Automagically increase the number of observations in the assigned variable if needed.

So that the following is possible

 y = dseries([0],'1990Q1','y');
 e = dseries(randn(1000,1),'1990Q1','e');
 from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2

Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4

Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.

matlab/utilities/dseries/from.m

@@ -86,6 +86,17 @@ end
 % Build the recursive expression.
 EXPRESSION = char([varargin{5:end}]);
 
+% Check that the expression is an assignment
+equal_id = strfind(EXPRESSION,'=');
+if isempty(equal_id)
+    error('dseries::from: Wrong syntax! The expression following the DO keyword must be an assignment (missing equal symbol).')
+end
+
+% Issue ann error message if the user attempts to do more than one assignment.
+if ~isequal(length(equal_id),1)
+    error('dseries::from: Not yet implemented! Only one assignment is allowed in the FROM-TO-DO statement.')
+end
+
 % Get all the variables involved in the recursive expression.
 variables = unique(regexpi(EXPRESSION, '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match'));
 
@@ -221,20 +232,19 @@ for i=1:number_of_variables
             error(msg)
         end
         if d2>var.dates(end)-leadlagtable{i,4}
+            % The first variable should be the assigned variable (will be tested later)
+            if ~isassignedvariable(leadlagtable{i,1},EXPRESSION)
                 msg = sprintf('dseries::from: Last date of the loop (%s) is inconsistent with %s''s range!\n',char(d2),current_variable);
                 msg = [msg, sprintf('               Last date should be less than or equal to %s.',char(var.dates(end)-leadlagtable{i,4}))];
                 error(msg)
+            else
+                var = [var; dseries(NaN((d2-var.dates(end)),1),var.dates(end)+1:d2,var.name)];
+            end
         end
         eval(sprintf('%s = var;',current_variable));
     end
 end
 
-% Check that the recursion is assigning something to a variable
-equal_id = strfind(EXPRESSION,'=');
-if isempty(equal_id)
-    error('dseries::from: Wrong syntax! The expression following the DO keyword must be an assignment (missing equal symbol).')
-end
-if isequal(length(equal_id),1)
 % Get the name of the assigned variable (with time index)
 assignedvariablename = regexpi(EXPRESSION(1:equal_id-1), '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match');
 if isempty(assignedvariablename)
@@ -267,9 +277,6 @@ if isequal(length(equal_id),1)
         error(sprintf('dseries::from: On the righthand side, the endogenous variable, %s, must be indexed by %s at most.',assignedvariablename,num2index(indum-1)))
     end
 end
-else
-    error('dseries::from: Not yet implemented! Only one assignment is allowed in the FROM-TO-DO statement.')
-end
 
 % Put all the variables in a unique dseries object.
 list_of_variables = leadlagtable{1,1};
@@ -404,3 +411,14 @@ function id = num2index(i)
     else
         id = ['(t+' int2str(i) ')'];
     end
+
+function i = isassignedvariable(var,expr)
+    idv = strfind(expr,var);
+    idq = strfind(expr,'=');
+    if ~isempty(idv)
+        if idv(1)<idq
+            i = 1;
+            return
+        end
+    end
+    i = 0;