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financial time series sum

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Chiara Marcangeli
Chiara Marcangeli on 20 Jan 2017
Closed: MATLAB Answer Bot on 20 Aug 2021
Hi we have a similar financial series:
'dates: (20)' 'Apple: (20)' 'Jpm: (20)' 'Cat: (20)' 'Aa: (20)'
'04-Mar-1994' [ 3830.90] [ 3868.04] [ 3800.50] [ 3832.30]
'07-Mar-1994' [ 3851.72] [ 3882.40] [ 3824.71] [ 3856.22]
'08-Mar-1994' [ 3858.48] [ 3881.55] [ 3822.45] [ 3851.72]
'09-Mar-1994' [ 3853.97] [ 3874.52] [ 3817.95] [ 3853.41]
how can we sum the 'Apple' with the 'Cat' values for each date? we tried to use plus (+) but didn't work out, the error was:
Error using + (line 42) FINTS objects are not compatible (identical).
Thank you

Answers (1)

Maitreyee Mordekar
Maitreyee Mordekar on 23 Jan 2017
Hi Chiara,
The error is caused because you need to convert the data to matrix format before you can add the two values as given in the following reference link- http://in.mathworks.com/help/finance/working-with-financial-time-series-objects.html
To add the two columns for each of the date values, you will have to use 'fts2mat' function- http://in.mathworks.com/help/finance/fts2mat.html
The following code snippet will help you sum the variables from 'Apple' with the 'Cat' values for each date-
SumVal= fts2mat(myfts.Apple) + fts2mat(myfts.Cat);
Here, I assume that the name of your financial series in 'myfts'. 'SumVal' will store the value of sum of the two columns.

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