How to insert zeros in a data returns

I have a data with two variables: dates and returns. These two variables don't include the festivities, i'd like to insert zeros in the returns in those days. Is there anyone who can help me?

[Lbuni]

I tried to use datenum to have serial consequent number that are missing when there are festivities but i can't continue at the moment.

[Adam Danz]

Could you provide an example of what you'd like to do?

[Lbuni]

Dates(3x1)=[2013-11-01, 2013-11-02, ( jump saturday and sunday), 2013-11-05]

And these are the related returns for these days:

Returns(3x1)=[1.05, 1,03, (jump), 1.05]

Finalreturnmatrix(5x1)=[1.05, 1.03, 0, 0, 1.05]

Consider that my data jumps also other festivities (like christmas etc..).

I need only a vector like "finalreturnmatrix", the vector of the dates is not required to be completed. I hope it's more understandable now. Thank you

[Adam Danz]

Yes, it's more understandable.

What format are you "Dates"? Are they datetime? Are they strings?

class(Dates) = ?

[Lbuni]

"cells" or "double" if i import them as a date/time. At the moment it says :

"Undefined function 'datetime' for input arguments of type 'double'.

Error in changeforma (line 2)

t = datetime(Dates,'InputFormat','yyyy-MM-dd');"

Thanks for your patience.

[Adam Danz]

If you import them as datetime, you can name that variable 't' (for now) and skip this line of code from my answer:

t = datetime(Dates,'InputFormat','yyyy-MM-dd');

If you continue to have problems, please attach a sample of data instead of me guessing what you're working with.

[Lbuni]

I've got the r2014a version of matlab, it seems that i can't use the functions that you wrote before. There aren't in my documentation. Anyway i uploaded a datasample, there are prices instead returns but it's the same thing.

[Adam Danz]

The csv file is corrupted (when I opened it it was gibberish). Anyway, see my updated answer; at the bottom is a low-level solution that doesn't involve any newer matlab features.

[Lbuni]

When i use your code as in your example it works but, when i use it with all of my data, it says:

"In an assignment A(I) = B, the number of elements in B and I must be the same.

allReturns(ismember(alldates,Dates)) = Returns;"

Consider that the variables have the same dimensions. I also uploaded another sample in a different format if it's useful

[Adam Danz]

I just updated my answer to fix a mistake in my date formats. I used capital MM (minutes) instead of lowercase mm (months). Fixed (I tested it with your data).

[Lbuni]

It works! I really appreciated your help, good job.

[Adam Danz]

Eureka!

Answer 1

[Adam Danz]

For r2016b or later

Assuming your dates are a cell array of strings in the format you described in the comments under your question, you can put your data into a timetable, then use retime() to fill in the missing dates.

Dates = {'2013-11-01', '2013-11-02', '2013-11-05', '2013-11-06'}; 
Returns = [1.05, 1.03, 1.05, 1.03]; 

% Convert dates to datetime 
t = datetime(Dates,'InputFormat','yyyy-MM-dd');
% put dates and data into timetable
tt = timetable(t',Returns','VariableName',{'Returns'});
% expand your time table to include all missing days; fill missing Returns with 0
ttFill = retime(tt,'daily','fillwithconstant','Constant',0); 

% Extract the vector (if you must)
Finalreturnmatrix = ttFill.Returns; 

Results

ttFill =
  6×1 timetable
       Time        Returns
    ___________    _______
    01-Nov-2013     1.05  
    02-Nov-2013     1.03  
    03-Nov-2013        0  
    04-Nov-2013        0  
    05-Nov-2013     1.05  
    06-Nov-2013     1.03  
    
>> Finalreturnmatrix 
Finalreturnmatrix =
         1.05
         1.03
            0
            0
         1.05
         1.03

Lower level version (for earlier releases)

'allReturns' is the vector you're looking for. This approach doesn't rely on datetime, timetables, etc.

Dates = {'2013-11-01', '2013-11-02', '2013-11-05', '2013-11-06'}; 
Returns = [1.05, 1.03, 1.05, 1.03]; 

alldates = datestr(datenum(Dates{1},'yyyy-mm-dd') : 1 : datenum(Dates{end},'yyyy-mm-dd'),'yyyy-mm-dd');
allReturns = zeros(size(alldates,1),1); 
allReturns(ismember(alldates,Dates)) = Returns;