Intersection of multiple time-series

I managed to get the intersection of all time-series, but now I want to reduce all matrices based upon this intersection stored in 'AnB':

So the problem is how to extract all rows for that I have data points. As of now the last line is incorrect.

May somebody help me? Thank you very much!

 %%1. Get data

conn = yahoo('http://download.finance.yahoo.com');

stocks = {'^GDAXI';'DB1.DE';'ADS'}

Beginn = {'Jan 01 2009'}
Ende = {'Dec 31 2011'}

N = length(stocks)

data = cell(N,1);

for n = 1:N,

      data{n}  = fetch(conn, stocks(n,1),{'Close', 'Adj Close'},Beginn, Ende, 'd');

end;

%%2. Sync time series

for n = 1:N,

      % Get the dates where I have data in all series (intersection)
      AnB = intersect(data{n,1}(:,1),data{n,1}(:,1));

end;

for n = 1:N,

      % Now delete all rows in every time-series that are not part of the intersection   
      [c, a, b] = intersect(AnB(:,1),data{n,1}(:,1));
      data{n,1} = data{n,1}(a,:); % -->  this gives an error

end;

Answer 1

[Fangjun Jiang]

Use this example, the key is to check the extra return arguments of intersect().

A={'a',1;'b',2;'c',3;'d',4};
B={'a',10;'c',30;'e',40;'f',50};
[AnB,IA,IB]=intersect(A(:,1),B(:,1));
NewA=A(IA,:);
NewB=B(IB,:);

Answer 2

[Léon]

Sorry, I don't get it. :-(

I understand your example, but I have stored the data in cell arrays and call each matrix of this array in the loop, so I don't know how to adapt your code. As you can see in my code I already tried this but it results in an error.

[Fangjun Jiang]

Please give a short snip of data to make your point. Others won't go fetch the stock from Yahoo to test your code. You also need to double check your code. AnB = intersect(data{n,1}(:,1),data{n,1}(:,1)) has two exact same input arguments.