
    \foldertitle{tseries}{Time series objects and functions}{tseries/Contents}

	Tseries methods:
 
 \paragraph{Constructor}
 
 \begin{itemize}
 \item
   \href{tseries/tseries}{\texttt{tseries}} - Create new time series
   (tseries) object.
 \end{itemize}
 \paragraph{Getting information about tseries objects}
 
 \begin{itemize}
 \item
   \href{tseries/daily}{\texttt{daily}} - Calendar view of a daily
   tseries object.
 \item
   \href{tseries/enddate}{\texttt{enddate}} - Date of the last available
   observation in a tseries object.
 \item
   \href{tseries/freq}{\texttt{freq}} - Frequency of a tseries object.
 \item
   \href{tseries/get}{\texttt{get}} - Query tseries object property.
 \item
   \href{tseries/length}{\texttt{length}} - Length of tseries object.
 \item
   \href{tseries/ndims}{\texttt{ndims}} - Number of dimensions in tseries
   object data.
 \item
   \href{tseries/size}{\texttt{size}} - Size of tseries object data.
 \item
   \href{tseries/startdate}{\texttt{startdate}} - Date of the first
   available observation in a tseries object.
 \item
   \href{tseries/yearly}{\texttt{yearly}} - Display tseries object one
   full year per row.
 \end{itemize}
 \paragraph{Referencing tseries objects}
 
 \begin{itemize}
 \item
   \href{tseries/subsasgn}{\texttt{subsasgn}} - Subscripted assignment
   for tseries objects.
 \item
   \href{tseries/subsref}{\texttt{subsref}} - Subscripted reference
   function for tseries objects.
 \end{itemize}
 \paragraph{Maths and statistics functions and operators}
 
 Some of the following functions require the Statistics Toolbox.
 
 \texttt{+}, \texttt{-}, \texttt{*}, \texttt{\textbackslash{}},
 \texttt{/}, \texttt{\^{}}, \texttt{\&}, \texttt{\textbar{}},
 \texttt{\ensuremath{\sim}}, \texttt{==}, \texttt{\ensuremath{\sim}=},
 \texttt{\textgreater{}=}, \texttt{\textgreater{}}, \texttt{\textless{}},
 \texttt{\textless{}=}, \texttt{abs}, \texttt{acos}, \texttt{asin},
 \texttt{atan}, \texttt{atan2}, \texttt{ceil}, \texttt{cos},
 \texttt{exp}, \texttt{floor}, \texttt{imag}, \texttt{isinf},
 \texttt{isnan}, \texttt{log}, \texttt{log10}, \texttt{real},
 \texttt{round}, \texttt{sin}, \texttt{sqrt}, \texttt{tan},
 \texttt{normpdf}, \texttt{normcdf}, \texttt{prctile}, \texttt{lognpdf},
 \texttt{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.
 
 \texttt{all}, \texttt{any}, \texttt{cumprod}, \texttt{cumsum},
 \texttt{find}, \texttt{geomean}, \texttt{max}, \texttt{mean},
 \texttt{median}, \texttt{min}, \texttt{mode}, \texttt{nanmean},
 \texttt{nanstd}, \texttt{nansum}, \texttt{nanvar}, \texttt{prod},
 \texttt{std}, \texttt{sum}, \texttt{var}
 
 \paragraph{Filters}
 
 \begin{itemize}
 \item
   \href{tseries/arf}{\texttt{arf}} - Run autoregressive function on a
   tseries object.
 \item
   \href{tseries/bpass}{\texttt{bpass}} - Band-pass filter.
 \item
   \href{tseries/bwf}{\texttt{bwf}} - Butterworth filter with tunes.
 \item
   \href{tseries/bwf2}{\texttt{bwf2}} - Swap output arguments of the
   Butterworth filter with tunes.
 \item
   \href{tseries/detrend}{\texttt{detrend}} - Remove a linear time trend.
 \item
   \href{tseries/expsmooth}{\texttt{expsmooth}} - Exponential smoothing.
 \item
   \href{tseries/hpf}{\texttt{hpf}} - Hodrick-Prescott filter with tunes.
 \item
   \href{tseries/hpf2}{\texttt{hpf2}} - Swap output arguments of the
   Hodrick-Prescott filter with tunes.
 \item
   \href{tseries/fft}{\texttt{fft}} - Discrete Fourier transform of
   tseries object.
 \item
   \href{tseries/llf}{\texttt{llf}} - Local linear trend (or
   random-walk-plus-noise) filter with tunes.
 \item
   \href{tseries/llf2}{\texttt{llf2}} - Swap output arguments of the
   local linear trend filter with tunes.
 \item
   \href{tseries/moving}{\texttt{moving}} - Apply function to moving
   window of observations.
 \item
   \href{tseries/trend}{\texttt{trend}} - Estimate a time trend.
 \item
   \href{tseries/x12}{\texttt{x12}} - Access to X12 seasonal adjustment
   program.
 \end{itemize}
 \paragraph{Estimation and sample characteristics}
 
 Note that most of the sample characteristics are listed above in the
 Maths and statistics functions and operatiors section.
 
 \begin{itemize}
 \item
   \href{tseries/acf}{\texttt{acf}} - Sample autocovariance and
   autocorrelation functions.
 \item
   \href{tseries/hpdi}{\texttt{hpdi}} - Highest probability density
   interval.
 \item
   \href{tseries/chowlin}{\texttt{chowlin}} - Chow-Lin distribution of
   low-frequency observations over higher-frequency periods.
 \item
   \href{tseries/regress}{\texttt{regress}} - Ordinary or weighted
   least-square regression.
 \end{itemize}
 \paragraph{Visualising tseries objects}
 
 \begin{itemize}
 \item
   \href{tseries/area}{\texttt{area}} - Area graph for tseries objects.
 \item
   \href{tseries/bar}{\texttt{bar}} - Bar graph for tseries objects.
 \item
   \href{tseries/barcon}{\texttt{barcon}} - Contribution bar graph for
   tseries objects.
 \item
   \href{tseries/errorbar}{\texttt{errorbar}} - Line plot with error
   bars.
 \item
   \href{tseries/plot}{\texttt{plot}} - Line graph for tseries objects.
 \item
   \href{tseries/plotcmp}{\texttt{plotcmp}} - Comparison graph for two
   time series.
 \item
   \href{tseries/plotpred}{\texttt{plotpred}} - Plot Kalman filter
   predictions.
 \item
   \href{tseries/plotyy}{\texttt{plotyy}} - Line plot function with LHS
   and RHS axes for time series.
 \item
   \href{tseries/scatter}{\texttt{scatter}} - Scatter graph for tseries
   objects.
 \item
   \href{tseries/spy}{\texttt{spy}} - Visualise tseries observations that
   pass a test.
 \item
   \href{tseries/stem}{\texttt{stem}} - Plot tseries as discrete sequence
   data.
 \end{itemize}
 \paragraph{Manipulating tseries objects}
 
 \begin{itemize}
 \item
   \href{tseries/empty}{\texttt{empty}} - Empty tseries object preserving
   its size in 2nd and higher dimensions.
 \item
   \href{tseries/permute}{\texttt{permute}} - Permute dimensions of a
   tseries object.
 \item
   \href{tseries/redate}{\texttt{redate}} - Change time dimension of a
   tseries object.
 \item
   \href{tseries/reshape}{\texttt{reshape}} - Reshape size of time series
   in 2nd and higher dimensions.
 \item
   \href{tseries/resize}{\texttt{resize}} - Clip tseries object down to
   specified date range.
 \item
   \href{tseries/sort}{\texttt{sort}} - Sort tseries columns by specified
   criterion.
 \end{itemize}
 \paragraph{Converting tseries objects}
 
 \begin{itemize}
 \item
   \href{tseries/convert}{\texttt{convert}} - Convert tseries object to a
   different frequency.
 \item
   \href{tseries/double}{\texttt{double}} - Return tseries observations
   as double-precision numeric array.
 \item
   \href{tseries/doubledata}{\texttt{doubledata}} - Convert tseries
   observations to double precision.
 \item
   \href{tseries/single}{\texttt{single}} - Return tseries observations
   as single-precision numeric array.
 \item
   \href{tseries/singledata}{\texttt{singledata}} - Convert tseries
   observations to single precision.
 \end{itemize}
 \paragraph{Other tseries functions}
 
 \begin{itemize}
 \item
   \href{tseries/apct}{\texttt{apct}} - Annualised percent rate of
   change.
 \item
   \href{tseries/bsxfun}{\texttt{bsxfun}} - Standard BSXFUN implemented
   for tseries objects.
 \item
   \href{tseries/cumsumk}{\texttt{cumsumk}} - Cumulative sum with a
   k-period leap.
 \item
   \href{tseries/destdise}{\texttt{destdise}} - Destandardise tseries
   object by applying specified standard deviation and mean to it.
 \item
   \href{tseries/diff}{\texttt{diff}} - First difference.
 \item
   \href{tseries/interp}{\texttt{interp}} - Interpolate missing
   observations.
 \item
   \href{tseries/normalise}{\texttt{normalise}} - Normalise data to
   particular date.
 \item
   \href{tseries/pct}{\texttt{pct}} - Percent rate of change.
 \item
   \href{tseries/round}{\texttt{round}} - Round tseries data to specified
   number of decimals.
 \item
   \href{tseries/stdise}{\texttt{stdise}} - Standardise tseries data by
   subtracting mean and dividing by std deviation.
 \item
   \href{tseries/windex}{\texttt{windex}} - Simple weighted or Divisia
   index.
 \item
   \href{tseries/wmean}{\texttt{wmean}} - Weighted average of time series
   observations.
 \end{itemize}
 \paragraph{Getting on-line help on tseries functions}
 
 \begin{verbatim}
 help tseries
 help tseries/function_name
 \end{verbatim}



