MATLAB Answers

Logical indexing for a financial time series

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T.D. 19 Oct 2012
I can't be asking much.. I want to be able to logically index a time series function and I cannot seem to do it without extracting the data matrix.
Here's an example:
data = (1:10)';
dates = busdays(today-11, today);
Generate time series
ts = fints(dates, data);
I want to find the date where my ts value is 4
find(ts == 4)
But I get:
ans =
Now if I do the following, I get the result I am after.
datestr(ts.dates(fts2mat(ts) == 4))
ans =
Is there a way of logically indexing a financial time series object directly?

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