945 lines
32 KiB
TeX
945 lines
32 KiB
TeX
\documentclass[10pt]{beamer}
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\pgfpagesuselayout{4 on 1}[a4paper,border shrink=3mm,landscape]
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\usetheme{CambridgeUS}
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\usecolortheme{lily}
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\mode<beamer>
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{
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\usetheme{CambridgeUS}
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}
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\AtBeginSection[]
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{
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\begin{frame}
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\frametitle{Outline}
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\tableofcontents[currentsection, hideothersubsections]
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\end{frame}
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}
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\setbeamerfont{frametitle}{family=\rmfamily,series=\bfseries,size={\fontsize{10}{10}}}
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\setbeamertemplate{frametitle continuation}[from second]
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\title{Dynare Time Series \& Reporting}
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\author[Houtan Bastani]{Houtan Bastani\newline\href{mailto:houtan@dynare.org}{houtan@dynare.org}}
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\institute{CEPREMAP}
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\date{11 June 2015}
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\newcommand{\myitem}{\item[$\bullet$]}
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\begin{document}
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\begin{frame}
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\titlepage
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\end{frame}
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\begin{frame}[t]
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\frametitle{Outline}
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\tableofcontents
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\end{frame}
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%
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% DATES
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%
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\section{Time Series}
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\subsection{Overview}
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\begin{frame}[fragile,t]
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\frametitle{Overview}
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\begin{itemize}
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\myitem Provide support for time series (\texttt{dseries})
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\begin{itemize}
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\myitem Based on an implementation for handling dates (\texttt{dates})
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\end{itemize}
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\myitem Beta version in Dynare 4.4. Mature version ready in Dynare 4.5
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\myitem Currently only used for reporting, though use will increase with time
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(\textit{e.g.,} to be included in new estimation code)
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\myitem Compatible with all setups that are supported by Dynare
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\begin{itemize}
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\myitem Windows, Mac OS X, Linux
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\myitem MATLAB 7.5 (R2007b) or later, Octave
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\end{itemize}
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\myitem Must run \texttt{dynare} or \texttt{dynare\_config} at least once in the current MATLAB/Octave session before use
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\myitem More complete information is included in the Dynare manual
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\end{itemize}
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\end{frame}
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\subsection{A Programming Note}
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\begin{frame}[fragile,t]
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\frametitle{A Programming Note (1/3)}
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\begin{itemize}
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\myitem Time series and dates (and reporting) are implemented as MATLAB/Octave classes
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\myitem Inplace modification of instantiated objects not supported. Let me explain \dots
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\begin{itemize}
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\myitem A class is a template for defining objects, defining their member
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variables and methods.
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\begin{itemize}
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\myitem \textit{e.g.,} The \texttt{dates} class defines 2 member
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variables--\texttt{freq} and \texttt{time}--and many
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methods (analogous to functions)
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\end{itemize}
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\myitem An object is an instance of a specific class. For exemplary
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purposes, imagine an object \texttt{X}, which is an instantiation of the
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class ``Integer''. The object has value \texttt{1}:
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\begin{verbatim}
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>> X
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X =
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1
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\end{verbatim}
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\myitem You can call any method defined for the integer class on integer
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object \texttt{X}. Imagine such a method is called
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\texttt{multiplyByTwo()}.
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\myitem In most object-oriented
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languages, writing \texttt{X.multiplyByTwo();} will change the value
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contained in \texttt{X} to \texttt{2}
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\end{itemize}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{A Programming Note (2/3)}
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\begin{itemize}
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\item[] \begin{itemize}
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\myitem But! For MATLAB/Octave's implementation of classes this is not the
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case as it does not support inplace modification
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\begin{verbatim}
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>> X.multiplyByTwo()
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ans =
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2
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>> X
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X =
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1
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\end{verbatim}
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\end{itemize}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{A Programming Note (3/3)}
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\begin{itemize}
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\item[] \begin{itemize}
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\myitem To get the desired change, you must overwrite \texttt{X}
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\begin{verbatim}
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>> X = X.multiplyByTwo()
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X =
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2
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\end{verbatim}
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\myitem Keep this in mind when using Dynare dates, time series, and reporting
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\end{itemize}
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\end{itemize}
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\end{frame}
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\subsection{Syntax}
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\begin{frame}[fragile,t]
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\frametitle{Syntax}
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\begin{itemize}
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\myitem Two components of a time series:
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\begin{itemize}
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\myitem A time component. In Dynare: \texttt{dates}
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\myitem A data component mapped to time. In Dynare: \texttt{dseries}
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\end{itemize}
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\end{itemize}
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\end{frame}
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\subsubsection{\texttt{dates} Syntax}
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\begin{frame}[fragile,t]
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\frametitle{\texttt{dates} Syntax}
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\begin{itemize}
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\myitem The \texttt{dates} command creates an object that represents zero or more dates at a given frequency
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\myitem A \texttt{dates} object contains 3 members (fields):
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\begin{itemize}
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\myitem{\textbf{\texttt{freq}}}: 1, `y' (Annual); 4, `q' (Quarterly); 12, `m' (Monthly); 52, `w' (Weekly)
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\myitem{\textbf{\texttt{time}}}: A \texttt{<<No of dates>>$\times$2} matrix; the 1\textsuperscript{st} col is the year and the 2\textsuperscript{nd} col is the period
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\end{itemize}
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\myitem \texttt{dates} members cannot be modified. Thus, this is not allowed
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\begin{alltt}
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>> dd.freq = 12;
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\end{alltt}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Creating a new \texttt{dates} object in MATLAB/Octave}
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\begin{itemize}
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\myitem{A single date}
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\begin{alltt}
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>> t = dates(`1999y');
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\end{alltt}
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\myitem{Multiple dates}
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\begin{alltt}
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>> t = dates(`1999q1', `2020q2', `-190q3');
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\end{alltt}
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Notice that noncontiguous and negative dates are possible
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\myitem Can also create \texttt{dates} programatically
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\begin{alltt}
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>> t = dates(4, [1990; 1990; 1978], [1; 2; 3])
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t = <dates: 1990Q1, 1990Q2, 1978Q3>
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\end{alltt}
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\myitem Can specify an empty \texttt{dates}\dots
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\begin{alltt}
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>> qq = dates(`Q');
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>> qq = dates(4);
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\end{alltt}
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\myitem \dots and use it to instantiate new \texttt{dates}
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\begin{alltt}
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>> t = qq(1990, 1);
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t = <dates: 1990Q1>
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\end{alltt}
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\begin{alltt}
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>> t = qq([1990; 1990; 1978], [1; 2; 3])
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t = <dates: 1990Q1, 1990Q2, 1978Q3>
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\end{alltt}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Creating a new \texttt{dates} object in a \texttt{.mod} file}
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\begin{itemize}
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\myitem The preprocessor allows for syntax simplification when
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\texttt{dates} are in \texttt{.mod} files
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\myitem{A single date} \texttt{t = 1999y;}
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\begin{alltt}
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\(\Rightarrow\) t = dates(`1999y');
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\end{alltt}
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\myitem{Multiple dates} \texttt{t = [1999q1 2020q2 1960q3];}
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\begin{alltt}
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\(\Rightarrow\) t = [dates(`1999q1') dates(`2020q2') dates(`1960q3')];
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\end{alltt}
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\myitem NB: This can cause problems when dates are included in strings. \textit{e.g.,}
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\begin{alltt}
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disp(`In 1999q1, ...')
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\end{alltt}
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would be transformed into
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\begin{alltt}
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disp(`In dates(`1999q1'), ...')
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\end{alltt}
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\myitem To fix this, simply prefix any date that you don't want transformed by the preprocessor with a `\texttt{\$}': \texttt{disp(`In \$1999q1, ...')}
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\begin{alltt}
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\(\Rightarrow\) disp(`In 1999q1, ...')
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\end{alltt}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Collections and Ranges of \texttt{dates} in a \texttt{.mod} file}
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\begin{itemize}
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\myitem A collection of \texttt{dates}
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\begin{alltt}
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a = 1990Q1; b = 1957Q1; c = -52Q1;
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d = [a b c];
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\(\Rightarrow\) d = <dates: 1990Q1, 1957Q1, -52Q1>
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\end{alltt}
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\myitem A Range of \texttt{dates}
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\begin{alltt}
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a = 1990Q3:1991Q2
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\(\Rightarrow\) a = <dates: 1990Q3, 1990Q4, 1991Q1, 1991Q2>
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\end{alltt}
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\myitem A set of regularly-spaced \texttt{dates}
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\begin{alltt}
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a = 1990Q3:2:1991Q2
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\(\Rightarrow\) a = <dates: 1990Q3, 1991Q1, 1991Q3>
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\end{alltt}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Comparing \texttt{dates}}
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\begin{itemize}
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\myitem The following comparison operators are supported: $==$, $\backsim=$, $<$, $\leq$, $>$, and $\geq$
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\myitem Compared objects must have the same frequency
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\myitem Compared objects must have the same number of elements (except for singletons)
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\myitem Returns the result of an element-wise comparison
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\myitem Let \texttt{a=[1999W1 2020W3]}, \texttt{b=1999W1}, and \texttt{c=[1888w1 2020w3]}. Then
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\begin{alltt}
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>> a == b >> a > b >> c < a
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ans = ans = ans =
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1 0 1
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0 1 0
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\end{alltt}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Arithmetic Operations on \texttt{dates}}
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\begin{itemize}
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\myitem The unary \texttt{+} and \texttt{-} operators
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\begin{alltt}
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>> a = dates(`1999q4');
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>> +a \(\Rightarrow\) ans = 2000q1
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>> -a \(\Rightarrow\) ans = 1999q3
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>> ++-+a \(\Rightarrow\) ans = 2000q2
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\end{alltt}
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\myitem The binary \texttt{+} and \texttt{-} operators
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\begin{itemize}
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\myitem Objects must have the same frequency
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\myitem Objects must have the same number of elements (except for singletons)
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\myitem \texttt{1999q4 + 2} $\Rightarrow$ \texttt{ans = 2000q2}
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\myitem \texttt{1999w4 + 2} $\Rightarrow$ \texttt{ans = 1999w6}
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\myitem \texttt{1999m4 - 2} $\Rightarrow$ \texttt{ans = 1999m2}
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\myitem \texttt{1999m4 - 1999m2} $\Rightarrow$ \texttt{ans = 2}
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\myitem \texttt{1999m4 + 1999m2} $\Rightarrow$ \texttt{ans = <dates: 1999M4, 1999M2>}
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\end{itemize}
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\myitem The binary \texttt{*} operator
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\begin{alltt}
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>> a*3
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ans = <dates: 1999Q4, 1999Q4, 1999Q4>
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\end{alltt}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Set Operations on \texttt{dates}}
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\begin{itemize}
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\myitem Let \texttt{a = [1990Q1:1991Q1 1990Q1]; b = [1990Q3:1991Q3];}
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\myitem \texttt{intersect}: returns the intersection of the arguments
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\begin{alltt}
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>> intersect(a, b)
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ans = <dates: 1990Q3, 1990Q4, 1991Q1>
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\end{alltt}
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\myitem \texttt{setdiff}: returns dates present in first arg but not in second
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\begin{alltt}
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>> setdiff(a, b)
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ans = <dates: 1990Q1, 1990Q2>
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\end{alltt}
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\myitem \texttt{union}: returns the union of two sets (repititions removed)
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\begin{alltt}
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union(a, b)
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ans = <dates: 1990Q1, 1990Q2, ..., 1991Q2, 1991Q3>
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\end{alltt}
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\myitem \texttt{unique()}: removes repititions from set (keeps last unique value)
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\begin{alltt}
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>> a.unique()
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ans = <dates: 1990Q2, 1990Q3, 1990Q4, 1991Q1, 1990Q1>
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\end{alltt}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Misc \texttt{dates} operations}
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\begin{itemize}
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\myitem Can index a \texttt{dates} object
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\begin{alltt}
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>> a = dates(`2000y'):dates(`2009y');
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>> a(1)
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ans = <dates: 2000Y>
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>> a(1:3)
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ans = <dates: 2000Y, 2001Y, 2002Y>
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>> a([1,4,5])
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ans = <dates: 2000Y, 2003Y, 2004Y>
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\end{alltt}
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\myitem{\textbf{\texttt{pop()}}}: Remove last element
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\begin{alltt}
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>> a.pop()
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ans = <dates: 2000Y, 2001Y, ..., 2007Y, 2008Y>
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\end{alltt}
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\myitem{\textbf{\texttt{char()}}}: Return string representation
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\begin{alltt}
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>> a(1).char()
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ans = 2000Y
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\end{alltt}
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\myitem More in the Dynare manual
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\end{itemize}
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\end{frame}
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%
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% DSERIES
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%
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\subsubsection{\texttt{dseries} Syntax}
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\begin{frame}[fragile,t]
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\frametitle{\texttt{dseries} Syntax}
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\begin{itemize}
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\myitem A \texttt{dseries} is composed of zero or more individual time series
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\myitem All time series in a \texttt{dseries} must have the same frequency
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\myitem A \texttt{dseries} runs from the earliest date to the latest date,
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with \texttt{NaN}'s inserted to pad the shorter series
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\myitem A \texttt{dseries} object contains 4 members:
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\begin{itemize}
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\myitem{\textbf{\texttt{data}}}: The data points
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\myitem{\textbf{\texttt{dates}}}: The \texttt{dates} of the sample
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\myitem{\textbf{\texttt{name}}}: Names of the variables
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\myitem{\textbf{\texttt{tex}}}: \LaTeX\ names of the variables
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\end{itemize}
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\myitem \texttt{dseries} members cannot be modified
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Creating a new \texttt{dseries} object (1/2)}
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Load data directly
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\begin{itemize}
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\myitem Syntax:
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\begin{alltt}
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ts = dseries(DATA, INITIAL_PERIOD, NAMES, TEX_NAMES)
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\end{alltt}
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\myitem \textit{e.g.,} 2 variables, `MyVar1' and `MyVar2', with
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3 annual observations starting in 1999:
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\small{
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\begin{alltt}
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>> ts = dseries([1 2;3 4;5 6], `1999y', ...
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\{`MyVar1', `MyVar2'\}, \{`MyVar\_1', 'MyVar\_2'\});
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ts is a dseries object:
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| MyVar1 | MyVar2
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1999Y | 1 | 2
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2000Y | 3 | 4
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2001Y | 5 | 6
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\end{alltt}}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Creating a new \texttt{dseries} object (2/2)}
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Load series from CSV/spreadsheet (\texttt{.csv, .xls}) or MATLAB file (\texttt{.m, .mat})
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\begin{itemize}
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\myitem Syntax:
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\begin{alltt}
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>> ts = dseries(FILENAME);
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\end{alltt}
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\myitem File format (\texttt{.csv, .xls}): dates (optional) in first column (using the
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standard format: 1990Q1 for quarterly data, 1990Y for annual data, \dots) and variable
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names (optional) in the first row
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\myitem File format (\texttt{.m, .mat}): variables \texttt{INIT\_\_},
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\texttt{NAMES\_\_}, and \texttt{TEX\_\_} are optional. More info in the
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manual. Data are vectors.
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\begin{alltt}
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INIT__ = `1999q1';
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NAMES__ = \{`cons'\};
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cons = randn(100,1);
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\end{alltt}
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\end{itemize}
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Create an empty time series. Useful for renaming dseries.
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\begin{itemize}
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\myitem \texttt{tseries = dseries();}
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\myitem \texttt{ts = tseries(randn(3,2));}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile,t]
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\frametitle{Creating subsamples from a \texttt{dseries}}
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\begin{itemize}
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\myitem Let \texttt{ts} be a \texttt{dseries} with $3$ variables and 5
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observations from \texttt{2000Y} to \texttt{2004Y}
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\begin{alltt}
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ts=dseries(randn(5,3), `2000y')
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\end{alltt}
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\myitem To obtain a subsample from \texttt{2001Y} to \texttt{2003Y}
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\begin{alltt}
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ts(2001Y:2003Y)
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\end{alltt}
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\myitem Can also use integer indices (in a roundabout way)
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\begin{alltt}
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start = find(ts.dates==2001Y);
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ts(ts.dates(start:end));
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\end{alltt}
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\end{itemize}
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\end{frame}
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|
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|
\begin{frame}[fragile,t]
|
|
\frametitle{Extracting variables from a \texttt{dseries}}
|
|
\begin{itemize}
|
|
\myitem Let
|
|
\begin{alltt}
|
|
>> ts = dseries(randn(5,6), `2000q1', ...
|
|
\{`GDP_US', `GDP_FR', `GDP_JA', ...
|
|
`CPI_US', `CPI_FR', `CPI_JA'\});
|
|
\end{alltt}
|
|
\myitem We can extract one variable using syntax like
|
|
\begin{alltt}
|
|
>> ts.GDP_US
|
|
\end{alltt}
|
|
\myitem To get all the \texttt{GDP} variables
|
|
\begin{alltt}
|
|
>> ts\{`GDP_US', `GDP_FR', `GDP_JA'\}
|
|
\end{alltt}
|
|
\myitem A shorter way to do the same thing
|
|
\begin{alltt}
|
|
>> ts\{`GDP_@US,FR,JA@'\}
|
|
\end{alltt}
|
|
\myitem To get \texttt{GDP} \& \texttt{CPI} (NB: max 2 implicit loops)
|
|
\begin{alltt}
|
|
>> ts\{`@GDP,CPI@_@US,FR,JA@'\}
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Applying methods to \texttt{dseries}}
|
|
\begin{itemize}
|
|
\myitem Suppose \texttt{ts} is as above. Then, to apply a method
|
|
(\textit{e.g.,} \texttt{log()}) to \texttt{GDP}:
|
|
\begin{alltt}
|
|
ts\{`GDP_@US,FR,JA@'\}=ts\{`GDP_@US,FR,JA@'\}.log()
|
|
\end{alltt}
|
|
\myitem To apply a method to a subsample of all the variables:
|
|
\begin{alltt}
|
|
ts(2000Q2:2000Q4) = ts(2000Q2:2000Q4).log()
|
|
\end{alltt}
|
|
\myitem To apply a method to a subsample of some of the variables:
|
|
\begin{alltt}
|
|
ts(2000Q2:2000Q4)\{`GDP_@US,FR,JA@'\} = ...
|
|
ts(2000Q2:2000Q4)\{`GDP_@US,FR,JA@'\}.log()
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Merging \texttt{dseries}}
|
|
\begin{itemize}
|
|
\myitem Suppose that \verb+ts+ and \verb+ds+ are two \texttt{dseries} objects
|
|
with the same variables observed on different time ranges. These
|
|
\texttt{dseries} objects can be merged using the following syntax:
|
|
\begin{verbatim}
|
|
vs = [ts; ds];
|
|
\end{verbatim}
|
|
\myitem Suppose that \verb+ts+ and \verb+ds+ are two \texttt{dseries} objects
|
|
with different variables observed on the same or different time ranges. These
|
|
\texttt{dseries} objects can be merged using the following syntax:
|
|
\begin{verbatim}
|
|
vs = [ts, ds];
|
|
\end{verbatim}
|
|
If \verb+ts+ and \verb+ds+ are not defined over the same time range,
|
|
the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
|
|
\verb+ds.dates+, \verb+NaN+s will be added for the missing observations.
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Arithmetic Operations on \texttt{dseries}}
|
|
\begin{itemize}
|
|
\myitem The binary operators \texttt{+}, \texttt{-}, \texttt{*},
|
|
\texttt{/}, and \texttt{\string^} perform element-wise arithmetic operations on
|
|
\texttt{dseries}
|
|
\myitem They can be used with two \texttt{dseries} or one \texttt{dseries}
|
|
and a real number
|
|
\myitem Two \texttt{dseries} can have different date ranges. Non overlapping dates will be filled with \texttt{NaNs}
|
|
\myitem Take addition for example
|
|
\begin{itemize}
|
|
\myitem Let
|
|
\begin{alltt}
|
|
>> ts0 = dseries(ones(2,2)*2, `2000W1', \{`MyVar1', `MyVar2'\});
|
|
>> ts1 = dseries(ones(3,2)*3, `2000W2', \{`YrVar1', `YrVar2'\});
|
|
>> ds = ts0.MyVar1;
|
|
\end{alltt}
|
|
\myitem \texttt{ts0+3} will add \texttt{3} to every element in \texttt{ts0}
|
|
\myitem \texttt{ts0+[3 4]} will add \texttt{3} to every element in \texttt{ts0.MyVar1} and \texttt{4} to every element in \texttt{ts0.MyVar2}
|
|
\myitem \texttt{ts0+ts1} will add \texttt{ts0.MyVar1} to \texttt{ts1.YrVar1} and \texttt{ts0.MyVar2} to \texttt{ts1.YrVar2}. Only \texttt{2000W2} will contain the value \texttt{5} for both variables. All other points will contain \texttt{NaN}
|
|
\myitem \texttt{ts0+ds} will add \texttt{ds} to \texttt{ts0.MyVar1} and \texttt{ts0.MyVar2}. All values will contain \texttt{4}
|
|
\end{itemize}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Leads and Lags with \texttt{dseries} (1/2)}
|
|
\begin{itemize}
|
|
\myitem Let
|
|
\begin{alltt}
|
|
>> ts = dseries([1:4]');
|
|
\end{alltt}
|
|
\myitem Then
|
|
\begin{alltt}
|
|
>> ts.lead() >> ts.lag()
|
|
|
|
ans is a dseries object: ans is a dseries object:
|
|
|
|
| lead(Variable_1,1) | lag(Variable_1,1)
|
|
1Y | 2 1Y | NaN
|
|
2Y | 3 2Y | 1
|
|
3Y | 4 3Y | 2
|
|
4Y | NaN 4Y | 3
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Leads and Lags with \texttt{dseries} (2/2)}
|
|
\begin{itemize}
|
|
\myitem You can lead/lag a \texttt{dseries} by more than one period
|
|
\begin{itemize}
|
|
\myitem \texttt{ts.lead(k)} where $k\in\mathbb{Z}$
|
|
\myitem \texttt{ts.lag(k)} where $k\in\mathbb{Z}$
|
|
\end{itemize}
|
|
\myitem A shorthand syntax is available as well
|
|
\begin{itemize}
|
|
\myitem Lead: \texttt{ts(k)} where $k\in\mathbb{Z}$
|
|
\myitem Lag: \texttt{ts(-k)} where $k\in\mathbb{Z}$
|
|
\end{itemize}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
|
|
|
|
%
|
|
% REPORTING
|
|
%
|
|
\section{Reporting}
|
|
\subsection{Overview}
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Overview}
|
|
\begin{itemize}
|
|
\myitem Beta version in Dynare 4.4. Mature version ready in Dynare 4.5
|
|
\myitem Introduce reporting functionality to Dynare
|
|
\begin{itemize}
|
|
\myitem Input: \texttt{dseries}
|
|
\myitem Output: \LaTeX\ report \& compiled \texttt{.pdf}
|
|
\end{itemize}
|
|
\myitem Graphs and Tables are modular
|
|
\begin{itemize}
|
|
\item[$\Rightarrow$] Can easily be included in another document
|
|
\end{itemize}
|
|
\myitem Graphs are produced in Ti$k$Z/PGFPlots (standard in a \TeX\ distribution)
|
|
\begin{itemize}
|
|
\myitem Scales well
|
|
\myitem Formating follows that of enclosing document
|
|
\end{itemize}
|
|
\myitem Dynare provides a subset of the many Ti$k$Z options
|
|
\begin{itemize}
|
|
\myitem You can easily modify the Ti$k$Z graph if the option you want is not in Dynare
|
|
\end{itemize}
|
|
\myitem Works with MATLAB \& Octave
|
|
\myitem Works much faster than similar softawre
|
|
\myitem NB: Must install a \LaTeX\ distribution to compile reports
|
|
\begin{itemize}
|
|
\myitem On Windows use MiKTeX: \url{http://miktex.org}
|
|
\myitem On Mac OS X use MacTeX: \url{http://tug.org/mactex}
|
|
\myitem On Linux use \TeX\ Live: available from your package manager
|
|
\end{itemize}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{How Reporting Works}
|
|
\begin{itemize}
|
|
\myitem Reports are created command by command
|
|
\begin{itemize}
|
|
\myitem Hence the order of commands matters
|
|
\end{itemize}
|
|
\myitem All reporting commands act on the previously added object until an object of greater or equal hierarchy is added (see next slide)
|
|
\begin{itemize}
|
|
\myitem \textit{e.g.,} Once you add a \texttt{Page} to your report with the \texttt{addPage()} command, every \texttt{Section} you add via the \texttt{addSection()} command will be placed on this page. Only when you add another \texttt{Page} will items go on a new page.
|
|
\myitem This will become more clear with an example
|
|
\end{itemize}
|
|
\myitem Options to reporting commands are passed in option name/value pairs
|
|
\begin{itemize}
|
|
\myitem \textit{e.g.,} \texttt{addPage(`title', \{`Page Title', `Page Subtitle'\})}
|
|
\end{itemize}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\tikzstyle{abstract}=[rectangle, draw=black, rounded corners, fill=blue!10, drop shadow,
|
|
text centered, anchor=north, text=black, text width=2.6cm]
|
|
\tikzstyle{comment}=[rectangle, draw=black, rounded corners, fill=green!10, drop shadow,
|
|
text centered, anchor=north, text=black, text width=2.6cm]
|
|
\tikzstyle{line}=[-, thick]
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Reporting Class Hierarchy}
|
|
\begin{itemize}
|
|
\myitem Class names on the top half of the box, constructor names on the bottom
|
|
\myitem Arrows represent what the new object can be added to; objects in green are treated a bit differently (explained below)
|
|
\end{itemize}
|
|
\begin{center}
|
|
\footnotesize{
|
|
\begin{tikzpicture}[
|
|
node distance = .25cm,
|
|
auto,
|
|
line/.style={->, >=stealth'},
|
|
]
|
|
\node (Report) [abstract, rectangle split, rectangle split parts=2]
|
|
{
|
|
\textbf{Report}
|
|
\nodepart{second}\texttt{report(...);}
|
|
};
|
|
\node (Page) [abstract, rectangle split, rectangle split parts=2, below=of Report]
|
|
{
|
|
\textbf{Page}
|
|
\nodepart{second}\texttt{addPage(...);}
|
|
};
|
|
\node (Section) [abstract, rectangle split, rectangle split parts=2, below=of Page]
|
|
{
|
|
\textbf{Section}
|
|
\nodepart{second}\texttt{addSection(...);}
|
|
};
|
|
\node (Spacer) [rectangle split, rectangle split parts=2, opacity=0, below=of Section]
|
|
{
|
|
};
|
|
\node (Graph) [abstract, rectangle split, rectangle split parts=2, left=of Spacer, xshift=.25cm]
|
|
{
|
|
\textbf{Graph}
|
|
\nodepart{second}\texttt{addGraph(...);}
|
|
};
|
|
\node (Table) [abstract, rectangle split, rectangle split parts=2, right=of Spacer, xshift=-.25cm, text height=]
|
|
{
|
|
\textbf{Table}
|
|
\nodepart{second}\texttt{addTable(...);}
|
|
};
|
|
\node (Vspace) [comment, rectangle split, rectangle split parts=2, left=of Graph]
|
|
{
|
|
\textbf{Vspace}
|
|
\nodepart{second}\texttt{addVspace(...);}
|
|
};
|
|
\node (Paragraph) [comment, rectangle split, rectangle split parts=2, right=of Table]
|
|
{
|
|
\textbf{Paragraph}
|
|
\nodepart{second}\texttt{addParagraph(...);}
|
|
};
|
|
\node (Series) [abstract, rectangle split, rectangle split parts=2, below=of Spacer]
|
|
{
|
|
\textbf{Series}
|
|
\nodepart{second}\texttt{addSeries(...);}
|
|
};
|
|
\draw [line] (Series) to node { } (Table);
|
|
\draw [line] (Series) to node { } (Graph);
|
|
\draw [line] (Table) to node { } (Section);
|
|
\draw [line] (Graph) to node { } (Section);
|
|
\draw [line] (Paragraph.north) to node { } (Section.east);
|
|
\draw [line] (Vspace.north) to node { } (Section.west);
|
|
\draw [line] (Section) to node { } (Page);
|
|
\draw [line] (Page) to node { } (Report);
|
|
\end{tikzpicture}}
|
|
\end{center}
|
|
\end{frame}
|
|
|
|
|
|
\subsection{Syntax}
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Reporting Syntax (1/3)}
|
|
\begin{itemize}
|
|
\myitem \texttt{report(\ldots)}: Create a report
|
|
\begin{itemize}
|
|
\myitem \textbf{Options}: \texttt{compiler}, \texttt{showDate}, \texttt{fileName}, \texttt{margin}, \texttt{marginUnit}, \ldots
|
|
\begin{alltt}
|
|
>> rep = report(`title', `Dynare Summer School 2014', ...
|
|
`fileName', `myDynareReport.tex');
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\myitem \texttt{addPage(\ldots)}: Add a page to the \texttt{Report}
|
|
\begin{itemize}
|
|
\myitem \textbf{Options}: \texttt{footnote}, \texttt{orientation}, \texttt{paper}, \texttt{title}, \texttt{titleFormat}
|
|
\begin{alltt}
|
|
>> rep = rep.addPage(`title', \{`Page Title', `Page Subtitle'\}, ...
|
|
`titleFormat', \{`\textbackslash{}large\textbackslash{}bfseries', `\textbackslash{}large'\});
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\myitem \texttt{addSection(\ldots)}: Add a section to the current \texttt{Page}
|
|
\begin{itemize}
|
|
\myitem You can think of a section as a matrix. As graphs and/or tables are added to a section, it fills up from left to right. Once you have added \texttt{cols} objects, a new row is started.
|
|
\myitem \textbf{Options}: \texttt{cols}, \texttt{height}
|
|
\begin{alltt}
|
|
>> rep = rep.addSection(`cols', 3);
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Reporting Syntax (2/3)}
|
|
\begin{itemize}
|
|
\myitem \texttt{addVspace(\ldots)}: Add a vertical space to the current \texttt{Section}.
|
|
\begin{itemize}
|
|
\myitem If the row has been completely filled in, this adds space between this row and the next row. If not, this adds space at the end of the \texttt{Section} and closes it; in other words, in this situation if you want to add more graphs, you'd have to create a new \texttt{Section} first.
|
|
\myitem \textbf{Options}: \texttt{hline}, \texttt{number}
|
|
\begin{alltt}
|
|
>> rep = rep.addVspace(`hline', 2, `number', 3);
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\myitem \texttt{addParagraph(\ldots)}: Add text to the current \texttt{Section}
|
|
\begin{itemize}
|
|
\myitem To add anything other than a paragraph (or multiple paragraphs) to a \texttt{Section}, you must add a new \texttt{Section} to the page
|
|
\myitem \textbf{Options}: \texttt{balancedCols}, \texttt{cols}, \texttt{heading}, \texttt{index}, \texttt{text}
|
|
\begin{alltt}
|
|
>> rep = rep.addParagraph(`text', `Lorem ipsum\textbackslash{}ldots\textbackslash{}newline');
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Reporting Syntax (3/3)}
|
|
\begin{itemize}
|
|
\myitem \texttt{addGraph(\ldots)}: Add a graph to the current \texttt{Section}
|
|
\begin{itemize}
|
|
\myitem \textbf{Options}: \texttt{data}, \texttt{graphDirName}, \texttt{graphName}, \texttt{graphSize}, \texttt{height}, \ldots
|
|
\begin{alltt}
|
|
>> rep = rep.addGraph(`title', `Headline Inflation (y/y)', ...
|
|
`xrange', dates(`2007q1'):dates(`2013q4'), ...
|
|
`shade', dates(`2010q1'):dates(`2013q4'), ...
|
|
`showZeroline', true);
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\myitem \texttt{addTable(\ldots)}: Add a table to the current \texttt{Section}
|
|
\begin{itemize}
|
|
\myitem \textbf{Options}: \texttt{data}, \texttt{showHlines}, \texttt{precision}, \texttt{range}, \texttt{seriesToUse}, \ldots
|
|
\begin{alltt}
|
|
>> rep = rep.addTable(`title', \{`Real GDP Growth',`subtitle 1'\}, ...
|
|
`range', dates(`2007y'):dates(`2014y'), ...
|
|
`vlineAfter', dates(`2011y'));
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\myitem \texttt{addSeries(\ldots)}: Add a series to the current \texttt{Graph} or \texttt{Table}
|
|
\begin{itemize}
|
|
\myitem \textbf{Options}: \texttt{data}, \texttt{graphHline}, \texttt{graphLegendName}, \texttt{graphLineColor}, \ldots
|
|
\begin{alltt}
|
|
>> rep = rep.addSeries(`data', db\_q.LRPOIL\_WORLD, ...
|
|
`graphLineColor', `blue', ...
|
|
`graphLineWidth', 1.5, ...
|
|
`graphMarker', `triangle*');
|
|
\end{alltt}
|
|
\end{itemize}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile,t]
|
|
\frametitle{Output}
|
|
To create a report:
|
|
\begin{itemize}
|
|
\myitem \texttt{write()}: Writes the report to a \LaTeX\ file
|
|
\myitem \texttt{compile(\ldots)}: Compiles the report, creating a \texttt{.pdf} file
|
|
\begin{itemize}
|
|
\myitem \textbf{Options}: \texttt{compiler}
|
|
\end{itemize}
|
|
\end{itemize}
|
|
Report Output
|
|
\begin{itemize}
|
|
\myitem Unless you pass the \texttt{fileName} option to \texttt{report(\ldots)}, the report will be located in your working directory with the name \texttt{report.tex}. The compiled version will be called \texttt{report.pdf}.
|
|
\myitem Unless you pass the \texttt{graphDirName} or \texttt{graphName} options to \texttt{addGraph(\ldots)}, your graphs will be in a subdirectory of your working directory called \texttt{tmpRepDir}. The default name will take the form \texttt{graph\_pg9\_sec1\_row1\_col5.tex}
|
|
\myitem The same holds for the tables (substituting `table' for `graph' above).
|
|
\myitem Thus you can easily modify these files and include them in another report.
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
|
|
\section{Putting it All Together}
|
|
\begin{frame}[fragile=singleslide,t]
|
|
\frametitle{Create Report of IRFs from \texttt{example1.mod} (1/3)}
|
|
\begin{itemize}
|
|
\myitem \texttt{example1.mod} is located in the Dynare \texttt{examples} directory
|
|
\myitem The lines below can be added at the end of that file.
|
|
\end{itemize}
|
|
\begin{block}{Create \texttt{dseries} from IRFs}
|
|
\begin{verbatim}
|
|
shocke = dseries();
|
|
shocku = dseries();
|
|
@#define endovars=["y", "c", "k", "a", "h", "b"]
|
|
@#for var in endovars
|
|
shocke = [shocke dseries(@{var}_e, 2014q3, `@{var}')];
|
|
shocku = [shocku dseries(@{var}_u, 2014q3, `@{var}')];
|
|
@#endfor
|
|
\end{verbatim}
|
|
\end{block}
|
|
\end{frame}
|
|
|
|
\begin{frame}[fragile=singleslide,t]
|
|
\frametitle{Create Report of IRFs from \texttt{example1.mod} (2/3)}
|
|
\begin{block}{Populate Report}
|
|
\small{
|
|
\begin{verbatim}
|
|
r = report();
|
|
@#for shock in ["e", "u"]
|
|
r = r.addPage(`title',{`Dseries/Report Example',`Shock @{shock}'},...
|
|
`titleFormat', {`\Large\bfseries', `\large\bfseries'});
|
|
r = r.addSection(`cols', 2);
|
|
@# for var in endovars
|
|
r = r.addGraph(`data', shock@{shock}.@{var}, `title', `@{var}', ...
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|
`showGrid', false, `yTickLabelPrecision', 2, ...
|
|
`yTickLabelZeroFill', false, ...
|
|
`showZeroLine', true, `zeroLineColor', 'red');
|
|
@# endfor
|
|
r = r.addVspace(`number', 2);
|
|
r = r.addSection(`cols', 1);
|
|
r = r.addTable(`range', 2022q1:2024q1, `precision', 5);
|
|
@# for var in endovars
|
|
r = r.addSeries(`data', shock@{shock}.@{var});
|
|
@# endfor
|
|
@#endfor
|
|
\end{verbatim}
|
|
}
|
|
\end{block}
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile=singleslide,t]
|
|
\frametitle{Create Report of IRFs from \texttt{example1.mod} (3/3)}
|
|
\begin{block}{Compile Report}
|
|
\small{
|
|
\begin{verbatim}
|
|
r.write();
|
|
r.compile();
|
|
\end{verbatim}
|
|
}
|
|
\end{block}
|
|
\begin{block}{Output Files}
|
|
\small{
|
|
\begin{verbatim}
|
|
>> ls report.*
|
|
report.aux report.log report.pdf report.synctex.gz report.tex
|
|
|
|
>> ls tmpRepDir/
|
|
graph_pg1_sec1_row1_col1.tex graph_pg2_sec1_row1_col1.tex
|
|
graph_pg1_sec1_row1_col2.tex graph_pg2_sec1_row1_col2.tex
|
|
graph_pg1_sec1_row2_col1.tex graph_pg2_sec1_row2_col1.tex
|
|
graph_pg1_sec1_row2_col2.tex graph_pg2_sec1_row2_col2.tex
|
|
graph_pg1_sec1_row3_col1.tex graph_pg2_sec1_row3_col1.tex
|
|
graph_pg1_sec1_row3_col2.tex graph_pg2_sec1_row3_col2.tex
|
|
table_pg1_sec2_row1_col1.tex table_pg2_sec2_row1_col1.tex
|
|
\end{verbatim}
|
|
}
|
|
\end{block}
|
|
\end{frame}
|
|
\end{document}
|