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vertcat

Concatenate financial time series objects vertically

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

Syntax

vertcat

Description

vertcat implements vertical concatenation of financial time series objects. vertcat essentially adds data points to a time series object. Objects to be vertically concatenated must not have any duplicate dates and/or times or any overlapping dates and/or times. The description fields are concatenated as well. They are separated by ||.

Examples

Create two financial time series objects with daily frequencies:

myfts   = fints((today:today+4)', (1:5)', 'DataSeries', 'd')
yourfts = fints((today+5:today+9)', (11:15)', 'DataSeries', 'd')
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints (line 165) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/display (line 66) 
 
myfts = 
 
    desc:  (none)
    freq:  Daily (1)

    'dates:  (5)'    'DataSeries:  (5)'
    '02-Oct-2017'    [               1]
    '03-Oct-2017'    [               2]
    '04-Oct-2017'    [               3]
    '05-Oct-2017'    [               4]
    '06-Oct-2017'    [               5]

Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints (line 165) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/display (line 66) 
 
yourfts = 
 
    desc:  (none)
    freq:  Daily (1)

    'dates:  (5)'    'DataSeries:  (5)'
    '07-Oct-2017'    [              11]
    '08-Oct-2017'    [              12]
    '09-Oct-2017'    [              13]
    '10-Oct-2017'    [              14]
    '11-Oct-2017'    [              15]

Use vertcat to concatenate them vertically:

newfts1 = [myfts; yourfts]
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/vertcat (line 35) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/display (line 66) 

newfts1 = 
 
    desc:   || 
    freq:  Daily (1)

    'dates:  (10)'    'DataSeries:  (10)'
    '11-Dec-2001'     [                1]
    '12-Dec-2001'     [                2]
    '13-Dec-2001'     [                3]
    '14-Dec-2001'     [                4]
    '15-Dec-2001'     [                5]
    '16-Dec-2001'     [               11]
    '17-Dec-2001'     [               12]
    '18-Dec-2001'     [               13]
    '19-Dec-2001'     [               14]
    '20-Dec-2001'     [               15]

Create two financial time series objects with different frequencies:

myfts   = fints((today:today+4)', (1:5)', 'DataSeries', 'd');
hisfts  = fints((today+5:7:today+34)', (11:15)', 'DataSeries',... 
'w')
 Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints (line 165) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints (line 165) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/display (line 66) 
 
hisfts = 
 
    desc:  (none)
    freq:  Weekly (2)

    'dates:  (5)'    'DataSeries:  (5)'
    '07-Oct-2017'    [              11]
    '14-Oct-2017'    [              12]
    '21-Oct-2017'    [              13]
    '28-Oct-2017'    [              14]
    '04-Nov-2017'    [              15]

Concatenate these two objects vertically:

newfts2 = [myfts; hisfts]
 Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/vertcat (line 35) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/display (line 66) 

newfts2 = 
 
    desc:   || 
    freq:  Unknown (0)

    'dates:  (10)'    'DataSeries:  (10)'
    '11-Dec-2001'     [                1]
    '12-Dec-2001'     [                2]
    '13-Dec-2001'     [                3]
    '14-Dec-2001'     [                4]
    '15-Dec-2001'     [                5]
    '16-Dec-2001'     [               11]
    '23-Dec-2001'     [               12]
    '30-Dec-2001'     [               13]
    '06-Jan-2002'     [               14]
    '13-Jan-2002'     [               15]

If all frequency indicators are the same, the new object has the same frequency indicator. However, if one of the concatenated objects has a different freq from the other(s), the frequency of the resulting object is set to Unknown (0). In these examples, newfts1 has Daily frequency, while newfts2 has Unknown (0) frequency.

Version History

Introduced before R2006a