549 lines
15 KiB
Matlab
549 lines
15 KiB
Matlab
function ts = dseries(varargin) % --*-- Unitary tests --*--
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%@info:
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%! @deftypefn {Function File} {@var{ts} =} dseries (@var{a},@var{b},@var{c},@var{d})
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%! @anchor{dseries}
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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 2
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%! If @code{nargin==0} then an empty dseries object is created. The object can be populated with data subsequently using the overloaded subsref method.
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%! @sp 2
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%! If @code{nargin==1} and if the input argument is a @ref{dates} object, then a dseries object without data is created. This object can be populated with the overload subsref method.
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%! @sp 2
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%! If @code{nargin==1} and if the input argument is a string for the name of a csv, m or mat file containing data, then a dseries object is created from these data.
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%! @sp 2
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%! If @code{nargin>1}:
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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 defined b must be an integer.
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%! @item c
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%! N*1 cell array of strings or N*q array of strings. Names of the N time series.
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%! @item d
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%! N*1 cell array of strings or N*p array of characters. TeX names of the N time series.
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%! @end table
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%! @sp 2
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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 2
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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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%! Cell array of strings, names of the variables.
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%! @item tex
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%! Cell array of strings, 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 init
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%! @ref{dates} object, initial date of the dataset.
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%! @end table
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2011-2013 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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if nargin>0 && ischar(varargin{1}) && isequal(varargin{1},'initialize')
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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.dates = dates();
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ts = class(ts,'dseries');
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assignin('base','emptydseriesobject',ts);
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return
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end
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ts = evalin('base','emptydseriesobject');
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switch nargin
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case 0
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% Create an empty dseries object.
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return
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case 1
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if isdates(varargin{1})
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switch length(varargin{1})
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case 0
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error(['dseries::dseries: Input ' inputname(1) ' (identified as a dates object) must be non empty!'])
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case 1
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% Create an empty dseries object with an initial date.
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ts.dates = varargin{1};
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otherwise
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% A range of dates is passed to the constructor
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ts.dates = varargin{1};
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end
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return
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elseif ischar(varargin{1})
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% Create a dseries object loading data in a file (*.csv, *.m, *.mat).
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if isempty(varargin{1})
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error('dseries:: Wrong calling sequence! Input argument cannot be an empty string.')
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elseif check_file_extension(varargin{1},'m')
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[freq,init,data,varlist,tex] = load_m_file_data(varargin{1});
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elseif check_file_extension(varargin{1},'mat')
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[freq,init,data,varlist,tex] = load_mat_file_data(varargin{1});
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elseif check_file_extension(varargin{1},'csv')
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[freq,init,data,varlist] = load_csv_file_data(varargin{1});
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tex = [];
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elseif check_file_extension(varargin{1},'xls') || check_file_extension(varargin{1},'xlsx')
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if isglobalinbase('options_')
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% Check that the object is instantiated within a dynare session so that options_ global structure exists.
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% Should provide latter a mechanism to pass range and sheet to dseries constructor...
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range = evalin('base','options_.xls_range');
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sheet = evalin('base','options_.xls_sheet');
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else
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% By default only the (whole) first sheet is loaded.
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range = [];
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sheet = [];
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end
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[freq,init,data,varlist] = load_xls_file_data(varargin{1}, sheet, range);
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tex = [];
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else
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error(['dseries:: I''m not able to load data from ' inputname(1) '!'])
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end
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ts.data = data;
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ts.name = varlist;
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ts.vobs = length(varlist);
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ts.nobs = size(data,1);
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ts.dates = init:init+(ts.nobs-1);
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if isempty(tex)
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ts.tex = name2tex(varlist);
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else
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ts.tex = tex;
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end
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elseif isnumeric(varargin{1}) && isequal(ndims(varargin{1}),2)
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ts.data = varargin{1};
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[ts.nobs, ts.vobs] = size(ts.data);
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ts.name = default_name(ts.vobs);
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ts.tex = name2tex(ts.name);
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ts.dates = dates(1,1):dates(1,1)+(ts.nobs-1);
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end
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case {2,3,4}
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if isequal(nargin,2) && ischar(varargin{1}) && isdates(varargin{2})
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% Instantiate dseries object with a data file and force the initial date to be as given by the second input argument.
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ds = dseries(varargin{1});
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ts = dseries(ds.data, varargin{2}, ds.name, ds.tex);
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return
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end
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a = varargin{1};
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b = varargin{2};
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if nargin<4
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d = {};
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else
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d = varargin{4};
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if ~iscell(d) && ~isempty(d)
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d = cellstr(d);
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end
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end
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if nargin<3
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c = {};
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else
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c = varargin{3};
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if ~iscell(c) && ~isempty(c)
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c = cellstr(c);
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end
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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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init = dates(1,1);
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elseif (isdates(b) && isequal(length(b),1))
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init = b;
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elseif isdate(b)% Weekly, Monthly, Quaterly or Annual data (string).
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init = dates(b);
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elseif (isnumeric(b) && isscalar(b) && isint(b)) % Yearly data.
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init = dates([num2str(b) 'Y']);
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elseif isdates(b) % Range of dates
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init = b(1);
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if ts.nobs>1 && ~isequal(b.ndat,ts.nobs)
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message = 'dseries::dseries: If second input is a range, its number of elements must match ';
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message = char(message, ' the number of rows in the first input, unless the first input');
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message = char(message, ' has only one row.');
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skipline()
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disp(message);
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error(' ');
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elseif isequal(ts.nobs, 1)
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ts.data = repmat(ts.data,b.ndat,1);
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ts.nobs = b.ndat;
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end
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ts.dates = b;
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elseif (isnumeric(b) && isint(b)) % Range of yearly dates.
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message = 'dseries::dseries: Not implemented! If you need to define a range of years';
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message = char(message, ' you have to pass a dates object as the second input argument.');
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disp(message)
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error(' ')
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else
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error('dseries::dseries: Wrong calling sequence!');
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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==length(c)
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for i=1:ts.vobs
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ts.name = vertcat(ts.name, c(i));
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end
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else
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error('dseries::dseries: 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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ts.name = default_name(ts.vobs);
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end
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if ~isempty(d)
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if ts.vobs==length(d)
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for i=1:ts.vobs
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ts.tex = vertcat(ts.tex, d(i));
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end
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else
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error('dseries::dseries: 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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ts.tex = name2tex(ts.name);
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end
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otherwise
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error('dseries::dseries: Can''t instantiate the class, wrong calling sequence!')
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end
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if isempty(ts.dates)
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ts.dates = init:init+(ts.nobs-1);
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end
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%@test:1
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%$ % Test if we can instantiate an empty dseries object.
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%$ try
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%$ ts = dseries();
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%$ t(1) = 1;
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%$ catch
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%$ t(1) = 0;
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%$ end
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%$
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%$ T = all(t);
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%@eof:1
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%@test:2
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%$ t = zeros(4,1);
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%$
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%$ try
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%$ aa = dates('1938M11');
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%$ ts = dseries(aa);
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%$ t(1) = 1;
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%$ catch
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%$ t = 0;
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%$ end
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%$
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%$ if length(t)>1
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%$ t(2) = dyn_assert(ts.freq,12);
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%$ t(3) = dyn_assert(ts.init.freq,12);
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%$ t(4) = dyn_assert(ts.init.time,[1938, 11]);
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%$ end
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%$
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%$ T = all(t);
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%@eof:2
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%@test:3
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%$ t = zeros(6,1);
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%$
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%$ try
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%$ ts = dseries('dynseries_test_data.m');
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%$ t(1) = 1;
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%$ catch
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%$ t = 0;
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%$ end
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%$
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%$ if length(t)>1
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%$ t(2) = dyn_assert(ts.freq,4);
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%$ t(3) = dyn_assert(ts.init.freq,4);
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%$ t(4) = dyn_assert(ts.init.time,[1994, 3]);
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%$ t(5) = dyn_assert(ts.vobs,2);
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%$ t(6) = dyn_assert(ts.nobs,100);
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%$ end
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%$
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%$ T = all(t);
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%@eof:3
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%@test:4
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%$ t = zeros(6,1);
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%$
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%$ try
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%$ ts = dseries('dynseries_test_data.mat');
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%$ t(1) = 1;
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%$ catch
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%$ t = 0;
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%$ end
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%$
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%$ if length(t)>1
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%$ t(2) = dyn_assert(ts.freq,4);
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%$ t(3) = dyn_assert(ts.init.freq,4);
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%$ t(4) = dyn_assert(ts.init.time,[1994, 3]);
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%$ t(5) = dyn_assert(ts.vobs,2);
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%$ t(6) = dyn_assert(ts.nobs,100);
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%$ end
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%$
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%$ T = all(t);
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%@eof:4
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%@test:5
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%$ t = zeros(8,1);
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%$
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%$ try
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%$ ts = dseries('dynseries_test_data.csv');
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%$ t(1) = 1;
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%$ catch
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%$ t = 0;
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%$ end
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%$
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%$ if length(t)>1
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%$ t(2) = dyn_assert(ts.freq,4);
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%$ t(3) = dyn_assert(ts.init.freq,4);
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%$ t(4) = dyn_assert(ts.init.time,[1990, 1]);
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%$ t(5) = dyn_assert(ts.vobs,4);
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%$ t(6) = dyn_assert(ts.nobs,4);
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%$ t(7) = dyn_assert(ts.name,{'azert';'yuiop';'qsdfg';'jklm'});
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%$ t(8) = dyn_assert(ts.tex,{'azert';'yuiop';'qsdfg';'jklm'});
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%$ end
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%$
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%$ T = all(t);
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%@eof:5
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%@test:6
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%$ t = zeros(8,1);
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%$
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%$ %try
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%$ ts = dseries(transpose(1:5),[]);
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%$ t(1) = 1;
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%$ %catch
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%$ % t = 0;
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%$ %end
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%$
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%$ if length(t)>1
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%$ t(2) = dyn_assert(ts.freq,1);
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%$ t(3) = dyn_assert(ts.init.freq,1);
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%$ t(4) = dyn_assert(ts.init.time,[1, 1]);
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%$ t(5) = dyn_assert(ts.vobs,1);
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%$ t(6) = dyn_assert(ts.nobs,5);
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%$ t(7) = dyn_assert(ts.name,{'Variable_1'});
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%$ t(8) = dyn_assert(ts.tex,{'Variable\\_1'});
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%$ end
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%$
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%$ T = all(t);
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%@eof:6
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%@test:7
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%$ t = zeros(8,1);
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%$
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%$ try
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%$ ts = dseries(transpose(1:5),'1950Q1');
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%$ t(1) = 1;
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%$ catch
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%$ t = 0;
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%$ end
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%$
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%$ if length(t)>1
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%$ t(2) = dyn_assert(ts.freq,4);
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%$ t(3) = dyn_assert(ts.init.freq,4);
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%$ t(4) = dyn_assert(ts.init.time,[1950, 1]);
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%$ t(5) = dyn_assert(ts.vobs,1);
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%$ t(6) = dyn_assert(ts.nobs,5);
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%$ t(7) = dyn_assert(ts.name,{'Variable_1'});
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%$ t(8) = dyn_assert(ts.tex,{'Variable\\_1'});
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%$ end
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%$
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%$ T = all(t);
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%@eof:7
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%@test:8
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%$ t = zeros(8,1);
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%$
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%$ try
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%$ ts = dseries([transpose(1:5), transpose(6:10)],'1950q1',{'Output'; 'Consumption'}, {'Y_t'; 'C_t'});
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%$ t(1) = 1;
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%$ catch
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%$ t = 0;
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%$ end
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%$
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%$ if length(t)>1
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%$ t(2) = dyn_assert(ts.freq,4);
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%$ t(3) = dyn_assert(ts.init.freq,4);
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%$ t(4) = dyn_assert(ts.init.time,[1950, 1]);
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%$ t(5) = dyn_assert(ts.vobs,2);
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%$ t(6) = dyn_assert(ts.nobs,5);
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%$ t(7) = dyn_assert(ts.name,{'Output'; 'Consumption'});
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%$ t(8) = dyn_assert(ts.tex,{'Y_t'; 'C_t'});
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%$ end
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%$
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%$ T = all(t);
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%@eof:8
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%@test:9
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%$ try
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%$ ts = dseries('dynseries_test_data-1.xls');
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%$ t(1) = 1;
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%$ catch
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%$ t(1) = 0;
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%$ end
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%$
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%$ if t(1)
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%$ t(2) = dyn_assert(ts.freq,4);
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%$ t(3) = dyn_assert(ts.init.freq,4);
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%$ t(4) = dyn_assert(ts.init.time,[1990, 1]);
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%$ t(5) = dyn_assert(ts.vobs,3);
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%$ t(6) = dyn_assert(ts.nobs,5);
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%$ t(7) = dyn_assert(ts.name,{'GDP';'Consumption';'CPI'});
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%$ t(8) = dyn_assert(ts.tex,{'GDP';'Consumption';'CPI'});
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%$ end
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%$
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%$ T = all(t);
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%@eof:9
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%@test:10
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%$ try
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%$ ts = dseries('dynseries_test_data-2.xls');
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%$ t(1) = 1;
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%$ catch
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%$ t(1) = 0;
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%$ end
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%$
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%$ if t(1)
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%$ t(2) = dyn_assert(ts.freq,4);
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%$ t(3) = dyn_assert(ts.init.freq,4);
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%$ t(4) = dyn_assert(ts.init.time,[1990, 1]);
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%$ t(5) = dyn_assert(ts.vobs,3);
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%$ t(6) = dyn_assert(ts.nobs,5);
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%$ t(7) = dyn_assert(ts.name,{'Variable_1';'Variable_2';'Variable_3'});
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%$ t(8) = dyn_assert(ts.tex,{'Variable\\_1';'Variable\\_2';'Variable\\_3'});
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%$ end
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%$
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%$ T = all(t);
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%@eof:10
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%@test:11
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%$ try
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%$ ts = dseries('dynseries_test_data-3.xls');
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%$ t(1) = 1;
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%$ catch
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%$ t(1) = 0;
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%$ end
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%$
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%$ if t(1)
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%$ t(2) = dyn_assert(ts.freq,1);
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%$ t(3) = dyn_assert(ts.init.freq,1);
|
|
%$ t(4) = dyn_assert(ts.init.time,[1, 1]);
|
|
%$ t(5) = dyn_assert(ts.vobs,3);
|
|
%$ t(6) = dyn_assert(ts.nobs,5);
|
|
%$ t(7) = dyn_assert(ts.name,{'Variable_1';'Variable_2';'Variable_3'});
|
|
%$ t(8) = dyn_assert(ts.tex,{'Variable\\_1';'Variable\\_2';'Variable\\_3'});
|
|
%$ end
|
|
%$
|
|
%$ T = all(t);
|
|
%@eof:11
|
|
|
|
%@test:12
|
|
%$ try
|
|
%$ ts = dseries('dynseries_test_data-4.xls');
|
|
%$ t(1) = 1;
|
|
%$ catch
|
|
%$ t(1) = 0;
|
|
%$ end
|
|
%$
|
|
%$ if t(1)
|
|
%$ t(2) = dyn_assert(ts.freq,1);
|
|
%$ t(3) = dyn_assert(ts.init.freq,1);
|
|
%$ t(4) = dyn_assert(ts.init.time,[1, 1]);
|
|
%$ t(5) = dyn_assert(ts.vobs,3);
|
|
%$ t(6) = dyn_assert(ts.nobs,5);
|
|
%$ t(7) = dyn_assert(ts.name,{'GDP';'Consumption';'CPI'});
|
|
%$ t(8) = dyn_assert(ts.tex,{'GDP';'Consumption';'CPI'});
|
|
%$ end
|
|
%$
|
|
%$ T = all(t);
|
|
%@eof:12
|
|
|
|
%@test:13
|
|
%$ t = zeros(6,1);
|
|
%$
|
|
%$ try
|
|
%$ ts = dseries(transpose(1:4),dates('1990Q1'):dates('1990Q4'));
|
|
%$ t(1) = 1;
|
|
%$ catch
|
|
%$ t = 0;
|
|
%$ end
|
|
%$
|
|
%$ if length(t)>1
|
|
%$ t(2) = dyn_assert(ts.freq,4);
|
|
%$ t(3) = dyn_assert(ts.init.freq,4);
|
|
%$ t(4) = dyn_assert(ts.init.time,[1990, 1]);
|
|
%$ t(5) = dyn_assert(ts.vobs,1);
|
|
%$ t(6) = dyn_assert(ts.nobs,4);
|
|
%$ end
|
|
%$
|
|
%$ T = all(t);
|
|
%@eof:13
|
|
|
|
%@test:14
|
|
%$ t = zeros(7,1);
|
|
%$
|
|
%$ try
|
|
%$ ts = dseries([1, 2],dates('1990Q1'):dates('1990Q4'));
|
|
%$ t(1) = 1;
|
|
%$ catch
|
|
%$ t = 0;
|
|
%$ end
|
|
%$
|
|
%$ if length(t)>1
|
|
%$ t(2) = dyn_assert(ts.freq,4);
|
|
%$ t(3) = dyn_assert(ts.init.freq,4);
|
|
%$ t(4) = dyn_assert(ts.init.time,[1990, 1]);
|
|
%$ t(5) = dyn_assert(ts.vobs,2);
|
|
%$ t(6) = dyn_assert(ts.nobs,4);
|
|
%$ t(7) = dyn_assert(ts.data, [ones(4,1), 2*ones(4,1)]);
|
|
%$ end
|
|
%$
|
|
%$ T = all(t);
|
|
%@eof:14
|
|
|
|
%@test:15
|
|
%$ try
|
|
%$ ts = dseries([1; 2],dates('1990Q1'):dates('1990Q4'));
|
|
%$ t = 0;
|
|
%$ catch
|
|
%$ t = 1;
|
|
%$ end
|
|
%$
|
|
%$ T = all(t);
|
|
%@eof:15
|