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
newfts = lagts(oldfts) delays the data series in
oldfts by one time series date entry and returns the result in
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
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,
specified in days.
lagts pads the data with zeros (default).
newfts = lagts(oldfts,lagperiod,padmode) lets you pad the data with
an arbitrary value,
Inf rather than zeros
padmode to the desired value.