Lag time series object
lagts is not recommended. Use timetable instead. For more information, see Convert Financial Time Series Objects fints to Timetables.
newfts = lagts(oldfts) newfts = lagts(oldfts,lagperiod) newfts = lagts(oldfts,lagperiod,padmode)
| Financial time series object |
| Number of lag periods expressed in the frequency of the time series object |
| Data padding value |
lagts delays a financial time series object 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 is 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 later. 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
an arbitrary value, NaN, or Inf rather than zeros
by setting padmode to the desired value.