I would like to convert weekly time series data to quarterly frequency.
My data on variable x starts in January 1975 and ends in March 2010. 
Is there a matlab function file that I can use for this purpose?

Thanks!

On Sep 21, 12:42=A0pm, "h1u1k1 " <Hashmat_K...@carleton.ca> wrote:
> I would like to convert weekly time series data to quarterly frequency.
> My data on variable x starts in January 1975 and ends in March 2010.
> Is there a matlab function file that I can use for this purpose?
>
> Thanks!

What do you mean by "convert"?
1.  Convert means I want to re-sample at quarterly intervals
2.  Convert means I want to take quarterly means.
3.  Convert means I want to ..................

And please define a quarter:
1.  A quarter is equinoctial: 21-Dec,  21-Mar, 21-Jun, 21-Sep.
2.  A quarter is 3-monthly: 1-Jan, 1-Apr, 1-Jul, 1-Oct
3.  A quarter is .....................

If you have the financial toolbox then there is a function called toquarterly.
It allows you to customize how you want the data to be "rolled-up".

I don't think there's anything similar for the general timeseries object.

Phil.