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Common Operations with Timetables for Finance

Clean data, resample and aggregate data, combine timetables and synchronize dates

Functions

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ismissingFind missing values
rmmissingRemove missing entries
fillmissingFill missing values
sortrowsSort rows of matrix or table
retimeResample or aggregate data in timetable, and resolve duplicate or irregular times
retimeResample or aggregate data in timetable, and resolve duplicate or irregular times
convert2dailyAggregate timetable data to daily periodicity
convert2weeklyAggregate timetable data to weekly periodicity
convert2monthlyAggregate timetable data to monthly periodicity
convert2quarterlyAggregate timetable data to quarterly periodicity
convert2semiannualAggregate timetable data to semiannual periodicity
convert2annualAggregate timetable data to annual periodicity
synchronizeSynchronize timetables to common time vector, and resample or aggregate data from input timetables
horzcatConcatenate arrays horizontally
vertcatConcatenate arrays vertically
summaryPrint summary of table, timetable, or categorical array
timerangeTime range for timetable row subscripting
vartypeSubscript into table or timetable by variable type
withtolTime tolerance for timetable row subscripting
rowfunApply function to table or timetable rows
splitapplySplit data into groups and apply function
findgroupsFind groups and return group numbers

Examples and How To

Select Times in Timetable

Select row times from a timetable by using the timerange or withtol functions, or by matching date or time components of the row times. Resample or group the selected timetable data by using the retime function.

Resample and Aggregate Data in Timetable

Resample or aggregate data in a timetable to a new vector of row times.

Combine Timetables and Synchronize Their Data

Combine timetables by concatenation or by synchronizing their data to a common time vector.

Clean Timetable with Missing, Duplicate, or Nonuniform Times

Clean timetables that have missing, duplicate, or irregular times, and produce regular timetables.

Using Timetables in Finance

This example shows how to use timetables to visualize and calculate weekly statistics from simulated daily stock data.

Concepts

Convert Financial Time Series Objects fints to Timetables

Convert financial time series objects to timetables