function us = lag(ts,p) % --*-- Unitary tests --*-- %@info: %! @deftypefn {Function File} {@var{us} =} lag (@var{ts}) %! @anchor{lag} %! @sp 1 %! Computes lagged time series. %! @sp 2 %! @strong{Inputs} %! @sp 1 %! @table @var %! @item ts %! Dynare time series object, instantiated by @ref{dseries} %! @end table %! @sp 2 %! @strong{Outputs} %! @sp 1 %! @table @var %! @item us %! Dynare time series object with transformed data field. %! @end table %! @end deftypefn %@eod: % Copyright (C) 2013 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 . % Set default number of lags if nargin<2 p = 1; end if p<=0 error('dseries::lag: Second input argument must be strictly positive! Use lead method instead.') end % Copy of ts dseries object us = ts; % Update data member us.data = [NaN(p,ts.vobs); ts.data(1:end-p,:)]; for i=1:ts.vobs us.name(i) = {[ 'lag(' ts.name{i} ',' int2str(p) ')']}; us.tex(i) = {[ ts.tex{i} '_{-' int2str(p) '}']}; end %@test:1 %$ t = zeros(4,1); %$ %$ try %$ data = transpose(0:1:50); %$ ts = dseries(data,'1950Q1'); %$ a = ts.lag; %$ b = ts.lag.lag; %$ c = lag(ts,2); %$ t(1) = 1; %$ catch %$ t = 0; %$ end %$ %$ if length(t)>1 %$ DATA = [NaN(1,ts.vobs); transpose(0:1:49)]; %$ t(2) = dyn_assert(a.data,DATA,1e-15); %$ DATA = [NaN(2,ts.vobs); transpose(0:1:48)]; %$ t(3) = dyn_assert(b.data,DATA,1e-15); %$ t(4) = dyn_assert(b.data,c.data,1e-15); %$ end %$ %$ T = all(t); %@eof:1