Financial Toolbox™

lagts - Lag time series object

Syntax

newfts = lagts(oldfts)
newfts = lagts(oldfts, lagperiod)
newfts = lagts(oldfts, lagperiod, padmode)

Arguments

Description

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 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 an arbitrary value, NaN, or Inf rather than zeros by setting padmode to the desired value.

See Also

leadts

kagi

lbusdate