08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
...
So that the following is possible
y = dseries([0],'1990Q1','y');
e = dseries(randn(1000,1),'1990Q1','e');
from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2
Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4
Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.
2014-06-12 15:24:00 +02:00
02d410fe08
update README to include homebrew science installation instructions
2014-06-12 14:59:16 +02:00
b84cb284d3
Fix texinfo issue.
2014-06-12 11:47:02 +02:00
f1fba4cd9e
doc: dseries/reporting: rework hierarchy graph
2014-06-12 10:18:13 +02:00
19e0d66a71
doc: dseries/reporting: update example
2014-06-12 09:51:57 +02:00
06db2cf4c8
tests: modify reporting test to account for support for empty dseries + horzcat
2014-06-12 09:51:13 +02:00
27cc7b71b3
reporting: add new test
2014-06-11 12:32:00 +02:00
3ed5659f35
Updated manual to reflect changes introduced in c6d93d686a20be61a487e3c3a80774477591f846.
2014-06-11 12:22:35 +02:00
bd26b78016
Updated manual (reflecting changes introduced in ab4792f5ab2fdd3c9ce3f09d29ee31c98519ba73).
2014-06-11 12:22:35 +02:00
955dcab449
Removed init and freq members from dseries class (redundant informations).
...
The frequency and initial date can still be accessed with the usual syntax:
ts.freq
ts.init
It is also possible to get the last date:
ts.last
Added new methods frequency, firstdate and lastdate as alias for ts.dates.freq, ts.dates(1) and ts.dates(end)
2014-06-11 12:22:35 +02:00
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
3606cbc8ed
Added new syntax to remove variables from a dseries object.
...
If ts is a dseries object, then
ts{'Variable_1','Variable_2'} = [];
or
ts{'Variable_@1,2@} = [];
will remove Variable_1 and Variable_2 from ts (if they exist).
2014-06-11 12:22:34 +02:00
ff27824b29
Fixed bug related to the initialization of the dseries and dates object (test that the input argument is a string).
2014-06-11 12:22:34 +02:00
f0a3d6ad44
Added @dseries/remove method.
2014-06-11 12:22:34 +02:00
d5066e9a44
Added unitary test.
2014-06-11 12:22:34 +02:00
353bab2117
Fixes issue #652 .
2014-06-11 12:22:34 +02:00
2e280ecdcd
Added dseries/end method.
...
Allows the following syntax to extract variables from a
dseries object ts:
us = ts{2:end};
2014-06-11 12:22:34 +02:00
aa14faf508
Removed the possibility to extract subsamples from a dseries object with a vector of integers.
...
If ts is a dates object with 100 observations (ts.nobs=100), the
following syntax for selecting the last 90 observations *is not legal*:
ts(11:end)
ts has to be indexed instead with dates objects, as in the following example:
ts(d1:d2)
where d1 and d2 are dates objects. To select the 90 last observations,
if the last date is unknown, the following syntax can be used:
ts(ts.dates(11:end))
2014-06-11 12:22:34 +02:00
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
64bdbb525b
Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.
2014-06-11 12:22:34 +02:00
d60565bfc4
Fixed bug in @dates/colon (last years were wrong if r>0).
2014-06-11 12:22:34 +02:00
7a96533339
Allow empty dseries objects in @dseries/horzcat method. Added unitary test.
2014-06-11 12:22:33 +02:00
ba726db417
Fixed bug in @dates/colon methood (wrong offset if r>0).
2014-06-11 12:22:33 +02:00
3ae2874fd0
Cosmetic changes (error messages).
2014-06-11 12:22:33 +02:00
34e9f0dc14
Allow dates objects as first and third arguments (initial and terminal dates).
2014-06-11 12:22:33 +02:00
ac05826ef0
Test that the names of the variables contained in the dseries objects are different.
2014-06-11 12:22:33 +02:00
1ed0ccff6f
Test that dseries are not empty.
2014-06-11 12:22:33 +02:00
03250208c0
Test that each dseries object contains only one variable.
2014-06-11 12:22:33 +02:00
0096611b06
Added the possibility to use parameters in a from-to-do statement.
2014-06-11 12:22:33 +02:00
95d613c53d
Cosmetic change.
2014-06-11 12:22:33 +02:00
14819abb5f
Added specialized code for static models.
2014-06-11 12:22:33 +02:00
65968bb134
Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models).
2014-06-11 12:22:32 +02:00
f8203911c8
Added two columns to leadlagtable cell array (vectors of lag/lead orders).
2014-06-11 12:22:32 +02:00
b858aed1c0
Various optimizations and cosmetic changes.
2014-06-11 12:22:32 +02:00
35645540e5
Bug fix. Wrong number of lines for time member if n<freq.
2014-06-11 12:22:32 +02:00
adda8b6b09
Another speed improvement for @dates/colon method (vectorized code, removed loop around add_periods_to_date routine).
2014-06-11 12:22:32 +02:00
8587674317
Removed call to ismember. Test if to_id or do_id are empty instead.
2014-06-11 12:22:32 +02:00
cf43c90347
Improve speed of @dates/colon method (added specialized version of add_periods_to_array_of_dates -> add_periods_to_date).
2014-06-11 12:22:32 +02:00
cf86c8f721
Improve speed of comparison methods (lt, gt, le and ge) for @dates class.
2014-06-11 12:22:32 +02:00
84caf6d35f
Improve speed of @dates/colon method.
2014-06-11 12:22:32 +02:00
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
...
dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
e4238dd7e4
Exclude from versioning the mat files generated for the initialization of dseries and dates objects.
2014-06-11 12:22:31 +02:00
0206792c12
Save empty dates and dseries objects on disk (in dynareroot), to reduce the time needed to instantiate new objects.
2014-06-11 12:22:31 +02:00
f5e2fda22a
Code optimization. Removed manipulations of dseries objects in the
...
main loop.
2014-06-11 12:22:31 +02:00
6dc0748de5
Added tests on the recursive expression to be evaluated (the endogeous variable
...
canot depend on its current level or its future level).
2014-06-11 12:22:31 +02:00
507b56a055
Added lead/lag incidence table. Also check that the ranges of the
...
dseries objects appearing in the recursive expression are compatible
with the range of the loop.
2014-06-11 12:22:31 +02:00
59a787f47f
Check that the initial and terminal dates are in the ranges of the
...
dseries objects involved in the recursive expression.
2014-06-11 12:22:31 +02:00
61d6276d47
Added comments.
2014-06-11 12:22:31 +02:00
e16e05a50d
Removed the loop for building the recursive expression to be evaluated.
2014-06-11 12:22:31 +02:00
4da4623c94
Fixed typo in comments.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot