shifting a timeseries without lagmatrix

8 views (last 30 days)
Poulomi Ganguli
Poulomi Ganguli on 15 Nov 2017
Answered: KL on 15 Nov 2017
Hello, I don't have access to econometric toolbox, I have a time series in datetime format, I need to lag the time series by 7 days. Please help me out how to do so?
Sample time series:
'06-Jan-1911 00:00:00' 425
'07-Jan-1911 00:00:00' 345
'08-Jan-1911 00:00:00' 425
'09-Jan-1911 00:00:00' 317
'10-Jan-1911 00:00:00' 428
'11-Jan-1911 00:00:00' 566
'12-Jan-1911 00:00:00' 515
'13-Jan-1911 00:00:00' 473
'14-Jan-1911 00:00:00' 369
'15-Jan-1911 00:00:00' 330
'16-Jan-1911 00:00:00' 305
'17-Jan-1911 00:00:00' 243
'18-Jan-1911 00:00:00' 256
'19-Jan-1911 00:00:00' 266
'20-Jan-1911 00:00:00' 240

Accepted Answer

KL
KL on 15 Nov 2017
Something like this maybe,
%create some data
C = {'06-Jan-1911 00:00:00' 425
'07-Jan-1911 00:00:00' 345
'08-Jan-1911 00:00:00' 425
'09-Jan-1911 00:00:00' 317
'10-Jan-1911 00:00:00' 428
'11-Jan-1911 00:00:00' 566
'12-Jan-1911 00:00:00' 515
'13-Jan-1911 00:00:00' 473
'14-Jan-1911 00:00:00' 369
'15-Jan-1911 00:00:00' 330
'16-Jan-1911 00:00:00' 305
'17-Jan-1911 00:00:00' 243
'18-Jan-1911 00:00:00' 256
'19-Jan-1911 00:00:00' 266
'20-Jan-1911 00:00:00' 240};
%convert it timetable
TT = timetable(datetime(C(:,1)),[C{:,2}].')
now it looks like,
TT =
15×1 timetable
Time Var1
__________ ____
1911-01-06 425
1911-01-07 345
1911-01-08 425
1911-01-09 317
1911-01-10 428
1911-01-11 566
1911-01-12 515
1911-01-13 473
1911-01-14 369
1911-01-15 330
1911-01-16 305
1911-01-17 243
1911-01-18 256
1911-01-19 266
1911-01-20 240
now add 7 days to the time column,
TT.Time = TT.Time+days(7);
now the modified timetable looks like,
TT =
15×1 timetable
Time Var1
__________ ____
1911-01-13 425
1911-01-14 345
1911-01-15 425
1911-01-16 317
1911-01-17 428
1911-01-18 566
1911-01-19 515
1911-01-20 473
1911-01-21 369
1911-01-22 330
1911-01-23 305
1911-01-24 243
1911-01-25 256
1911-01-26 266
1911-01-27 240
is this what you want?

More Answers (0)

Categories

Find more on Time Series in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!