205 lines
6.3 KiB
Matlab
205 lines
6.3 KiB
Matlab
function ts = dynSeries(a,b,c,d)
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%@info:
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%! @deftypefn {Function File} {@var{ts} =} dynSeries (@var{a},@var{b},@var{c},@var{d})
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%! @anchor{dynSeries}
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%! @sp 1
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%! Constructor for the Dynare time series class.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item a
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%! T*1 vector or T*N matrix of data.
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%! @item b
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%! Initial date. For Quaterly, Monthly or Weekly data, b must be a string. For yearly data or if the frequence is not
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%! defined b must be an integer.
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%! @item c
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%! N*q array of characters. Names of the N time series.
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%! @item d
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%! N*p array of characters. TeX names of the N time series.
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%! @end table
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%! @sp 1
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item ts
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%! Dynare time series object.
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%! @end table
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%! @sp 1
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%! @strong{Properties}
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%! @sp 1
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%! The constructor defines the following properties:
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%! @sp 1
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%! @table @ @var
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%! @item data
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%! Array of doubles (nobs*vobs).
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%! @item nobs
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%! Scalar integer, the number of observations.
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%! @item vobs
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%! Scalar integer, the number of variables.
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%! @item name
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%! Array of chars (nvobs*n), names of the variables.
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%! @item tex
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%! Array of chars (nvobs*n), tex names of the variables.
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%! @item freq
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%! Scalar integer, the frequency of the time series. @var{freq} is equal to 1 if data are on a yearly basis or if
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%! frequency is unspecified. @var{freq} is equal to 4 if data are on a quaterly basis. @var{freq} is equal to
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%! 12 if data are on a monthly basis. @var{freq} is equal to 52 if data are on a weekly basis.
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%! @item time
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%! Array of integers (nobs*2). The first column defines the years associated to each observation. The second column,
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%! depending on the frequency, indicates the week, month or quarter numbers. For yearly data or unspecified frequency
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%! the second column is filled by ones.
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%! @item init
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%! Row vector of integers (1*2) indicating the year and the week, month or quarter of the first observation. @var{init}
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%! is the first row of @var{time}.
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%! @item last
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%! Row vector of integers (1*2) indicating the year and the week, month or quarter of the last observation. @var{init}
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%! is the first row of @var{time}.
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%! @end table
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%! @sp 1
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%! @strong{This function is called by:}
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%! @sp 2
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%! @strong{This function calls:}
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%! @ref{@@dynTime/dynTime}, @ref{@@dynTime/setTime}, @ref{@@dynTime/setFreq}
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%!
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2011 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
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ts = struct;
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ts.data = [];
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ts.nobs = 0;
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ts.vobs = 0;
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ts.name = [];
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ts.tex = [];
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ts.freq = [];
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ts.Time = dynTime();
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ts = class(ts,'dynSeries');
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switch nargin
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case 0
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return
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case {2,4}
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if nargin==2
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c = [];
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d = [];
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end
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% Get data, number of observations and number of variables.
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ts.data = a;
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ts.nobs = size(a,1);
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ts.vobs = size(a,2);
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% Get the first date and set the frequency.
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if ~isempty(b)
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if ischar(b)% Weekly, Monthly or Quaterly data.
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quaterly = findstr('Q',b);
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monthly = findstr('M',b);
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weekly = findstr('W',b);
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if ~isempty(quaterly)
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ts.freq = 4;
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end
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if ~isempty(monthly)
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ts.freq = 12;
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end
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if ~isempty(weekly)
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ts.freq = 52;
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end
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if isempty(quaterly) && isempty(monthly) && isempty(weekly)
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error('dynSeries:: Using a string as a second input argument, I can only handle weekly (W), monthly (M) or quaterly (Q) data!');
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end
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else% If b is not a string then yearly data are assumed.
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ts.freq = 1;
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end
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ts.Time = ts.Time.setFreq(ts.freq);
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ts.Time = ts.Time.setTime(dynDate(b):dynDate(b)+ts.nobs);
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else% If b is empty.
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ts.freq = 1;
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ts.Time = ts.Time.setFreq(1);
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ts.Time = ts.Time.setTime([transpose(1:ts.nobs) ones(ts.nobs,1)]);
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end
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% Get the names of the variables.
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if ~isempty(c)
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if ts.vobs==size(c,1)
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ts.name = c;
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else
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error('dynSeries:: The number of declared names does not match the number of variables!')
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end
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else
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for i=1:ts.vobs
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ts.name = char(ts.name,'--NA--');
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end
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end
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if ~isempty(d)
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if ts.vobs==size(d,1)
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ts.tex = d;
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else
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error('dynSeries:: The number of declared tex names does not match the number of variables!')
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end
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else
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for i=1:ts.vobs
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ts.tex = char(ts.tex,'--NA--');
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end
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end
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otherwise
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error('dynSeries:: Can''t instantiate the class, wrong calling sequence!')
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end
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%@test:1
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%$ addpath ../matlab
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%$ % Define a data set.
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%$ A = transpose(1:10);
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%$
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%$ % Define initial date
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%$ B1 = 1950;
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%$ B2 = '1950Q2';
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%$ B3 = '1950M10';
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%$ B4 = '1950W50';
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%$
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%$ % Define expected results.
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%$ e1.Time = transpose([1950 1951 1952 1953 1954 1955 1956 1957 1958 1959]);
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%$ e1.freq = 1;
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%$ e2.Time = char('1950Q2','1950Q3','1950Q4','1951Q1','1951Q2','1951Q3','1951Q4','1952Q1','1952Q2','1952Q3');
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%$ e2.freq = 4;
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%$ e3.Time = char('1950M10','1950M11','1950M12','1951M1','1951M2','1951M3','1951M4','1951M5','1951M6','1951M7');
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%$ e3.freq = 12;
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%$ e4.Time = char('1950W50','1950W51','1950W52','1951W1','1951W2','1951W3','1951W4','1951W5','1951W6','1951W7');
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%$ e4.freq = 52;
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%$
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%$ % Call the tested routine.
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%$ ts1 = dynSeries(A,B1);
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%$ ts2 = dynSeries(A,B2);
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%$ ts3 = dynSeries(A,B3);
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%$ ts4 = dynSeries(A,B4);
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%$
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%$ % Check the results.
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%$ t(1) = dyn_assert(getTime(ts1),e1.Time);
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%$ t(2) = dyn_assert(getTime(ts2),e2.Time);
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%$ t(3) = dyn_assert(getTime(ts3),e3.Time);
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%$ t(4) = dyn_assert(getTime(ts4),e4.Time);
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%$ t(5) = dyn_assert(ts1.freq,e1.freq);
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%$ t(6) = dyn_assert(ts2.freq,e2.freq);
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%$ t(7) = dyn_assert(ts3.freq,e3.freq);
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%$ t(8) = dyn_assert(ts4.freq,e4.freq);
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%$ T = all(t);
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%@eof:1 |