nanfillts

Fill consecutive NaNs with last available value

NANFILLTS Fill NaNs in the time series with the previous valid observation

NANFILLTS(TSPANEL) TSPANEL should be a numeric matrix (or a vector)
where each series is a column with the oldest
observations in the first row (element) and the
most recent ones in the last row (element).

NANFILLTS(..., NOTRAIL) To avoid extrapolation of the last value of a
time series till the end of the panel, set
NOTRAIL to true (1). By default is false (0).

TSPANEL = NANFILLTS(...) Returns the same matrix with filled NaNs.

NOTE: leading NaNs are left untouched.