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
I want to find the date where my ts value is 4
But I get:
Now if I do the following, I get the result I am after.
datestr(ts.dates(fts2mat(ts) == 4))
Is there a way of logically indexing a financial time series object directly?