I tried to use datenum to have serial consequent number that are missing when there are festivities but i can't continue at the moment.
How to insert zeros in a data returns
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I have a data with two variables: dates and returns. These two variables don't include the festivities, i'd like to insert zeros in the returns in those days. Is there anyone who can help me?
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Accepted Answer
Adam Danz
on 5 Jun 2019
Edited: Adam Danz
on 5 Jun 2019
For r2016b or later
Assuming your dates are a cell array of strings in the format you described in the comments under your question, you can put your data into a timetable, then use retime() to fill in the missing dates.
Dates = {'2013-11-01', '2013-11-02', '2013-11-05', '2013-11-06'};
Returns = [1.05, 1.03, 1.05, 1.03];
% Convert dates to datetime
t = datetime(Dates,'InputFormat','yyyy-MM-dd');
% put dates and data into timetable
tt = timetable(t',Returns','VariableName',{'Returns'});
% expand your time table to include all missing days; fill missing Returns with 0
ttFill = retime(tt,'daily','fillwithconstant','Constant',0);
% Extract the vector (if you must)
Finalreturnmatrix = ttFill.Returns;
Results
ttFill =
6×1 timetable
Time Returns
___________ _______
01-Nov-2013 1.05
02-Nov-2013 1.03
03-Nov-2013 0
04-Nov-2013 0
05-Nov-2013 1.05
06-Nov-2013 1.03
>> Finalreturnmatrix
Finalreturnmatrix =
1.05
1.03
0
0
1.05
1.03
Lower level version (for earlier releases)
'allReturns' is the vector you're looking for. This approach doesn't rely on datetime, timetables, etc.
Dates = {'2013-11-01', '2013-11-02', '2013-11-05', '2013-11-06'};
Returns = [1.05, 1.03, 1.05, 1.03];
alldates = datestr(datenum(Dates{1},'yyyy-mm-dd') : 1 : datenum(Dates{end},'yyyy-mm-dd'),'yyyy-mm-dd');
allReturns = zeros(size(alldates,1),1);
allReturns(ismember(alldates,Dates)) = Returns;
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