111 lines
2.5 KiB
Matlab
111 lines
2.5 KiB
Matlab
function o = detrend(o, model) % --*-- 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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% Set default for the order of the polynomial trend (constant).
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if nargin<2
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model = 0;
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end
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data = o.data;
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if isnumeric(model)
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if isscalar(model) && isint(model)
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switch model
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case 0
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data = demean(data);
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otherwise
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x = NaN(nobs(o), model+1);
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x(:,1) = ones(nobs(o), 1);
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x(:,2) = transpose(1:nobs(o));
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for c=3:model+1
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x(:,c) = x(:,c-1).*x(:,2);
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end
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data = data - x*(x\data);
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end
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else
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error('dseries::detrend: Second argument must be a positive integer scalar!')
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end
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else
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error('dseries::detrend: Second argument must be a positive integer scalar!')
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end
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o = dseries(data, o.dates, o.name, o.tex);
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%@test:1
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%$ % Define a dataset.
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%$ a = dseries(randn(1000,3));
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%$
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%$ % detrend (default).
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%$ try
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%$ b1 = a.detrend();
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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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%$ % detrend (constant).
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%$ if t(1)
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%$ try
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%$ b2 = a.detrend(0);
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%$ t(2) = 1;
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%$ catch
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%$ t(2) = 0;
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%$ end
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%$ end
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%$
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%$ % detrend (linear).
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%$ if t(2)
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%$ try
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%$ b3 = a.detrend(1);
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%$ t(3) = 1;
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%$ catch
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%$ t(3) = 0;
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%$ end
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%$ end
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%$
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%$ % detrend (quadratic).
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%$ if t(3)
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%$ try
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%$ b4 = a.detrend(2);
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%$ t(4) = 1;
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%$ catch
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%$ t(4) = 0;
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%$ end
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%$ end
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%$
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%$ % detrend (cubic).
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%$ if t(4)
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%$ try
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%$ b5 = a.detrend(3);
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%$ t(5) = 1;
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%$ catch
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%$ t(5) = 0;
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%$ end
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%$ end
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%$
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%$ if t(5)
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%$ t(6) = dyn_assert(max(mean(b1.data)),0,1e-12);
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%$ t(7) = dyn_assert(max(mean(b2.data)),0,1e-12);
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%$ t(8) = dyn_assert(max(mean(b3.data)),0,1e-12);
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%$ t(9) = dyn_assert(max(mean(b4.data)),0,1e-12);
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%$ t(10) = dyn_assert(max(mean(b5.data)),0,1e-12);
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%$ end
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%$ T = all(t);
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%@eof:1
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