diff --git a/src/@dseries/subsref.m b/src/@dseries/subsref.m
index bf245771efd05f60d5e701d82718bb4ac2bb5ac9..0cfa1f54df4272ce3aaf9e0016c790ca7f3b0420 100644
--- a/src/@dseries/subsref.m
+++ b/src/@dseries/subsref.m
@@ -200,7 +200,11 @@ switch S(1).type
     if ischar(S(1).subs{1}) && ~isdate(S(1).subs{1})
         % If ts is an empty dseries object, populate this object by reading data in a file.
         if isempty(A)
-            B = dseries(S(1).subs{1});
+            if exist(S(1).subs{1}, 'file')
+                B = dseries(S(1).subs{1});
+            else
+                error('dseries::subsref: Cannot find file %s', S(1).subs{1})
+            end
         else
             error('dseries::subsref: dseries object is not empty!')
         end