How can I match my dates?

Hi!

I would like to know which function should I use to match my dates. I have a matrix of 3653X337 (including data for weekends) and a vector of 2609X1 (for dates without weekends. I would like to match the dates in the vector with those of the matrix.

Thanks a lot!

[Azzi Abdelmalek]

Do you mean that you have 3653 days?

[Ugur]

exactly on my matrix I've 3653 days and in my vector I've 2609 days. And I want my data to be according to the days in the vectors.

[Azzi Abdelmalek]

do you mean that each week corresponds to 5 days?

[Ugur]

to be more precise my matrix is composed of 3653 days and 337 companies from different countries and my data is the stock price of each company. As different countries are having different holidays I downloaded the data where I replaced holidays with the last value at the closing of the stock exchange. But I have now in my matrix also the weekends and I don't want to have the weekends. Therefore, I've created a vector for the same period but without the weekends (2609 days) and I want now to match my vector with my matrix in order to have my data without weekends.

Answer 1

[Azzi Abdelmalek]

You can create 3653 days for your data, then remove the weekends from your array.

s1=datenum('01/01/2000','dd/mm/yyyy'); % Example of start day
s2=s1+3653-1;
d=s1:s2;
data=rand(3653,337);  % Example of data
v=[d' data];
v(7:7:end,:)=[];
v(6:6:end,:)=[];

[Ugur]

the code does not give any error, however, it sometimes delete week days instead of weekends. There is no vlookup function as in Excel?

[Azzi Abdelmalek]

If you have financial toolbox you can use isbusday function

[Azzi Abdelmalek]

s1=datenum('01/01/2000','dd/mm/yyyy');
s2=s1+3653-1;
d=s1:s2;
idx=not(isbusday(d,[6 7])); % find 6th and 7th day of the week
data=rand(3653,337);
v=[d' data];
v(idx,:)=[];