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log

Natural logarithm for financial time series object

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

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

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  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

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Financial time series object, specified as a fints object.

Data Types: object

Output Arguments

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Financial time series object, returned as a fints object.

Version History

Introduced before R2006a