shifting a timeseries without lagmatrix

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Poulomi Ganguli
Poulomi Ganguli le 15 Nov 2017
Réponse apportée : KL le 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

Réponse acceptée

KL
KL le 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?

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