tseries methods:
tseries - Create new time series (tseries) object.enddate - Date of the last available observation in a tseries object.freq - Date frequency of tseries object.get - Query tseries object property.isequal - [Not a public function] Compare two tseries objects.length - Length of tseries object.ndims - Number of dimensions in tseries object data.size - Size of tseries object data.startdate - Date of the first available observation in a tseries object.yearly - Display tseries object one calendar year per row.subsasgn - Subscripted assignment for tseries objects.subsref - Subscripted reference function for tseries objects.Some of the following functions require the Statistics Toolbox.
+, -, *, \, /, ^, &, |, ~, ==, ~=, >=, >, <, <=, abs, acos, asin, atan, atan2, ceil, cos, exp, fix, floor,imag, isinf, isnan, log, log10, real, round, sin, sqrt, tan, normpdf, normcdf, prctile, lognpdf, logncdf
The behaviour of the following functions depend on the dimension along which they are performed.
Some of the following functions require the Statistics Toolbox.
all, any, cumprod, cumsum, find, geomean, max, mean, median, min, mode, nanmean, nanstd, nansum, nanvar, prod, std, sum, var
arf - Run autoregressive function on a tseries object.arma - Apply ARMA model to input series.bpass - Band-pass filter.bwf - Butterworth filter with tunes.bwf2 - Swap output arguments of the Butterworth filter with tunes.detrend - Remove a linear time trend.expsmooth - Exponential smoothing.hpf - Hodrick-Prescott filter with tunes (aka LRX filter).hpf2 - Swap output arguments of the Hodrick-Prescott filter with tunes.fft - Discrete Fourier transform of tseries object.llf - Local level filter (aka random walk plus white noise) with tunes.llf2 - Swap output arguments of the local linear trend filter with tunes.moving - Apply function to moving window of observations.trend - Estimate a time trend.x12 - Access to X13-ARIMA-SEATS seasonal adjustment program.Note that most of the sample characteristics are listed above in the Maths and statistics functions and operators section.
acf - Sample autocovariance and autocorrelation functions.hpdi - Highest probability density interval.chowlin - Chow-Lin distribution of low-frequency observations over higher-frequency periods.regress - Ordinary or weighted least-square regression.area - Area graph for tseries objects.band - Line-and-band graph for tseries objects.bar - Bar graph for tseries objects.barcon - Contribution bar graph for tseries objects.errorbar - Line plot with error bars.plot - Line graph for tseries objects.plotcmp - Comparison graph for two time series.plotpred - Plot Kalman filter predictions.plotyy - Line plot function with LHS and RHS axes for time series.scatter - Scatter graph for tseries objects.spy - Visualise tseries observations that pass a test.stem - Plot tseries as discrete sequence data.empty - Empty time series preserving the size in 2nd and higher dimensions.permute - Permute dimensions of a tseries object.redate - Change time dimension of a tseries object.reshape - Reshape size of time series in 2nd and higher dimensions.resize - Clip tseries object down to a specified date range.sort - Sort tseries columns by specified criterion.convert - Convert tseries object to a different frequency.double - Return tseries observations as double-precision numeric array.doubledata - Convert tseries observations to double precision.single - Return tseries observations as single-precision numeric array.singledata - Convert tseries observations to single precision.apct - Annualised percent rate of change.bsxfun - Standard BSXFUN implemented for tseries objects.cumsumk - Cumulative sum with a k-period leap.destdise - Destandardise tseries object by applying specified standard deviation and mean to it.diff - First difference.interp - Interpolate missing observations.normalise - Normalise (or rebase) data to particular date.pct - Percent rate of change.round - Round tseries values to specified number of decimals.rmse - Compute RMSE for given observations and predictions.stdise - Standardise tseries data by subtracting mean and dividing by std deviation.windex - Simple weighted or Divisia index.wmean - Weighted average of time series observations.help tseries
help tseries/function_name