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