68 lines
2.1 KiB
Matlab
68 lines
2.1 KiB
Matlab
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function [Yvec, Xmat, constrained] = put_in_sur_form(Y, X)
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%function [Yvec, Xmat, constrained] = put_in_sur_form(Y, X)
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%
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% INPUTS
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% Y [cell array] dependent variables
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% X [cell array] regressors
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%
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% OUTPUTS
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% Yvec [vector] dependent variables
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% Xmat [matrix] regressors
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% constrained [cellstr] names of parameters that were constrained
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2019 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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%% Check inputs
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if nargin ~= 2
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error('put_in_sur_form expects 2 arguments');
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end
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if isempty(Y) || ~iscell(Y) || isempty(X) || ~iscell(X) || length(Y) ~= length(X)
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error('put_in_sur_form arguments should be cells of the same size');
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end
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%% Organize output
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nobs = size(X{1}, 1);
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neqs = length(X);
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Xmat = dseries([X{1}.data; zeros(nobs*(neqs-1), size(X{1}, 2))], X{1}.firstdate, X{1}.name);
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Yvec = Y{1};
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constrained = {};
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for i = 2:neqs
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to_remove = [];
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Xtmp = dseries([zeros(nobs*(i-1), size(X{i}, 2)); X{i}.data; zeros(nobs*(neqs-i), size(X{i}, 2))], X{i}.firstdate, X{i}.name);
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for j = 1:length(X{i}.name)
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idx = find(strcmp(Xmat.name, X{i}.name{j}));
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if ~isempty(idx)
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Xmat.(Xmat.name{idx}) = Xmat{idx} + Xtmp{j};
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to_remove = [to_remove j];
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constrained{end+1} = Xmat.name{idx};
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end
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end
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for j = length(to_remove):-1:1
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Xtmp = Xtmp.remove(Xtmp.name{j});
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end
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if ~isempty(Xtmp)
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Xmat = [Xmat Xtmp];
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end
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Yvec = dseries([Yvec.data; Y{i}.data], Yvec.firstdate);
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end
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end
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