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Added two columns to leadlagtable cell array (vectors of lag/lead orders).

time-shift
Stéphane Adjemian (Charybdis) 2014-05-15 15:37:14 +02:00
parent b858aed1c0
commit f8203911c8
1 changed files with 19 additions and 5 deletions
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24
matlab/utilities/dseries/from.m
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@ -70,7 +70,12 @@ variables = unique(regexpi(EXPRESSION, '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)','mat
% Column 2: Maximum lag order.
% Column 3: Equal to 1 if the variable appears at the current period, 0 otherwise.
% Column 4: Maximum lead order.
leadlagtable = cell(0,4);
% Column 5: Vector of effective lag orders.
% Column 6: Vector of effective lead orders.
%
% Initialization.
leadlagtable = cell(0,6);
% Loop over the variables (dseries objects).
for i=1:length(variables)
current = ~isempty(regexpi(variables{i},'\(t\)'));
lag = ~isempty(regexpi(variables{i},'\(t\-\d\)'));
@ -87,35 +92,44 @@ for i=1:length(variables)
end
if lag
tmp = regexpi(index,'\d','match');
leadlagtable(1,2) = {str2num(tmp{1})};
leadlagtable(1,2) = {str2double(tmp{1})};
leadlagtable(1,5) = {str2double(tmp{1})};
else
leadlagtable(1,2) = {0};
leadlagtable(1,5) = {[]};
end
if lead
tmp = regexpi(index,'\d','match');
leadlagtable(1,4) = {str2num(tmp{1})};
leadlagtable(1,4) = {str2double(tmp{1})};
leadlagtable(1,6) = {str2double(tmp{1})};
else
leadlagtable(1,4) = {0};
leadlagtable(1,6) = {[]};
end
else
linea = strmatch(variables{i},leadlagtable(:,1));
if isempty(linea)
% This is a new variable!
linea = size(leadlagtable,1)+1;
leadlagtable(linea,1) = {variables{i}};
leadlagtable(linea,2) = {0};
leadlagtable(linea,3) = {0};
leadlagtable(linea,4) = {0};
leadlagtable(linea,5) = {[]};
leadlagtable(linea,6) = {[]};
end
if current
leadlagtable(linea,3) = {1};
end
if lag
tmp = regexpi(index,'\d','match');
leadlagtable(linea,2) = {max(str2num(tmp{1}),leadlagtable{linea,2})};
leadlagtable(linea,2) = {max(str2double(tmp{1}),leadlagtable{linea,2})};
leadlagtable(linea,5) = {sortrows([leadlagtable{linea,5}; str2double(tmp{1})])};
end
if lead
tmp = regexpi(index,'\d','match');
leadlagtable(linea,4) = {max(str2num(tmp{1}),leadlagtable{linea,4})};
leadlagtable(linea,4) = {max(str2double(tmp{1}),leadlagtable{linea,4})};
leadlagtable(linea,6) = {sortrows([leadlagtable{linea,6}; str2double(tmp{1})])};
end
end
end