| Financial Time Series | |
Syntax
newfts = lagts(oldfts) newfts = lagts(oldfts, lagperiod) newfts = lagts(oldfts, lagperiod, padmode)
Arguments
oldfts |
Financial time series object |
lagperiod |
Number of lag periods expressed in the frequency of the time series object |
|
Data padding value |
Description
lagts delays a financial time series object values by a specified time step.
newfts = lagts(oldfts)
delays the data series in oldfts by one time series date entry and returns the result in the object newfts. The end will be padded with zeros, by default.
newfts = lagts(oldfts, lagperiod)
shifts time series values to the right on an increasing time scale. lagts delays the data series to happen at a later time. lagperiod is the number of lag periods expressed in the frequency of the time series object oldfts. For example, if oldfts is a daily time series, lagperiod is specified in days. lagts pads the data with zeros (default).
newfts = lagts(oldfts, lagperiod, padmode)
lets you pad the data with a value, NaN, or Inf rather than zeros by setting padmode to the desired value.
See Also
| | isfield | leadts | |