stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Added chain method in dseries class.

time-shift
Stéphane Adjemian (Scylla) 2014-02-01 11:15:16 +01:00
parent 9d36a326f1
commit 90b47d2704
1 changed files with 62 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

62
matlab/@dseries/chain.m Normal file
View File

@ -0,0 +1,62 @@
function vs = chain(ts,us)
% Copyright (C) 2014 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ts.vobs-us.vobs
error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have the same number of variables!'])
end
if ts.freq-us.freq
error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have common frequencies!'])
end
if ts.dates(end)<us.dates(1)
error(['dseries::chain: The last date in ' inputname(1) ' (' date2string(ts.dates(end)) ') must not preceed the first date in ' inputname(2) ' (' date2string(us.dates(1)) ')!'])
end
tdx = find(sum(bsxfun(@eq,us.dates.time,ts.dates.time(end,:)),2)==2);
GrowthFactor = us.data(tdx+1:end,:)./us.data(tdx:end-1,:);
CumulatedGrowthFactors = cumprod(GrowthFactor);
vs = ts;
vs.data = [vs.data; bsxfun(@times,CumulatedGrowthFactors,vs.data(end,:))];
vs.nobs = rows(vs.data);
vs.dates = vs.init:(vs.init+vs.nobs);
%@test:1
%$ try
%$ ts = dseries([1; 2; 3; 4],dates('1950Q1')) ;
%$ us = dseries([3; 4; 5; 6],dates('1950Q3')) ;
%$ vs = chain(ts,us);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ t(2) = dyn_assert(vs.freq,4);
%$ t(3) = dyn_assert(vs.init.freq,4);
%$ t(4) = dyn_assert(vs.init.time,[1950, 1]);
%$ t(5) = dyn_assert(ts.vobs,1);
%$ t(6) = dyn_assert(vs.nobs,6);
%$ t(7) = isequal(vs.data,transpose(1:6));
%$ end
%$
%$ T = all(t);
%@eof:1