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Introduce new syntax for shifting backward or forward a dynSeries object. 

Suppose that ts is a dynSeries object and let

t = dynTimeIndex();

Then

us = ts.lag();  <=>  us = ts(t-1);

us = ts.lag(2);  <=>  us = ts(t-2);

us = ts.lead();  <=>  us = ts(t+1);

Added corresponding unitary test.
time-shift
Stéphane Adjemian (Charybdis) 2013-09-05 17:46:04 +02:00
parent fecb61421f
commit f4c01a43bc
1 changed files with 33 additions and 0 deletions
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33
matlab/@dynSeries/subsref.m
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@ -151,6 +151,17 @@ switch S(1).type
else
error(['dynSeries::subsref: dynSeries object ''' inputname(1) ''' is not empty!'])
end
elseif isa(S(1).subs{1},'dynTimeIndex')
% shift backward/forward (lag/lead) dynSeries object
shift = S(1).subs{1}.index;
if shift>0
B = feval('lead',A,shift);
elseif shift<0
B = feval('lag',A,-shift);
else
% Do nothing.
B = A;
end
elseif isa(S(1).subs{1},'dynDates')
% Extract a subsample using a dynDates object
[junk,tdx] = intersect(A.time.time,S(1).subs{1}.time,'rows');
@ -532,3 +543,25 @@ end
%$
%$ T = all(t);
%@eof:12
%@test:13
%$ try
%$ data = transpose(0:1:50);
%$ ts = dynSeries(data,'1950Q1');
%$ a = ts.lag;
%$ b = ts.lead;
%$ tt = dynTimeIndex();
%$ c = ts(tt-1);
%$ d = ts(tt+1);
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)>1
%$ t(2) = (a==c);
%$ t(3) = (b==d);
%$ end
%$
%$ T = all(t);
%@eof:13