function us = qgrowth(ts) % --*-- Unitary tests --*-- %@info: %! @deftypefn {Function File} {@var{us} =} qgrowth (@var{ts}) %! @anchor{qgrowth} %! @sp 1 %! Computes quaterly growth rates. %! @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) 2012-2013 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 . us = ts; switch ts.freq case 1 error('dseries::qgrowth: I cannot compute quaterly growth rates from yearly data!') case 4 us.data(2:end,:) = ts.data(2:end,:)./ts.data(1:end-1,:) - 1; us.data(1,:) = NaN; for i = 1:ts.vobs us.name(i) = {['qgrowth(' us.name{i} ')']}; us.tex(i) = {['\delta ' us.tex{i}]}; end case 12 us.data(4:end,:) = ts.data(4:end,:)./ts.data(1:end-3,:) - 1; us.data(1:3,:) = NaN; for i = 1:ts.vobs us.name(i) = {['qgrowth(' us.name{i} ')']}; us.tex(i) = {['\delta_3 ' us.tex{i}]}; end case 52 error('dseries::qgrowth: I do not know yet how to compute quaterly growth rates from weekly data!') otherwise error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']); end %@test:1 %$ t = zeros(2,1); %$ %$ try %$ data = (1+.01).^transpose(0:1:50); %$ ts = dseries(data,'1950Q1'); %$ ts = ts.qgrowth; %$ t(1) = 1; %$ catch %$ t = 0; %$ end %$ %$ if length(t)>1 %$ DATA = NaN(1,ts.vobs); %$ DATA = [DATA; .01*ones(ts.nobs-1,ts.vobs)]; %$ t(2) = dyn_assert(ts.data,DATA,1e-15); %$ end %$ %$ T = all(t); %@eof:1 %@test:2 %$ t = zeros(2,1); %$ %$ try %$ data = (1+.01).^transpose(0:1:80); %$ ts = dseries(data,'1950M1'); %$ ts = ts.qgrowth; %$ t(1) = 1; %$ catch %$ t = 0; %$ end %$ %$ if length(t)>1 %$ DATA = NaN(3,ts.vobs); %$ DATA = [DATA; (1.01^3-1)*ones(ts.nobs-3,ts.vobs)]; %$ t(2) = dyn_assert(ts.data,DATA,1e-15); %$ end %$ %$ T = all(t); %@eof:2