108 lines
2.6 KiB
Matlab
108 lines
2.6 KiB
Matlab
function us = qgrowth(ts)
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%@info:
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%! @deftypefn {Function File} {@var{us} =} qgrowth (@var{ts})
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%! @anchor{qgrowth}
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%! @sp 1
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%! Computes quaterly growth rates.
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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 ts
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%! Dynare time series object, instantiated by @ref{dynSeries}
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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 us
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%! Dynare time series object with transformed data field.
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%! @end table
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2012-2013 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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us = ts;
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switch ts.freq
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case 1
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error('dynSeries::qgrowth: I cannot compute quaterly growth rates from yearly data!')
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case 4
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us.data(2:end,:) = ts.data(2:end,:)./ts.data(1:end-1,:) - 1;
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us.data(1,:) = NaN;
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for i = 1:ts.vobs
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us.name(i) = {['QGROWTH_' us.name{i}]};
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us.tex(i) = {['\delta ' us.tex{i}]};
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end
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case 12
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us.data(4:end,:) = ts.data(4:end,:)./ts.data(1:end-3,:) - 1;
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us.data(1:3,:) = NaN;
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for i = 1:ts.vobs
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us.name(i) = {['QGROWTH_' us.name{i}]};
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us.tex(i) = {['\delta_3 ' us.tex{i}]};
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end
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case 52
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error('dynSeries::qgrowth: I do not know yet how to compute quaterly growth rates from weekly data!')
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otherwise
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error(['dynSeries::ygrowth: object ' inputname(1) ' has unknown frequency']);
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end
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%@test:1
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%$ t = zeros(2,1);
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%$
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%$ try
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%$ data = (1+.01).^transpose(0:1:50);
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%$ ts = dynSeries(data,'1950Q1');
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%$ ts = ts.qgrowth;
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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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%$ DATA = NaN(1,ts.vobs);
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%$ DATA = [DATA; .01*ones(ts.nobs-1,ts.vobs)];
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%$ t(2) = dyn_assert(ts.data,DATA,1e-15);
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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(2,1);
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%$
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%$ try
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%$ data = (1+.01).^transpose(0:1:80);
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%$ ts = dynSeries(data,'1950M1');
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%$ ts = ts.qgrowth;
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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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%$ DATA = NaN(3,ts.vobs);
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%$ DATA = [DATA; (1.01^3-1)*ones(ts.nobs-3,ts.vobs)];
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%$ t(2) = dyn_assert(ts.data,DATA,1e-15);
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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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