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Merge branch 'dseries_autotransform' of git.dynare.org:JohannesPfeifer/dynare 

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remove-submodule
Sébastien Villemot 2023-06-23 12:07:32 +02:00
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doc/bvar-a-la-sims.tex
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@ -26,7 +26,7 @@
}}
\author{S\'ebastien Villemot\thanks{Paris School of Economics and
CEPREMAP.} \and Johannes Pfeifer\thanks{Universität der Bundeswehr München. E-mail: \href{mailto:johannes.pfeifer@unibw.de}{\texttt{johannes.pfeifer@unibw.de}}.}}
CEPREMAP.} \and Johannes Pfeifer\thanks{University of the Bundeswehr Munich. E-mail: \href{mailto:johannes.pfeifer@unibw.de}{\texttt{johannes.pfeifer@unibw.de}}.}}
\date{First version: September 2007 \hspace{1cm} This version: May 2017}
\maketitle

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doc/manual/source/index.rst
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@ -9,7 +9,7 @@ Currently the development team of Dynare is composed of:
* Frédéric Karamé (Le Mans Université, Gains and CEPREMAP)
* Junior Maih (Norges Bank)
* Willi Mutschler (University of Tübingen)
* Johannes Pfeifer (Universität der Bundeswehr München)
* Johannes Pfeifer (University of the Bundeswehr Munich)
* Marco Ratto (European Commission, Joint Research Centre - JRC)
* Normann Rion (CY Cergy Paris Université and CEPREMAP)
* Sébastien Villemot (CEPREMAP)

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doc/manual/source/time-series.rst
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@ -3189,7 +3189,7 @@ X-13 ARIMA-SEATS interface
ts = dseries(y,'1949M1');
o = x13(ts);
o.transform('function','auto');
o.transform('function','auto','savelog','atr');
o.automdl('savelog','all');
o.x11('save','(d11 d10)');
o.run();
@ -3203,9 +3203,11 @@ X-13 ARIMA-SEATS interface
The above example shows how to remove a seasonal pattern from a time series.
``o.transform('function','auto')`` instructs the subsequent ``o.automdl()`` command
to check whether an additional or a multiplicative pattern fits the data better (the latter is
the case in the current example). The ``o.automdl('savelog','all')`` automatically selects a fitting
``o.transform('function','auto','savelog','atr')`` instructs the subsequent
``o.automdl()`` command to check whether an additional or a multiplicative
pattern fits the data better and to save the result. The result is saved in
`o.results.autotransform`, which in the present example indicates that a
log transformation, i.e. a multiplicative model was preferred. The ``o.automdl('savelog','all')`` automatically selects a fitting
ARIMA model and saves all relevant output to the .log-file. The ``o.x11('save','(d11, d10)')`` instructs
``x11`` to save both the final seasonally adjusted series ``d11`` and the final seasonal factor ``d10``
into ``dseries`` with the respective names in the output structure ``o.results``. ``o.clean()`` removes the

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matlab/modules/dseries

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