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leadts

Lead time series object

Syntax

newfts = leadts(oldfts)
newfts = leadts(oldfts, leadperiod)
newfts = leadts(oldfts, leadperiod, padmode)

Arguments

oldfts

Financial time series object.

leadperiod

Number of lead periods expressed in the frequency of the time series object.

padmode

Data padding value.

Description

leadts advances a financial time series object by a specified time step.

newfts = leadts(oldfts) advances 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 = leadts(oldfts, leadperiod) shifts time series values to the left on an increasing time scale. leadts advances the data series to happen at an earlier time. leadperiod is the number of lead periods expressed in the frequency of the time series object oldfts. For example, if oldfts is a daily time series, leadperiod is specified in days. leadts pads the data with zeros (default).

newfts = leadts(oldfts, leadperiod, 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

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