Synchronize two time series matlab R2015a

I have two time series SP and CAC40 returns, i would like to save only equal dates values, i have a matlab 2015a. Bests

[Star Strider]

See: Synchronize two time series (link).

Answer 1

[Star Strider]

Try this:

[D1,S1,R1] = xlsread('SP dated.xls');
[D2,S2,R2] = xlsread('CAC40 dated.xls');

S1ds = R1(2:end,:);                                                 % Valid ‘SP’ Data (Omitting Header)
S2ds = R2(2:end,:);                                                 % Valid ‘CAC40’ Data (Omitting Header)
dn1 = datenum(S1ds(:,1), 'yyyy-mm-dd');                             % Convert To ‘Date Numbers’
dn2 = datenum(S2ds(:,1), 'yyyy-mm-dd');                             % Convert To ‘Date Numbers’
[Dc, ia, ic] = intersect(dn1, dn2, 'stable');                       % Common Date Numbers
SP = S1ds(ia,:);                                                    % ‘SP’ Result Matrix
CAC40 = S2ds(ic,:);                                                 % ‘CAC40’ Result Matrix

SP_First10 = SP(1:10,:);                                            % Examine Output (Delete Later)
CAC40_First10 = CAC40(1:10,:);                                      % Examine Output (Delete Later)

The code is straightforward, and the comments document what each line does. The 'stable' argument to the intersect call keeps everything in the original order rather than sorting it.

The sizes of the output arrays ‘SP’ and ‘CAC40’ are the same sizes (as they should be), and both less than the original of either of the original arrays, indicating that they now have only common dates. I looked at a range of them but not all, and the result appears to be what you want.

I included ‘SP_First10’ and ‘CAC40_First10’ to let you easily examine that range or any other range you want, to verify that the data are correct.

[tilfani oussama]

Thank you for your code, i get this message

Error using datenum (line 178)

DATENUM failed.

Caused by: Error using dtstr2dtnummx

    Failed on converting date string to date number.

Answer 2

[tilfani oussama]

That works with

[D1,S1,R1] = xlsread('SP dated.xls');

[D2,S2,R2] = xlsread('CAC40 dated.xls');

S1ds = R1(2:end,:);

S2ds = R2(2:end,:);

dn1 = datenum(S1ds(:,1), 'dd/mm/yyyy');

dn2 = datenum(S2ds(:,1), 'dd/mm/yyyy');

[Dc, ia, ic] = intersect(dn1, dn2, 'stable');

SP = S1ds(ia,:); % ‘SP’ Result Matrix

CAC40 = S2ds(ic,:);