doc: dseries and reporting presentation (draft)
Houtan Bastani
parent
75291659ec
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32f7f211d7
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@ -181,6 +181,7 @@ AC_CONFIG_FILES([Makefile
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doc/parallel/Makefile
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doc/internals/Makefile
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doc/gsa/Makefile
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doc/dseries-and-reporting/Makefile
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tests/Makefile
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matlab/dynare_version.m
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windows/dynare-version.nsi
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@ -1,4 +1,4 @@
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SUBDIRS = preprocessor macroprocessor userguide parallel internals gsa
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SUBDIRS = preprocessor macroprocessor userguide parallel internals gsa dseries-and-reporting
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info_TEXINFOS = dynare.texi
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@ -0,0 +1,16 @@
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if HAVE_PDFLATEX
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if HAVE_BEAMER
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pdf-local: dseriesReporting.pdf
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endif
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endif
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SRC = dseriesReporting.tex
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EXTRA_DIST = $(SRC)
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dseriesReporting.pdf: $(SRC)
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$(PDFLATEX) dseriesReporting
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$(PDFLATEX) dseriesReporting
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clean-local:
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rm -f dseriesReporting.pdf *.toc *.aux *.log *.nav *.snm *.vrb *.out *~
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@ -0,0 +1,260 @@
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\documentclass[10pt]{beamer}
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\usepackage[utf8]{inputenc}
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\usepackage{color}
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\usepackage{amsmath}
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\usepackage{epsf}
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\usepackage{graphicx}
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\usepackage{wasysym}
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\usepackage{tikz}
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\usetikzlibrary{positioning,shapes,shadows,arrows}
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\definecolor{links}{HTML}{0000CC}
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\hypersetup{colorlinks,linkcolor=,urlcolor=links}
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\mode<handout>
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{
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\usepackage{pgfpages}
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\pgfpagesuselayout{4 on 1}[a4paper,border shrink=3mm,landscape]
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\usetheme{CambridgeUS}
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\usecolortheme{lily}
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}
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\mode<beamer>
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{
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\usetheme{CambridgeUS}
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}
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\title{Dynare Time Series \& Reporting}
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\author{Houtan Bastani}
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\institute{CEPREMAP}
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\date{13 June 2014}
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\AtBeginSection[]
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{
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\begin{frame}
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\frametitle{Outline}
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\tableofcontents[currentsection]
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\end{frame}
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}
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\setbeamerfont{frametitle}{family=\rmfamily,series=\bfseries,size={\fontsize{10}{10}}}
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\setbeamertemplate{frametitle continuation}[from second]
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\tikzstyle{abstract}=[rectangle, rounded corners, draw=black, anchor=north, fill=blue!10, text centered, minimum height={height("Gp")+2pt}, minimum width=3cm, font=\footnotesize]
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\begin{document}
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\begin{frame}
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\titlepage
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\end{frame}
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\begin{frame}[t]
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\frametitle{Outline}
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\tableofcontents
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\end{frame}
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%
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% DSERIES
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%
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\section{Time Series}
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\subsection{Overview}
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\begin{frame}[fragile,t]
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\frametitle{Overview}
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\begin{itemize}
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\item Provide support for time series in Dynare
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\item Introduced in Dynare 4.4
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\item Currently only used for reporting.
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\item Use will increase with time (\textit{e.g.,} to be included in new estimation code)
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\end{itemize}
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\end{frame}
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\subsection{Syntax}
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\begin{frame}[fragile,t]
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\frametitle{Syntax}
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\begin{itemize}
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\item Two components of a time series:
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\begin{itemize}
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\item A time component. In Dynare: \texttt{dates}
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\item A data component mapped to time. In Dynare: \texttt{dseries}
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\end{itemize}
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\end{itemize}
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\end{frame}
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\subsubsection{\texttt{dates} Syntax}
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\begin{frame}[fragile,t]
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\frametitle{\texttt{dates} Syntax}
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\begin{itemize}
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\item The \texttt{dates} command creates an object that represents at least one date at a given frequency
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\begin{itemize}
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\item Yearly: \texttt{`Y', `y', 1}
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\item Quarterly: \texttt{`Q', `q', 4}
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\item Monthly: \texttt{`M', `m', 12}
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\item Weekly: \texttt{`W', `w', 52}
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\end{itemize}
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\item It has two slightly different syntaxes
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\begin{itemize}
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\item One for inclusion in \texttt{.m} files
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\item One for inclusion in \texttt{.mod} files (simplified, taking advantage of the preprocessor)
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\end{itemize}
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\item Minimal restrictions on dates. Can be
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\begin{itemize}
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\item Negative
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\item Empty
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\item Noncontiguous
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\end{itemize}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Creating a new \texttt{dates} object}
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\begin{itemize}
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\item A single date:
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\begin{itemize}
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\item In a \texttt{.m} file: \texttt{t = dates(`1999y');}
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\item In a \texttt{.mod} file: \texttt{t = 1999y;}
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\end{itemize}
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\item A date range:
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\begin{itemize}
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\item In a \texttt{.m} file: \texttt{t = dates(`1999y'):dates(`2020y');}
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\item In a \texttt{.mod} file: \texttt{t = 1999y:2020y;}
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\end{itemize}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Modifying \texttt{dates}}
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\begin{itemize}
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\item \texttt{append}: appends a date to the date
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\begin{itemize}
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\item \texttt{t.append(dates(`2021y'));}
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\end{itemize}
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\item \texttt{pop}:
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\item \texttt{sort}:
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Getting info about \texttt{dates}}
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\begin{itemize}
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\item \texttt{double}: returns a floating point representation of the date
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\begin{itemize}
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\item \texttt{t.double;}
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\end{itemize}
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\item \texttt{freq}: returns the frequency
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\begin{itemize}
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\item \texttt{t.freq;}
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\end{itemize}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Comparing \texttt{dates}}
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\begin{itemize}
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\item
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\end{itemize}
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\end{frame}
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\subsubsection{\texttt{dseries} Syntax}
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\subsection{Examples}
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%
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% REPORTING
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%
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\section{Reporting}
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\subsection{Overview}
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\begin{frame}
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\frametitle{Overview}
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\begin{itemize}
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\item Introduced in Dynare 4.4
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\item Introduce reporting functionality to Dynare
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\begin{itemize}
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\item Input: \texttt{dseries}
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\item Output: \LaTeX\ report \& compiled \texttt{.pdf}
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\end{itemize}
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\item Graphs and Tables are modular
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\begin{itemize}
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\item Can easily be included in another document
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\end{itemize}
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\item Graphs are produced in Ti$k$Z
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\begin{itemize}
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\item Scales well
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\item Formating follows that of enclosing document
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\end{itemize}
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\item Works with Matlab \& Octave
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\item Works approximately 5 times faster than Iris reporting
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\end{itemize}
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\end{frame}
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\begin{frame}
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\frametitle{Reporting Class Hierarchy}
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\centering {
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\begin{tikzpicture}[
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node distance = .45cm,
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auto,
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line/.style={->, >=stealth'},
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]
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\node (Report) [abstract, rectangle split, rectangle split parts=2]
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{
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\textbf{Report}
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\nodepart{second}\texttt{report(...);}
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};
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\node (Page) [abstract, rectangle split, rectangle split parts=2, below=of Report]
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{
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\textbf{Page}
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\nodepart{second}\texttt{addPage(...);}
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};
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\node (Section) [abstract, rectangle split, rectangle split parts=2, below=of Page]
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{
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\textbf{Section}
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\nodepart{second}\texttt{addSection(...);}
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};
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\node (Vspace) [abstract, rectangle split, rectangle split parts=2, below=of Section]
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{
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\textbf{Vspace}
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\nodepart{second}\texttt{addVspace(...);}
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};
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\node (Graph) [abstract, rectangle split, rectangle split parts=2, left=of Vspace]
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{
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\textbf{Graph}
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\nodepart{second}\texttt{addGraph(...);}
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};
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\node (Table) [abstract, rectangle split, rectangle split parts=2, right=of Vspace, text height=]
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{
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\textbf{Table}
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\nodepart{second}\texttt{addTable(...);}
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};
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\node (Series) [abstract, rectangle split, rectangle split parts=2, below=of Vspace]
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{
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\textbf{Series}
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\nodepart{second}\texttt{addSeries(...);}
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};
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\draw [line] (Series) to node { } (Table);
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\draw [line] (Series) to node { } (Graph);
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\draw [line] (Table) to node { } (Section);
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\draw [line] (Graph) to node { } (Section);
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\draw [line] (Vspace) to node { } (Section);
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\draw [line] (Section) to node { } (Page);
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\draw [line] (Page) to node { } (Report);
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\end{tikzpicture}
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}
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\end{frame}
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\subsection{Syntax}
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\subsection{Examples}
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\end{document}
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