sigma_z (ex_jah_alarm759) wrote in matlab_help,
sigma_z
ex_jah_alarm759
matlab_help

creating financial time series

I have a highly frequent financial time series (fts) of 48 daily values over a year (17520 values totally). The most frequent one matlab can handle, as far as I understand, are daily values. I ran the following command:

 

data=[01/01/2001:01/01/2001+365*48]'

dates=data

big_table=[dates haywards_dispatch_2001 Haywards_final_2001 halfhourly_periods]

tsobject1=fints(big_table)

As expected, it didn't work out well enough. Does anybody have an idea how I could have 48 values each day, i.e. instead of

  '01-Jan-0000'        [          17.3600]    [          15.8000]    [                1]
  '02-Jan-0000'        [          16.6100]    [          15.5000]    [                2]


I'll get

  '01-Jan-0000'        [          17.3600]    [          15.8000]    [                1]
  '01-Jan-0000'        [          16.6100]    [          15.5000]    [                2]


and so on for 46 more values.

thnx
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