added geometric average.
Set neutral type names, replacing stock/flow/deflator.time-shift
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d35ee4b58e
commit
e7442bcf78
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@ -7,9 +7,10 @@ function [ya, yass, gya, gyass] = quarterly2annual(y,yss,GYTREND0,type,islog)
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% y quarterly time series
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% yss steady state of y
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% GYTREND0 growth rate of y
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% type 1 flow (default)
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% 2 deflator
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% 0 stock
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% type 1 sum (default)
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% 2 average
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% 3 last period (Q4)
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% 4 geometric average
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% islog 0 level (default)
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% 1 log-level
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%
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@ -62,6 +63,10 @@ switch type
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case 3
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yass=yss;
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tmp = y;
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case 4
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yass = yss*(exp(-GYTREND0*3/2));
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tmp = (lagged(y+yss,3)*exp(-GYTREND0*3).*lagged(y+yss,2)*exp(-GYTREND0*2).*lagged(y+yss,1)*exp(-GYTREND0).*(y+yss)).^(1/4); % annualized level
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tmp = tmp - yass;
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otherwise
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error('Wrong type input')
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end
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