.

Syntax

newfts = log(tsobj)

Description

example

newfts = log(tsobj) calculates the natural logarithm (log base e) of the data series in a financial time series object tsobj. It returns another time series object, newfts, containing the natural logarithms.

Examples

collapse all

  1. Create a fints object.

    dates_and_times = (now:now+5)'
    dates_and_times =

   1.0e+05 *

    7.3840
    7.3840
    7.3840
    7.3841
    7.3841
    7.3841

     tsobj = fints(dates_and_times, randn(6,1))
    Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see Convert Financial Time Series Objects (fints) to Timetables. 
> In fints (line 169) 
    tsobj = 
 
    desc:  (none)
    freq:  Unknown (0)

    {'dates:  (6)'}    {'times:  (6)'}    {'series1:  (6)'}
    {'07-Sep-2021'}    {'12:30'      }    {[       0.5377]}
    {'08-Sep-2021'}    {'12:30'      }    {[       1.8339]}
    {'09-Sep-2021'}    {'12:30'      }    {[      -2.2588]}
    {'10-Sep-2021'}    {'12:30'      }    {[       0.8622]}
    {'11-Sep-2021'}    {'12:30'      }    {[       0.3188]}
    {'12-Sep-2021'}    {'12:30'      }    {[      -1.3077]}

  2. Calculate the natural logarithm using log.

    newfts = log(tsobj)
    Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see Convert Financial Time Series Objects (fints) to Timetables. 
> In fints/log (line 21) 
 
newfts = 
 
    desc:  LOG of 
    freq:  Unknown (0)

    {'dates:  (6)'}    {'times:  (6)'}    {'series1:  (6)'   }
    {'07-Sep-2021'}    {'12:30'      }    {[         -0.6205]}
    {'08-Sep-2021'}    {'12:30'      }    {[          0.6064]}
    {'09-Sep-2021'}    {'12:30'      }    {[0.8149 + 3.1416i]}
    {'10-Sep-2021'}    {'12:30'      }    {[         -0.1483]}
    {'11-Sep-2021'}    {'12:30'      }    {[         -1.1433]}
    {'12-Sep-2021'}    {'12:30'      }    {[0.2683 + 3.1416i]}

Input Arguments

collapse all

Financial time series object, specified as a fints object.

Data Types: object

Output Arguments

collapse all

Financial time series object, returned as a fints object.

Version History

Introduced before R2006a

See Also

| |

Topics