function [Yvec, Xmat, constrained] = put_in_sur_form(Y, X) %function [Yvec, Xmat, constrained] = put_in_sur_form(Y, X) % % INPUTS % Y [cell array] dependent variables % X [cell array] regressors % % OUTPUTS % Yvec [vector] dependent variables % Xmat [matrix] regressors % constrained [cellstr] names of parameters that were constrained % % SPECIAL REQUIREMENTS % none % Copyright (C) 2019 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . %% Check inputs if nargin ~= 2 error('put_in_sur_form expects 2 arguments'); end if isempty(Y) || ~iscell(Y) || isempty(X) || ~iscell(X) || length(Y) ~= length(X) error('put_in_sur_form arguments should be cells of the same size'); end %% Organize output neqs = length(Y); nobs = zeros(neqs, 1); for i = 1:neqs if ~isempty(X{i}) % X{i} is empty for AR(1) equations assert(size(X{i}, 1) == size(Y{i}, 1), 'Y{i} and X{i} must have the same nuber of observations'); end nobs(i) = size(X{i}, 1); end nrows = sum(nobs); Xmat = dseries([X{1}.data; zeros(nrows-nobs(1), size(X{1}, 2))], X{1}.firstdate, X{1}.name); Yvec = Y{1}; constrained = {}; for i = 2:neqs if isempty(X{i}) data = [Xmat.data;zeros(size(Y{i},1), size(Xmat.data, 2))]; Xmat = dseries(data, X{1}.firstdate, Xmat.name); else to_remove = []; nr = sum(nobs(1:i-1)); nxcol = size(X{i}, 2); Xtmp = dseries([zeros(nr, nxcol); X{i}.data; zeros(nrows-nr-nobs(i), nxcol)], X{1}.firstdate, X{i}.name); for j = 1:length(X{i}.name) idx = find(strcmp(Xmat.name, X{i}.name{j})); if ~isempty(idx) Xmat.(Xmat.name{idx}) = Xmat{idx} + Xtmp{j}; to_remove = [to_remove j]; constrained{end+1} = Xmat.name{idx}; end end for j = length(to_remove):-1:1 Xtmp = Xtmp.remove(Xtmp.name{j}); end if ~isempty(Xtmp) Xmat = [Xmat Xtmp]; end end Yvec = dseries([Yvec.data; Y{i}.data], Yvec.firstdate); end end