How can I use retime to convert to monthly time frequency, and display the data for end of month dates?

I would like to alter my timetable to display end-of-month dates, rather than start-of-month dates. How can I use the retime function to achieve this?

Answer 1

[MathWorks Support Team]

The "retime" function (used with timetables) operates differently than the "tomonthly" function used with TimeSeries data, as it displays the new monthly frequency table with start-of-month datetimes rather than end-of-month datetimes.

The trick is to use the following version of retime:

TT2 = retime(TT1,newTimes,method)

and pass in the end of month date times as the variable "newTimes".

Attached is a script ("test_script.m") which demos how to create a time-series time table and how to convert them to monthly time-series and timetable respectively and the differences between the two.

The "retime" function is extensive and can be used for a variety of functions that were used to manipulate TimeSeries objects. The documentation for "retime" can be found here:

https://www.mathworks.com/help/matlab/ref/timetable.retime.html

The general workflow for converting code that uses time series over to timetables can be found here:

https://www.mathworks.com/help/finance/convert-from-fints-to-timetables.html

You might have to use additional functions that operate on "datetime" arrays to get to the final result (Eg - "eomdate" in attached code).

A full list of functions that operate on "datetime" arrays can be found here:

https://www.mathworks.com/help/matlab/date-and-time-operations.html