lagts

Lag time series object

`lagts` is not recommended. Use `timetable` instead. For more information, see Convert Financial Time Series Objects fints to Timetables.

Syntax

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

Description

example

````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. ```

example

````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).```

example

````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. ```

Examples

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1. Create a `fints` object.

`dates_and_times = (now:now+5)'`
```dates_and_times = 1.0e+05 * 7.3840 7.3840 7.3840 7.3841 7.3841 7.3841 ```
` tsobj = fints(dates_and_times, randn(6,1))`
```Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see Convert Financial Time Series Objects (fints) to Timetables. > In fints (line 169) ```
```tsobj = desc: (none) freq: Unknown (0) {'dates: (6)'} {'times: (6)'} {'series1: (6)'} {'07-Sep-2021'} {'12:30' } {[ 0.5377]} {'08-Sep-2021'} {'12:30' } {[ 1.8339]} {'09-Sep-2021'} {'12:30' } {[ -2.2588]} {'10-Sep-2021'} {'12:30' } {[ 0.8622]} {'11-Sep-2021'} {'12:30' } {[ 0.3188]} {'12-Sep-2021'} {'12:30' } {[ -1.3077]}```
2. Delay a financial time series object by a specified time step using `lagts`.

`newfts = lagts(tsobj,2)`
```Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see Convert Financial Time Series Objects (fints) to Timetables. > In fints/lagts (line 33) newfts = desc: LAGTS on freq: Unknown (0) {'dates: (6)'} {'times: (6)'} {'series1: (6)'} {'07-Sep-2021'} {'12:30' } {[ 0]} {'08-Sep-2021'} {'12:30' } {[ 0]} {'09-Sep-2021'} {'12:30' } {[ 0.5377]} {'10-Sep-2021'} {'12:30' } {[ 1.8339]} {'11-Sep-2021'} {'12:30' } {[ -2.2588]} {'12-Sep-2021'} {'12:30' } {[ 0.8622]}```

Input Arguments

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Financial time series object, specified as a `fints` object.

Data Types: `object`

Number of lag periods expressed in the frequency of the time series object, specified as an integer.

Data Types: `double`

Data padding value, specified as a character vector with a value of `'NaN'` or `'Inf'`.

Data Types: `char`

Output Arguments

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Financial time series object, returned as a `fints` object.

Version History

Introduced before R2006a