dynare/doc/dseries-and-reporting/dseriesReporting.tex

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\title{Dynare Time Series \& Reporting}
\author[Houtan Bastani]{Houtan Bastani\newline\href{mailto:houtan@dynare.org}{houtan@dynare.org}}
\institute{CEPREMAP}
\date{13 June 2014}

\newcommand{\myitem}{\item[$\bullet$]}

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\begin{frame}[t]
  \frametitle{Outline}
  \tableofcontents
\end{frame}

%
% DATES
%
\section{Time Series}

\subsection{Overview}
\begin{frame}[fragile,t]
  \frametitle{Overview}
  \begin{itemize}
  \myitem Provide support for time series (\texttt{dseries})
    \begin{itemize}
    \myitem Based on an implementation for handling dates (\texttt{dates})
    \end{itemize}
  \myitem Beta version in Dynare 4.4. Mature version ready in Dynare 4.5
  \myitem Currently only used for reporting, though use will increase with time
    (\textit{e.g.,} to be included in new estimation code)
  \myitem Compatible with all setups that are supported by Dynare
    \begin{itemize}
    \myitem Windows, Mac OS X, Linux
    \myitem Matlab 7.5 (R2007b) or later, Octave
    \end{itemize}
  \myitem NB: More complete information is included in the Dynare manual
  \end{itemize}
\end{frame}


\subsection{A Programming Note}
\begin{frame}[fragile,t]
  \frametitle{A Programming Note (1/2)}
  \begin{itemize}
  \myitem Time series and dates are implemented as Matlab/Octave classes
  \myitem Inplace modification of instantiated objects not supported. Let me explain \dots
    \begin{itemize}
      \myitem A class is a template for defining objects, defining their member
      variables and methods.
      \begin{itemize}
        \myitem \textit{e.g.,} The \texttt{dates} class defines 3 member
        variables--\texttt{ndat}, \texttt{freq}, and \texttt{time}--and many
        methods (analogous to functions)
      \end{itemize}
      \myitem An object is an instance of a specific class. For exemplary
      purposes, imagine an object \texttt{X}, which is an instantiation of the
      class ``Integer''. The object has value \texttt{1}:
\begin{verbatim}
>> X

X =

     1
\end{verbatim}
    \myitem You can call any method defined for the integer class on integer
    object \texttt{X}. Imagine such a method is called
    \texttt{multiplyByTwo()}.
    \myitem In most object-oriented
    languages, writing \texttt{X.multiplyByTwo();} will change the value
    contained in \texttt{X} to \texttt{2/2}
    \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{A Programming Note (2)}
  \begin{itemize}
    \item[] \begin{itemize}
  \myitem But! For Matlab/Octave's implementation of classes this is not the
    case as it does not support inplace modification
\begin{verbatim}
>> X.multiplyByTwo()

ans =

     2

>> X

X =

     1
\end{verbatim}
  \end{itemize}
  \end{itemize}
\end{frame}

\begin{frame}[fragile,t]
  \frametitle{A Programming Note (concluded)}
  \begin{itemize}
    \item[] \begin{itemize}
    \myitem To get the desired change, you must overwrite \texttt{X}
\begin{verbatim}
>> X=X.multiplyByTwo()

X =

     2
\end{verbatim}
\myitem Keep this in mind when using Dynare dates, time series, and reporting
  \end{itemize}
  \end{itemize}
\end{frame}


\subsection{Syntax}
\begin{frame}[fragile,t]
  \frametitle{Syntax}
  \begin{itemize}
  \myitem Two components of a time series:
    \begin{itemize}
    \myitem A time component. In Dynare: \texttt{dates}
    \myitem A data component mapped to time. In Dynare: \texttt{dseries}
    \end{itemize}
  \end{itemize}
\end{frame}

\subsubsection{\texttt{dates} Syntax}
\begin{frame}[fragile,t]
  \frametitle{\texttt{dates} Syntax}
  \begin{itemize}
    \myitem The \texttt{dates} command creates an object that represents at least one date at a given frequency
    \myitem A \texttt{dates} object contains 3 members (fields):
    \begin{itemize}
      \myitem{\textbf{\texttt{freq}}}: 1 (Annual), 4 (Quarterly), 12 (Monthly), 52 (Weekly)
      \myitem{\textbf{\texttt{ndat}}}: The number of dates
      \myitem{\textbf{\texttt{time}}}: An \texttt{ndat$\times$2} matrix; the 1\textsuperscript{st} col is the year and the 2\textsuperscript{nd} col is the period
    \end{itemize}
    \myitem \texttt{dseries} members cannot be modified. Thus, this is not allowed:
\begin{alltt}
  >> dd.freq = 12;
\end{alltt}
  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{Creating a new \texttt{dates} object in Matlab/Octave}
  \begin{itemize}
    \myitem{A single date}
\begin{alltt}
  >> t = dates(`1999y');
\end{alltt}
    \myitem{Multiple dates}
\begin{alltt}
  >> t = dates(`1999q1', `2020q2', `-190q3');
\end{alltt}
Notice that noncontiguous and negative dates are possible
    \myitem{A date range}
\begin{alltt}
  >> dr = dates(`1999y'):dates(`2020y');
\end{alltt}
    \myitem Can also create \texttt{dates} programatically
\begin{alltt}
  >> t = dates(4, [1990; 1990; 1978], [1; 2; 3])
  t = <dates: 1990Q1, 1990Q2, 1978Q3>
\end{alltt}
    \myitem Can specify an empty \texttt{dates}\dots
\begin{alltt}
  >> qq = dates(`Q');
  >> qq = dates(4);
\end{alltt}
    \myitem \dots and use it to instantiate new \texttt{dates}
\begin{alltt}
  >> t = qq(1990, 1);
  t = <dates: 1990Q1>
\end{alltt}
\begin{alltt}
  >> t = qq([1990; 1990; 1978], [1; 2; 3])
  t = <dates: 1990Q1, 1990Q2, 1978Q3>
\end{alltt}
  \end{itemize}
\end{frame}



\begin{frame}[fragile,t]
  \frametitle{Creating a new \texttt{dates} object in a \texttt{.mod} file}
  \begin{itemize}
    \myitem The preprocessor allows for syntax simplification when
    \texttt{dates} are in \texttt{.mod} files
    \myitem{A single date} \texttt{t = 1999y;}
\begin{alltt}
  \(\Rightarrow\) t = dates(`1999y');
\end{alltt}
    \myitem{Multiple dates} \texttt{t = [1999q1 2020q2 1960q3];}
\begin{alltt}
  \(\Rightarrow\) t = [dates(`1999q1') dates(`2020q2') dates(`1960q3')];
\end{alltt}
    \myitem{A date range} \texttt{dr = 1999y:2020y;}
\begin{alltt}
  \(\Rightarrow\) dr = dates(`1999y'):dates(`2020y');
\end{alltt}
    \myitem NB: This can cause problems when dates are included in strings. \textit{e.g.,}
\begin{alltt}
  disp(`In 1999q1, ...')
\end{alltt}
would be transformed into
\begin{alltt}
  disp(`In dates(`1999q1'), ...')
\end{alltt}
      \myitem To fix this, simply escape any date that you don't want transformed by the preprocessor with a `\texttt{\$}'
\begin{alltt}
  disp(`In $1999q1, ...')
\end{alltt}

  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{Collections and Ranges of \texttt{dates} in a \texttt{.mod} file}
  \begin{itemize}
    \myitem A collection of \texttt{dates}
    \begin{alltt}
  a = 1990Q1; b = 1957Q1; c = -52Q1;
  d = [a b c];
  \(\Rightarrow\) d = <dates: 1990Q1, 1957Q1, -52Q1>
    \end{alltt}
    \myitem A Range of \texttt{dates}
    \begin{alltt}
  a = 1990Q3:1991Q2
  \(\Rightarrow\) a = <dates: 1990Q3, 1990Q4, 1991Q1, 1991Q2>
    \end{alltt}
    \myitem A set of regularly-spaced \texttt{dates}
    \begin{alltt}
  a = 1990Q3:2:1991Q2
  \(\Rightarrow\) a = <dates: 1990Q3, 1991Q1, 1991Q3>
    \end{alltt}
  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{Comparing \texttt{dates}}
  \begin{itemize}
    \myitem The following comparison operators are supported: $==$, $\backsim=$, $<$, $\leq$, $>$, and $\geq$
    \myitem Compared objects must have the same frequency
    \myitem Compared objects must have the same number of elements (except for singletons)
    \myitem Returns the result of an element-wise comparison
    \myitem Let \texttt{a=[1999W1 2020W3]}, \texttt{b=1999W1}, and \texttt{c=[1888w1 2020w3]}. Then
    \begin{alltt}
  >> a == b              >> a > b              >> c < a

  ans =                  ans =                 ans =

       1                      0                     1
       0                      1                     0
    \end{alltt}
  \end{itemize}
\end{frame}



\begin{frame}[fragile,t]
  \frametitle{Arithmetic Operations on \texttt{dates}}
  \begin{itemize}
    \myitem The unary \texttt{+} and \texttt{-} operators
    \begin{alltt}
  >> a = dates(`1999q4');
  >> +a \(\Rightarrow\) ans = 2000q1
  >> -a \(\Rightarrow\) ans = 1999q3
  >> ++-+a \(\Rightarrow\) ans = 2000q2
    \end{alltt}
    \myitem The binary \texttt{+} and \texttt{-} operators
    \begin{itemize}
      \myitem Objects must have the same frequency
      \myitem Objects must have the same number of elements (except for singletons)
      \myitem \texttt{1999q4 + 2} $\Rightarrow$ \texttt{ans = 2000q2}
      \myitem \texttt{1999w4 + 2} $\Rightarrow$ \texttt{ans = 1999w6}
      \myitem \texttt{1999m4 - 2} $\Rightarrow$ \texttt{ans = 1999m2}
      \myitem \texttt{1999m4 - 1999m2} $\Rightarrow$ \texttt{ans = 2}
      \myitem \texttt{1999m4 + 1999m2} $\Rightarrow$ \texttt{ans = <dates: 1999M4, 1999M2>}
    \end{itemize}
    \myitem The binary \texttt{*} operator
    \begin{alltt}
  >> a*3
  ans = <dates: 1999Q4, 1999Q4, 1999Q4>
    \end{alltt}
  \end{itemize}
\end{frame}



\begin{frame}[fragile,t]
  \frametitle{Set Operations on \texttt{dates}}
  \begin{itemize}
    \myitem Let \texttt{a = [1990Q1:1991Q1 1990Q1]; b = [1990Q3:1991Q3];}
    \myitem \texttt{intersect}: returns the intersection of the arguments
    \begin{alltt}
  >> intersect(a, b)
  ans = <dates: 1990Q3, 1990Q4, 1991Q1>
    \end{alltt}
    \myitem \texttt{setdiff}: returns dates present in first arg but not in second
    \begin{alltt}
  >> setdiff(a, b)
  ans = <dates: 1900Y>
    \end{alltt}
    \myitem \texttt{union}: returns the union of two sets (repititions removed)
    \begin{alltt}
  union(a, b)
  ans = <dates: 1990Q1, 1990Q2,  ..., 1991Q2, 1991Q3>
    \end{alltt}
    \myitem \texttt{unique()}: removes repititions from set (keeps last unique value)
    \begin{alltt}
  >> a.unique()
  ans = <dates: 1990Q2, 1990Q3, 1990Q4, 1991Q1, 1990Q1>
    \end{alltt}
  \end{itemize}
\end{frame}



%
% DSERIES
%
\subsubsection{\texttt{dseries} Syntax}
\begin{frame}[fragile,t]
  \frametitle{\texttt{dseries} Syntax}
  \begin{itemize}
  \myitem A \texttt{dseries} is composed of one or more individual series
  \myitem All time series in a dseries must have the same frequency
  \myitem A \texttt{dseries} runs from the earliest date to the latest date, with \texttt{NaN}'s inserted to pad the shorter series
  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{Creating a new \texttt{dseries} object}
  \begin{itemize}
  \myitem Load series from data file (\texttt{.csv, .xls}). Dates in first column, optional variable names in first row
    \begin{itemize}
    \myitem \texttt{ts=dseries(`data.csv');}
    \end{itemize}
  \myitem Load series from a Matlab/Octave file (\texttt{.m, .mat}). Must define the variables \texttt{INIT\_\_}, \texttt{NAMES\_\_}, and, optionally, \texttt{TEX\_\_}.
    \begin{itemize}
    \myitem \texttt{ts=dseries(`data.m');}
    \end{itemize}
  \myitem Load data directly. Here: one variable, `MyVar1', with three annual observations starting in 1999. Only first argument is required.
    \begin{itemize}
    \myitem \texttt{ts=dseries([1;2;3], `1999y', \{`MyVar1'\}, \{`MyVar\_1'\});}
    \end{itemize}
  \myitem Create an empty time series. Usefull for programatically creating a series.
    \begin{itemize}
    \myitem \texttt{ts=dseries();}
    \myitem \texttt{ts=dseries(dates(`1999y'));}
    \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{Referencing data from a \texttt{dseries}}
  \begin{itemize}
  \myitem For the following, let
    \begin{itemize}
    \myitem \texttt{ts1=dseries([1;2;3], `1999y', \{`MyVar1'\}, \{`MyVar\_1'\})}
    \myitem \texttt{ts2=dseries([4;5;6], `2000y', \{`MyVar2'\}, \{`MyVar\_2'\})}
    \myitem \texttt{ts3=[ts1 ts2]}
    \end{itemize}
  \myitem To get \texttt{MyVar1} from \texttt{t3}, you have three options
    \begin{itemize}
      \myitem \texttt{ts3\{1\}}
      \myitem \texttt{ts3.MyVar1}
      \myitem \texttt{ts3\{`MyVar1'\}}
    \end{itemize}
  \myitem To select a subsample of MyVar2 from 2001 to 2002:
    \begin{itemize}
      \myitem \texttt{ts3\{2\}(dates(`2001y'):dates(`2002y'))}
      \myitem \texttt{ts3.MyVar2(dates(`2001y'):dates(`2002y'))}
      \myitem \texttt{ts3\{`MyVar2'\}(dates(`2001y'):dates(`2002y'))}
    \end{itemize}
  \myitem To see the data for both variables in 2000:
    \begin{itemize}
      \myitem \texttt{ts3(`2000y')}
      \myitem \texttt{ts3\{[1 2]\}(`2000y')}
      \myitem \texttt{ts3\{`MyVar1',`MyVar2'\}(`2000y')}
      \myitem \texttt{ts3\{`MyVar@1,2@'\}(`2000y')}
      \myitem \texttt{ts3\{`MyVar[1-2]'\}(`2000y')}
    \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{Getting info about \texttt{dseries}}
  \begin{itemize}
  \myitem \texttt{eq, ne}: returns boolean value of element-wise comparison; series must have same start dates and number of observations
    \begin{itemize}
    \myitem \texttt{ts1==ts3.MyVar1(dates(`1999y'):dates(`2001y')) \% [1 1 1]'}
    \myitem \texttt{ts1$\thicksim$=ts1 \% [0 0 0]'}
    \end{itemize}
  \myitem \texttt{isempty}: returns true if series is empty
    \begin{itemize}
    \myitem \texttt{isempty(dseries()) \% 1}
    \end{itemize}
  \myitem \texttt{isequal}: returns true if the series are equal
    \begin{itemize}
    \myitem \texttt{isequal(ts1,ts1) \% 1}
    \end{itemize}
  \myitem \texttt{size}: returns number of observations by number of variables
    \begin{itemize}
    \myitem \texttt{ts3.size() \% [4 2]}
    \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{Working with \texttt{dseries}}
  \begin{itemize}
  \myitem \texttt{baxter\_king\_filter}: the Baxter and King (1999) band pass filter
    \begin{itemize}
    \myitem \texttt{ts1.baxter\_king\_filter(high freq, low freq, K)}
    \end{itemize}
  \myitem \texttt{hpcycle}: HP Filters the \texttt{dseries}, returning the business cycle component
    \begin{itemize}
    \myitem \texttt{ts1.hptrend(lambda) \% lambda = 1600 by default}
    \end{itemize}
  \myitem \texttt{hptrend}: HP Filters the \texttt{dseries}, returning the trend component
    \begin{itemize}
    \myitem \texttt{ts1.hptrend(lambda) \% lambda = 1600 by default}
    \end{itemize}
  \myitem \texttt{qdiff}: Quarterly difference; works on quarterly, monthly, and weekly series
    \begin{itemize}
    \myitem \texttt{ts1.qdiff()}
    \end{itemize}
  \myitem \texttt{qgrowth}: Quarterly growth rate: $\frac{ts_t-ts_{t-1}}{ts_{t-1}}$. Works on quarterly, monthly, and weekly series
    \begin{itemize}
    \myitem \texttt{ts1.qgrowth()}
    \end{itemize}
  \myitem \texttt{yidff}: Yearly difference; works on yearly, quarterly, monthly, and weekly series
    \begin{itemize}
    \myitem \texttt{ts1.ydiff()}
    \end{itemize}
  \myitem \texttt{ygrowth}: Annual growth rate: $\frac{ts_t-ts_{t-1}}{ts_{t-1}}$. Works on yearly ($t-1$), quarterly ($t-4$), monthly ($t-12$), and weekly ($t-52$) series
    \begin{itemize}
    \myitem \texttt{ts1.ygrowth()}
    \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{Operations on \texttt{dseries}}
  \begin{itemize}
  \myitem \texttt{abs}: The absolute value of each data point
  \myitem \texttt{cumprod}/\texttt{cumsum}: Cumulative product/sum
  \myitem \texttt{exp}/\texttt{log}: The exponential/log for each data point
  \myitem \texttt{mrdivide}/\texttt{mtimes}: Division/Multiplication
  \myitem \texttt{minus}/\texttt{plus}: Subtraction/Addition
  \myitem \texttt{mpower}: Power
    \begin{itemize}
    \myitem \texttt{ts1-ts2}
    \myitem \texttt{ts1-3}
    \myitem \texttt{ts1-[1:3]'}
    \end{itemize}
  \myitem \texttt{lag}/\texttt{lead}: lag/lead the series
    \begin{itemize}
    \myitem \texttt{ts1(-1)}/\texttt{ts1(2)}
    \myitem \texttt{ts1.lag()}/\texttt{ts1.lead(2)}
    \end{itemize}
  \myitem \texttt{uminus}: Equivalent to multiplying by $-1$.
    \begin{itemize}
    \myitem \texttt{-ts1}
    \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}[fragile,t]
  \frametitle{Modifying \texttt{dates}}
  \begin{itemize}
  \myitem \texttt{align}: Makes both series cover the same time range by padding with \texttt{NaN}'s
    \begin{itemize}
    \myitem \texttt{[ts1,ts2]=align(ts1,ts2)}
    \end{itemize}
  \myitem \texttt{chain}:
  \myitem \texttt{horzcat}: Join two or more \texttt{dseries}
    \begin{itemize}
    \myitem \texttt{ts3=[ts1 ts2]}
    \end{itemize}
  \myitem \texttt{insert}: Inserts variables from one \texttt{dseries} into another
    \begin{itemize}
    \myitem \texttt{ts1.insert(ts2, 2)}
    \end{itemize}
  \myitem \texttt{merge}: Merge two series
  \myitem \texttt{pop}: remove the last variable from \texttt{dseries}
  \myitem \texttt{plot}: plot a \texttt{dseries}
  \myitem \texttt{rename}: Rename a variable in a dseries
    \begin{itemize}
    \myitem \texttt{ts1.rename(`MyVar1',`MyFirstVar')}
    \end{itemize}
  \myitem \texttt{save}: Save a \texttt{dseries} in either \texttt{.csv} (default), \texttt{.m}, or \texttt{.mat}
  \myitem \texttt{set\_names}: Rename all variables in a \texttt{dseries}
    \begin{itemize}
    \myitem \texttt{ts3.set\_names(`NewName1',`NewName2')}
    \end{itemize}
  \myitem \texttt{tex\_rename}: Rename the \LaTeX\ name for a given variable
    \begin{itemize}
    \myitem \texttt{ts1.tex\_rename(`MyVar1',`MyVar\textbackslash\_1')}
    \end{itemize}
  \myitem \texttt{vertcat}: Add more observations to existing \texttt{dseries}
    \begin{itemize}
    \myitem \texttt{[ts1; dseries(4,`2002y',`MyVar1')]}
    \end{itemize}
  \end{itemize}
\end{frame}



\subsection{Examples}




%
% REPORTING
%
\section{Reporting}
\subsection{Overview}
\begin{frame}
  \frametitle{Overview}
  \begin{itemize}
  \myitem Introduced in Dynare 4.4
  \myitem Introduce reporting functionality to Dynare
      \begin{itemize}
      \myitem Input: \texttt{dseries}
      \myitem Output: \LaTeX\ report \& compiled \texttt{.pdf}
      \end{itemize}
    \myitem Graphs and Tables are modular
      \begin{itemize}
      \myitem Can easily be included in another document
      \end{itemize}
    \myitem Graphs are produced in Ti$k$Z/PGFPlots (standard in a TeX distribution)
      \begin{itemize}
      \myitem Scales well
      \myitem Formating follows that of enclosing document
      \end{itemize}
    \myitem Dynare provides a subset of the many Ti$k$Z options
      \begin{itemize}
      \myitem You can easily modify the Ti$k$Z graph if the option you want is not in Dynare
      \end{itemize}
    \myitem Works with Matlab \& Octave
    \myitem Works much faster than similar softawre
    \myitem NB: Must install a \LaTeX\ distribution to compile reports
      \begin{itemize}
      \myitem Windows: MiKTeX \url{http://miktex.org}
      \myitem Mac OS X: MacTeX \url{http://tug.org/mactex}
      \myitem Linux: TeX Live (from your package manager)
      \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}
  \frametitle{How Reporting Works}
  \begin{itemize}
  \myitem Reports are created command by command
    \begin{itemize}
    \myitem Hence the order of commands matters
    \end{itemize}
  \myitem All reporting commands act on the previously added object until an object of greater or equal hierarchy is added (see next slide)
    \begin{itemize}
    \myitem \textit{e.g.,} Once you add a \texttt{Page} to your report with the \texttt{addPage()} command, every \texttt{Section} you add via the \texttt{addSection()} command will be placed on this page. Only when you add another \texttt{Page} will items go on a new page.
    \myitem This will become more clear with an example
    \end{itemize}
  \myitem Options to reporting commands are passed in option name/value pairs
    \begin{itemize}
    \myitem \textit{e.g.,} \texttt{addPage(`title', \{`Page Title', `Page Subtitle'\})}
    \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}
  \frametitle{Reporting Class Hierarchy}
  \begin{itemize}
  \myitem Class names on the top half of the box, constructor names on the bottom
  \myitem Arrows represent what the new object can be added to
  \end{itemize}
  \begin{center}
    \begin{tikzpicture}[
        node distance = .45cm,
        auto,
        line/.style={->, >=stealth'},
      ]
      \node (Report) [abstract, rectangle split, rectangle split parts=2]
            {
              \textbf{Report}
              \nodepart{second}\texttt{report(...);}
            };
      \node (Page) [abstract, rectangle split, rectangle split parts=2, below=of Report]
            {
              \textbf{Page}
              \nodepart{second}\texttt{addPage(...);}
            };
      \node (Section) [abstract, rectangle split, rectangle split parts=2, below=of Page]
            {
              \textbf{Section}
              \nodepart{second}\texttt{addSection(...);}
            };
      \node (Vspace) [abstract, rectangle split, rectangle split parts=2, below=of Section]
            {
              \textbf{Vspace}
              \nodepart{second}\texttt{addVspace(...);}
            };
      \node (Graph) [abstract, rectangle split, rectangle split parts=2, left=of Vspace]
            {
              \textbf{Graph}
              \nodepart{second}\texttt{addGraph(...);}
            };
      \node (Table) [abstract, rectangle split, rectangle split parts=2, right=of Vspace, text height=]
            {
              \textbf{Table}
              \nodepart{second}\texttt{addTable(...);}
            };
      \node (Series) [abstract, rectangle split, rectangle split parts=2, below=of Vspace]
            {
              \textbf{Series}
              \nodepart{second}\texttt{addSeries(...);}
            };
      \draw [line] (Series) to node { } (Table);
      \draw [line] (Series) to node { } (Graph);
      \draw [line] (Table) to node { } (Section);
      \draw [line] (Graph) to node { } (Section);
      \draw [line] (Vspace) to node { } (Section);
      \draw [line] (Section) to node { } (Page);
      \draw [line] (Page) to node { } (Report);
    \end{tikzpicture}
  \end{center}
\end{frame}


\subsection{Syntax}
\begin{frame}
  \frametitle{Reporting Syntax (1/2)}
  \begin{itemize}
  \myitem \texttt{report(\ldots)}: Create a report
    \begin{itemize}
    \myitem \textbf{Options}: \texttt{compiler}, \texttt{showDate}, \texttt{fileName}, \texttt{margin}, \texttt{marginUnit}, \texttt{orientation}, \texttt{paper}, \texttt{title}
    \end{itemize}
  \myitem \texttt{addPage(\ldots)}: Add a page to the \texttt{Report}
    \begin{itemize}
    \myitem \textbf{Options}: \texttt{footnote}, \texttt{orientation}, \texttt{paper}, \texttt{title}, \texttt{titleFormat}
    \end{itemize}
  \myitem \texttt{addSection(\ldots)}: Add a section to the current \texttt{Page}
    \begin{itemize}
    \myitem You can think of a section as a matrix. As graphs and/or tables are added section, it fills up from left to right. Once you have added \texttt{cols} objects, a new row is started.
    \myitem \textbf{Options}: \texttt{cols}, \texttt{height}
    \end{itemize}
  \myitem \texttt{addVspace(\ldots)}: Add a vertical space to the current \texttt{Section}
    \begin{itemize}
    \myitem \textbf{Options}: \texttt{hline}, \texttt{number}
    \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}
  \frametitle{Reporting Syntax (2/2)}
  \begin{itemize}
  \myitem \texttt{addGraph(\ldots)}: Add a graph to the current \texttt{Section}
    \begin{itemize}
    \myitem \textbf{Options}: \texttt{data}, \texttt{graphDirName}, \texttt{graphName}, \texttt{graphSize}, \texttt{height}, \texttt{showGrid}, \texttt{showLegend}, \texttt{showLegendBox}, \texttt{legendLocation}, \texttt{legendOrientation}, \texttt{legendFontSize}, \texttt{miscTikzAxisOptions}, \texttt{miscTikzPictureOptions}, \texttt{seriesToUse}, \texttt{shade}, \texttt{shadeColor}, \texttt{shadeOpacity}, \texttt{title}, \texttt{titleFormat}, \texttt{width}, \texttt{xlabel}, \texttt{ylabel}, \texttt{xAxisTight}, \texttt{xrange}, \texttt{xTicks}, \texttt{xTickLabels}, \texttt{xTickLabelAnchor}, \texttt{xTickLabelRotation}, \texttt{yAxisTight}, \texttt{yrange}, \texttt{showZeroLine}
    \end{itemize}
  \myitem \texttt{addTable(\ldots)}: Add a table to the current \texttt{Section}
    \begin{itemize}
    \myitem \textbf{Options}: \texttt{data}, \texttt{showHlines}, \texttt{precision}, \texttt{range}, \texttt{seriesToUse}, \texttt{tableDirName}, \texttt{tableName}, \texttt{title}, \texttt{titleFormat}, \texttt{vlineAfter}, \texttt{vlineAfterEndOfPeriod}, \texttt{showVlines}
    \end{itemize}
  \myitem \texttt{addSeries(\ldots)}: Add a series to the current \texttt{Graph} or \texttt{Table}
    \begin{itemize}
    \myitem \textbf{Options}: \texttt{data}, \texttt{graphHline}, \texttt{graphLegendName}, \texttt{graphLineColor}, \texttt{graphLineStyle}, \texttt{graphLineWidth}, \texttt{graphMarker}, \texttt{graphMarkerEdgeColor}, \texttt{graphMarkerFaceColor}, \texttt{graphMarkerSize}, \texttt{graphMiscTikzAddPlotOptions}, \texttt{graphShowInLegend}, \texttt{graphVline}, \texttt{tableDataRhs}, \texttt{tableRowColor}, \texttt{tableRowIndent}, \texttt{tableShowMarkers}, \texttt{tableAlignRight}, \texttt{tableMarkerLimit}, \texttt{tableNegColor}, \texttt{tablePosColor}, \texttt{tableSubSectionHeader}, \texttt{zeroTol}
    \end{itemize}
  \end{itemize}
\end{frame}


\begin{frame}
  \frametitle{Output}
  To create a report:
  \begin{itemize}
  \myitem \texttt{write()}: Writes the report to a \LaTeX\ file
  \myitem \texttt{compile(\ldots)}: Compiles the report
    \begin{itemize}
    \myitem \textbf{Options}: \texttt{compiler}
    \end{itemize}
  \end{itemize}
  Report Output
  \begin{itemize}
  \myitem Unless you pass the \texttt{fileName} option to \texttt{report(\ldots)}, the report will be located in your working directory with the name \texttt{report.tex}. The compiled version will be called \texttt{report.pdf}.
  \myitem Unless you pass the \texttt{graphDirName} or \texttt{graphName} options to \texttt{addGraph(\ldots)}, your graphs will be in a subdirectory of your working directory called \texttt{tmpRepDir}. The default name will take the form \texttt{graph\_pg9\_sec1\_row1\_col5.tex}
  \myitem The same holds for the tables (substituting `table' for `graph' above).
  \myitem Thus you can easily modify these files and include them in another report.
  \end{itemize}
\end{frame}


\subsection{Examples}

\section{Putting it All Together}
\begin{frame}[fragile=singleslide]
  \frametitle{Create Report of IRFs from \texttt{example1.mod}}
  \begin{itemize}
  \myitem \texttt{example1.mod} is located in the Dynare \texttt{examples} directory
  \myitem The lines below can be added at the end of that file.
  \end{itemize}
  \begin{block}{Create \texttt{dseries} from IRFs}
\begin{verbatim}
@#define endovars=["y", "c", "k", "a", "h", "b"]
@#for var in endovars
  shocke.@{var} = dseries(@{var}_e, 2014q3, `@{var}');
  shocku.@{var} = dseries(@{var}_u, 2014q3, `@{var}');
@#endfor
\end{verbatim}
  \end{block}
\end{frame}

\begin{frame}[fragile=singleslide]
  \frametitle{Create Report of IRFs from \texttt{example1.mod}}
  \begin{block}{Populate Report (1/2)}
\small{
\begin{verbatim}
@#for shock in ["e", "u"]
    report = report.addPage(`title', {`Dseries \& Report Example', ...
                                      `Shock to @{shock}'}, ...
                            `titleFormat', {`\Large\bfseries', ...
                                            `\large\bfseries'});
    report = report.addSection(`cols', 2);
@#  for var in endovars
      report = report.addGraph(`data', shock@{shock}.@{var}, ...
                               `title', `@{var}', ...
                               `showGrid', false, ...
                               `showZeroLine', true);
@#  endfor
\end{verbatim}
}
  \end{block}
\end{frame}


\begin{frame}[fragile=singleslide]
  \frametitle{Create Report of IRFs from \texttt{example1.mod}}
  \begin{block}{Populate Report (2/2)}
\small{
\begin{verbatim}
    report = report.addVspace(`number', 2);
    report = report.addSection(`cols', 1);
    report = report.addTable(`range', dates(`2022q1'):dates(`2024q1'),...
                             `precision', 5);
@#  for var in endovars
      report = report.addSeries(`data', shock@{shock}.@{var});
@#  endfor
@#endfor
\end{verbatim}
}
  \end{block}

  \begin{block}{Compile Report}
\small{
\begin{verbatim}
report.write();
report.compile();
\end{verbatim}
}
  \end{block}
\end{frame}
\end{document}