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doc: adl and diff

time-shift
Houtan Bastani 2017-07-07 15:31:00 +02:00
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doc/dynare.texi
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@ -1698,6 +1698,34 @@ associated @ref{var_model} command from whence we seek the forcest.
@end deffn
@anchor{adl}
@deffn Operator ADL (@var{MODEL_EXPRESSION}, @var{STRING})
@deffnx Operator ADL (@var{MODEL_EXPRESSION}, @var{STRING}, @var{INTEGER})
@deffnx Operator ADL (@var{MODEL_EXPRESSION}, @var{STRING}, @var{INTEGER_VECTOR})
This operator provides the autoregressive distributed lags of the
@var{MODEL_EXPRESSION} passed. The @var{STRING} argument is the basename to be
used for the parameters that multiply the lags. If no third argument is passed,
then only one lag is created. If an @var{INTEGER} argument is passed, then lags
are created from @math{1} to the passed @var{INTEGER} value. If an
@var{INTEGER_VECTOR} is passed, then lags are created only for the values
contained in the vector. So, for example, @code{adl(x, 'px', 2)} will be
expanded to @code{px_lag_1*x(-1) + px_lag_2*x(-2)}. Another example:
@code{adl(x, 'px', [2 4])} will be expanded to
@code{px_lag_2*x(-2) + px_lag_4*x(-4)}.
@end deffn
@anchor{diff}
@deffn Operator DIFF (@var{MODEL_EXPRESSION})
The difference operator. Expands to be the difference of the given
@var{MODEL_EXPRESSION} at time @math{t} and @math{t-1}. For example,
@code{diff(x)} is expanded to @code{x-x(-1)}.
@end deffn
@node Functions
@subsection Functions