Adding observation to time series

Question

I download three time series from FRED:

fred = ServiceConnect["FederalReserveEconomicData"]
ffr10 = fred["SeriesData","ID"->{"DFEDTAR"},"Date"  ->{"2006-12-16","2022-01-01"}];
ffr11 = fred["SeriesData","ID"->{"DFEDTARU"},"Date" ->{"2006-12-16","2022-01-01"}];
ffr12 = fred["SeriesData","ID"->{"DFEDTARL"},"Date" ->{"2006-12-16","2022-01-01"}];

and I plot them:

DateListPlot[{ffr10, ffr11, ffr12}]

I would like to add a time point to the blue series (ffr10): {First date of orange series (ffr12), first value of orange series (ffr12)}, so that the lines connect. How can I do it?

Answer 1

As you did not post some sample data we create 2 time series:

v = {2, 1, 6, 5, 7, 4};
t = {1, 2, 5, 10, 12, 15};
ts1 = TimeSeries[v, {t}];
ts2 = TimeSeries[v, {t + 20}];
ListLinePlot[{ts1, ts2}]

To get the data pairs from a time series you use: timeseries["Path"]. Therefore, we need all the data from ts1 and only the first data pair from ts2. Then we append the first element from ts2 to the data from ts1 and convert this to a new time series:

ts11 = TimeSeries[Append[ts1["Path"], ts2["Path"][[1]]]] ;
ListLinePlot[{ts11, ts2}]

You may want to join both time series to a new one:

ts3 = TimeSeries[Join[ts1["Path"], ts2["Path"]]] ;
ListLinePlot[ts3]