61 lines
2.0 KiB
Matlab
61 lines
2.0 KiB
Matlab
function vs = chain(ts,us) % --*-- Unitary tests --*--
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% Copyright (C) 2014 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 vobs(ts)-vobs(us)
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error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have the same number of variables!'])
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end
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if frequency(ts)-frequency(us)
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error(['dseries::chain: dseries objects ' inputname(1) ' and ' inputname(2) ' must have common frequencies!'])
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end
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if lastdate(ts)<firstdate(us)
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error(['dseries::chain: The last date in ' inputname(1) ' (' date2string(ts.dates(end)) ') must not preceed the first date in ' inputname(2) ' (' date2string(us.dates(1)) ')!'])
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end
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tdx = find(sum(bsxfun(@eq,us.dates.time,ts.dates.time(end,:)),2)==2);
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GrowthFactor = us.data(tdx+1:end,:)./us.data(tdx:end-1,:);
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CumulatedGrowthFactors = cumprod(GrowthFactor);
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vs = ts;
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vs.data = [vs.data; bsxfun(@times,CumulatedGrowthFactors,vs.data(end,:))];
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vs.dates = firstdate(vs):firstdate(vs)+nobs(vs);
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%@test:1
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%$ try
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%$ ts = dseries([1; 2; 3; 4],dates('1950Q1')) ;
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%$ us = dseries([3; 4; 5; 6],dates('1950Q3')) ;
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%$ vs = chain(ts,us);
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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(vs.freq,4);
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%$ t(3) = dyn_assert(vs.init.freq,4);
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%$ t(4) = dyn_assert(vs.init.time,[1950, 1]);
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%$ t(5) = dyn_assert(ts.vobs,1);
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%$ t(6) = dyn_assert(vs.nobs,6);
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%$ t(7) = isequal(vs.data,transpose(1:6));
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%$ end
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%$
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%$ T = all(t);
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%@eof:1 |