doc: some changes to dseries portion of slides, following Stéphane’s slides
Houtan Bastani
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da69fe91ab
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799ce399f5
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@ -359,6 +359,34 @@ would be transformed into
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\begin{frame}[fragile,t]
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\frametitle{Misc \texttt{dates} operations}
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\begin{itemize}
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\myitem Can index a \texttt{dates} object.
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\begin{alltt}
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>> a = dates(`2000y'):dates(`2009y');
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>> a(1)
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ans = <dates: 2000Y>
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>> a(1:3)
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ans = <dates: 2000Y, 2001Y, 2002Y>
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>> a([1,4,5])
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ans = <dates: 2000Y, 2003Y, 2004Y>
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\end{alltt}
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\myitem{\textbf{\texttt{pop()}}}: Remove last element
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\begin{alltt}
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>> a.pop()
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ans = <dates: 2000Y, 2001Y, ..., 2007Y, 2008Y>
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\end{alltt}
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\myitem{\textbf{\texttt{char()}}}: Return string representation
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\begin{alltt}
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>> a(1).char()
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ans = 2000Y
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\end{alltt}
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\myitem More in the Dynare manual
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\end{itemize}
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\end{frame}
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%
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% DSERIES
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%
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@ -366,36 +394,173 @@ would be transformed into
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\begin{frame}[fragile,t]
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\frametitle{\texttt{dseries} Syntax}
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\begin{itemize}
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\myitem A \texttt{dseries} is composed of one or more individual series
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\myitem All time series in a dseries must have the same frequency
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\myitem A \texttt{dseries} runs from the earliest date to the latest date, with \texttt{NaN}'s inserted to pad the shorter series
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\myitem A \texttt{dseries} is composed of one or more individual time series
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\myitem All time series in a \texttt{dseries} must have the same frequency
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\myitem A \texttt{dseries} runs from the earliest date to the latest date,
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with \texttt{NaN}'s inserted to pad the shorter series
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\myitem A \texttt{dseries} object contains 3 members:
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\begin{itemize}
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\myitem{\textbf{\texttt{data}}}: The data points
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\myitem{\textbf{\texttt{dates}}}: The \texttt{dates} of the sample
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\myitem{\textbf{\texttt{name}}}: Names of the variables
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\myitem{\textbf{\texttt{nobs}}}: The number of observations
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\myitem{\textbf{\texttt{vobs}}}: The number of variables
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\myitem{\textbf{\texttt{tex}}}: \LaTeX\ names of the variables
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\end{itemize}
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\myitem \texttt{dseries} members cannot be modified
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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{dseries} object}
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\frametitle{Creating a new \texttt{dseries} object (1/2)}
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Load data directly
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\begin{itemize}
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\myitem Load series from data file (\texttt{.csv, .xls}). Dates in first column, optional variable names in first row
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\begin{itemize}
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\myitem \texttt{ts=dseries(`data.csv');}
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\end{itemize}
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\myitem Load series from a Matlab/Octave file (\texttt{.m, .mat}). Must define the variables \texttt{INIT\_\_}, \texttt{NAMES\_\_}, and, optionally, \texttt{TEX\_\_}.
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\begin{itemize}
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\myitem \texttt{ts=dseries(`data.m');}
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\end{itemize}
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\myitem Load data directly. Here: one variable, `MyVar1', with three annual observations starting in 1999. Only first argument is required.
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\begin{itemize}
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\myitem \texttt{ts=dseries([1;2;3], `1999y', \{`MyVar1'\}, \{`MyVar\_1'\});}
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\end{itemize}
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\myitem Create an empty time series. Usefull for programatically creating a series.
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\begin{itemize}
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\myitem \texttt{ts=dseries();}
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\myitem \texttt{ts=dseries(dates(`1999y'));}
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\end{itemize}
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\myitem Syntax:
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\begin{alltt}
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ts = dseries(DATA, INITIAL_PERIOD, NAMES, TEX_NAMES)
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\end{alltt}
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\myitem \textit{e.g.,} 2 variables, `MyVar1' and `MyVar2', with
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3 annual observations starting in 1999:
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\small{
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\begin{alltt}
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>> ts = dseries([1 2;3 4;5 6], `1999y', ...
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\{`MyVar1', `MyVar2'\}, \{`MyVar\_1', 'MyVar\_2'\});
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ts is a dseries object:
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| MyVar1 | MyVar2
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1999Y | 1 | 2
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2000Y | 3 | 4
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2001Y | 5 | 6
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\end{alltt}}
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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{dseries} object (2/2)}
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Load series from CSV/spreadsheet (\texttt{.csv, .xls}) or Matlab file (\texttt{.m, .mat})
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\begin{itemize}
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\myitem Syntax:
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\begin{alltt}
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>> ts = dseries(FILENAME);
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\end{alltt}
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\myitem File format (\texttt{.csv, .xls}): dates in first column (using the standard format:
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199Q1 for quarterly data, 1990Y for annual data, \dots) and (optional)
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variable names in the first row
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\myitem File format (\texttt{.m, .mat}): must define the variables \texttt{INIT\_\_},
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\texttt{NAMES\_\_}, and, optionally, \texttt{TEX\_\_}. More info in the
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manual. Data are vectors.
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\begin{alltt}
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INIT__ = `1999q1’;
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NAMES__ = \{`cons'\};
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cons = randn(100,1);
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\end{alltt}
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\end{itemize}
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Create an empty time series. Usefull for programatically creating a series.
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\begin{itemize}
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\myitem \texttt{ts=dseries();}
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\myitem \texttt{ts=dseries(dates(`1999y'));}
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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 subsamples from a \texttt{dseries}}
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\begin{itemize}
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\myitem Let \texttt{ts} be a \texttt{dseries} with $N$ variables and 5
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observations from \texttt{2000Y} to \texttt{2004Y}
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\myitem To obtain a subsample from \texttt{2001Y} to \texttt{2003Y}
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\begin{alltt}
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ts(2001Y:2003Y)
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\end{alltt}
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\myitem Can also use integer indices
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\begin{alltt}
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start = find(ts.dates==2001Y);
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ts(start:end);
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\end{alltt}
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\myitem NB: Integer indices cannot be used to extract a single observation
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because of lag/lead notation (see below)
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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{Extracting variables from a \texttt{dseries}}
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\begin{itemize}
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\myitem Let
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\begin{alltt}
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>> ts = dseries(randn(5,6), `2000q1', ...
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\{`GDP_US', `GDP_FR', `GDP_JA', ...
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`CPI_US', `CPI_FR', `CPI_JA'\});
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\end{alltt}
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\myitem We can extract one variable using syntax like
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\begin{alltt}
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>> ts.GDP_US
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\end{alltt}
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\myitem To get all the \texttt{GDP} variables
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\begin{alltt}
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>> ts\{`GDP_US', `GDP_FR', `GDP_JA'\}
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\end{alltt}
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\myitem A shorter way to do the same thing
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\begin{alltt}
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>> ts\{`GDP_@US,FR,JA@'\}
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\end{alltt}
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\myitem To get \texttt{GDP} \& \texttt{CPI} (NB: max 2 implicit loops)
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\begin{alltt}
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>> ts\{`@GDP,CPI@_@US,FR,JA@'\}
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\end{alltt}
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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{Applying methods to \texttt{dseries}}
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\begin{itemize}
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\myitem Suppose \texttt{ts} is as above. Then, to apply a method
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(\textit{e.g.,} \texttt{log()}) to \texttt{GDP}:
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\begin{alltt}
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ts\{`GDP_@US,FR,JA@'\}=ts\{`GDP_@US,FR,JA@'\}.log()
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\end{alltt}
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\myitem To apply a method to a subsample of all the variables:
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\begin{alltt}
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ts(2000Q2:2000Q4) = ts(2000Q2:2000Q4).log()
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\end{alltt}
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\myitem To apply a method to a subsample of some of the variables:
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\begin{alltt}
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ts(2000Q2:2000Q4)\{`GDP_@US,FR,JA@'\} = ...
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ts(2000Q2:2000Q4)\{`GDP_@US,FR,JA@'\}.log()
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\end{alltt}
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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{Merging \texttt{dseries}}
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\begin{itemize}
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\myitem Suppose that \verb+ts+ and \verb+ds+ are two \texttt{dseries} objects
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with the same variables observed on different time ranges. These
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\texttt{dseries} objects can be merged using the following syntax:
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\begin{verbatim}
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vs = [ts; ds];
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\end{verbatim}
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\myitem Suppose that \verb+ts+ and \verb+ds+ are two \texttt{dseries} objects
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with different variables observed on the same or different time ranges. These
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\texttt{dseries} objects can be merged using the following syntax:
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\begin{verbatim}
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vs = [ts, ds];
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\end{verbatim}
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If \verb+ts+ and \verb+ds+ are not defined over the same time range,
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the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
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\verb+ds.dates+, \verb+NaN+s will be added for the missing observations.
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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{Referencing data from a \texttt{dseries}}
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@ -570,7 +735,7 @@ would be transformed into
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\begin{frame}
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\frametitle{Overview}
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\begin{itemize}
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\myitem Introduced in Dynare 4.4
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\myitem Beta version in Dynare 4.4. Mature version ready in Dynare 4.5
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\myitem Introduce reporting functionality to Dynare
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\begin{itemize}
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\myitem Input: \texttt{dseries}
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