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function vs = chain ( ts,us) % --*-- Unitary tests --*--
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% Copyright (C) 2014 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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if vobs ( ts ) - vobs ( us )
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error ( [ ' dseries::chain: dseries objects ' inputname ( 1 ) ' and ' inputname ( 2 ) ' must have the same number of variables!' ] )
end
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if frequency ( ts ) - frequency ( us )
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error ( [ ' dseries::chain: dseries objects ' inputname ( 1 ) ' and ' inputname ( 2 ) ' must have common frequencies!' ] )
end
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if lastdate ( ts ) < firstdate ( us )
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error ( [ ' dseries::chain: The last date in ' inputname ( 1 ) ' (' date2string ( ts . dates ( end ) ) ' ) must not preceed the first date in ' inputname ( 2 ) ' (' date2string ( us . dates ( 1 ) ) ' )!' ] )
end
tdx = find ( sum ( bsxfun ( @ eq , us . dates . time , ts . dates . time ( end , : ) ) , 2 ) == 2 ) ;
GrowthFactor = us . data ( tdx + 1 : end , : ) ./ us . data ( tdx : end - 1 , : ) ;
CumulatedGrowthFactors = cumprod ( GrowthFactor ) ;
vs = ts ;
vs . data = [ vs . data ; bsxfun ( @ times , CumulatedGrowthFactors , vs . data ( end , : ) ) ] ;
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vs . dates = firstdate ( vs ) : firstdate ( vs ) + nobs ( vs ) ;
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%@test:1
%$ try
%$ ts = dseries([1; 2; 3; 4],dates('1950Q1')) ;
%$ us = dseries([3; 4; 5; 6],dates('1950Q3')) ;
%$ vs = chain(ts,us);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dyn_assert(vs.freq,4);
%$ t(3) = dyn_assert(vs.init.freq,4);
%$ t(4) = dyn_assert(vs.init.time,[1950, 1]);
%$ t(5) = dyn_assert(ts.vobs,1);
%$ t(6) = dyn_assert(vs.nobs,6);
%$ t(7) = isequal(vs.data,transpose(1:6));
%$ end
%$
%$ T = all(t);
%@eof:1