Data Preprocessing

Format, plot, and transform time series data

Apps

 Econometric Modeler Analyze and model econometric time series

Classes

 `LagOp` Create lag operator polynomial

Functions

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 `convert2daily` Aggregate timetable data to daily periodicity (Since R2021a) `convert2weekly` Aggregate timetable data to weekly periodicity (Since R2021a) `convert2monthly` Aggregate timetable data to monthly periodicity (Since R2021a) `convert2quarterly` Aggregate timetable data to quarterly periodicity (Since R2021a) `convert2semiannual` Aggregate timetable data to semiannual periodicity (Since R2021a) `convert2annual` Aggregate timetable data to annual periodicity (Since R2021a)
 `addBusinessCalendar` Add business calendar awareness to timetables (Since R2020b)
 `price2ret` Convert prices to returns `ret2price` Convert returns to prices `lagmatrix` Create lagged time series data
 `hpfilter` Hodrick-Prescott filter for trend and cyclical components `bkfilter` Baxter-King filter for trend and cyclical components (Since R2023a) `cffilter` Christiano-Fitzgerald filter for trend and cyclical components (Since R2023a) `hfilter` Hamilton filter for trend and cyclical components (Since R2023a)
 `recessionplot` Overlay recession bands on time series plot
 `filter` Apply lag operator polynomial to filter time series `isStable` Determine stability of lag operator polynomial `reflect` Reflect lag operator polynomial coefficients around lag zero `toCellArray` Convert lag operator polynomial object to cell array `isEqLagOp` Determine if two `LagOp` objects are same mathematical polynomial `isNonZero` Find lags associated with nonzero coefficients of `LagOp` objects `minus` Lag operator polynomial subtraction `mldivide` Lag operator polynomial left division `mrdivide` Lag operator polynomial right division `mtimes` Lag operator polynomial multiplication `plus` Lag operator polynomial addition