Reindex daily series s to only every 3rd day starting from its first date, filling in any date that isn't already present with the most recent prior value (forward fill).

Sample data: s:

2020-01-01    0.0
2020-01-02    1.0
2020-01-03    2.0
2020-01-04    3.0
2020-01-05    4.0
2020-01-06    5.0
Freq: D
... (10 rows total)