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Lag time series object


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.

Introduced before R2006a

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