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leadts

Lead time series object

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

Syntax

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

Description

example

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.

example

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).

example

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.

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. Advance a financial time series object by a specified time step using leadts.

    newfts = leadts(tsobj,2)
    Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see Convert Financial Time Series Objects (fints) to Timetables. 
> In fints/leadts (line 33) 
 
newfts = 
 
    desc:  LEADTS on 
    freq:  Unknown (0)

    {'dates:  (6)'}    {'times:  (6)'}    {'series1:  (6)'}
    {'07-Sep-2021'}    {'12:30'      }    {[      -2.2588]}
    {'08-Sep-2021'}    {'12:30'      }    {[       0.8622]}
    {'09-Sep-2021'}    {'12:30'      }    {[       0.3188]}
    {'10-Sep-2021'}    {'12:30'      }    {[      -1.3077]}
    {'11-Sep-2021'}    {'12:30'      }    {[            0]}
    {'12-Sep-2021'}    {'12:30'      }    {[            0]}

Input Arguments

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Financial time series object, specified as a fints object.

Data Types: object

Number of lead 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

See Also

Topics