financial time series sum

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

Answer 1

[Maitreyee Mordekar]

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.