85 lines
2.0 KiB
Matlab
85 lines
2.0 KiB
Matlab
function us = lag(ts,p) % --*-- Unitary tests --*--
|
|
|
|
%@info:
|
|
%! @deftypefn {Function File} {@var{us} =} lag (@var{ts})
|
|
%! @anchor{lag}
|
|
%! @sp 1
|
|
%! Computes lagged time series.
|
|
%! @sp 2
|
|
%! @strong{Inputs}
|
|
%! @sp 1
|
|
%! @table @var
|
|
%! @item ts
|
|
%! Dynare time series object, instantiated by @ref{dseries}
|
|
%! @end table
|
|
%! @sp 2
|
|
%! @strong{Outputs}
|
|
%! @sp 1
|
|
%! @table @var
|
|
%! @item us
|
|
%! Dynare time series object with transformed data field.
|
|
%! @end table
|
|
%! @end deftypefn
|
|
%@eod:
|
|
|
|
% Copyright (C) 2013 Dynare Team
|
|
%
|
|
% This file is part of Dynare.
|
|
%
|
|
% Dynare is free software: you can redistribute it and/or modify
|
|
% it under the terms of the GNU General Public License as published by
|
|
% the Free Software Foundation, either version 3 of the License, or
|
|
% (at your option) any later version.
|
|
%
|
|
% Dynare is distributed in the hope that it will be useful,
|
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
% GNU General Public License for more details.
|
|
%
|
|
% You should have received a copy of the GNU General Public License
|
|
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
|
|
|
% Set default number of lags
|
|
if nargin<2
|
|
p = 1;
|
|
end
|
|
|
|
if p<=0
|
|
error('dseries::lag: Second input argument must be strictly positive! Use lead method instead.')
|
|
end
|
|
|
|
% Copy of ts dseries object
|
|
us = ts;
|
|
|
|
% Update data member
|
|
us.data = [NaN(p,ts.vobs); ts.data(1:end-p,:)];
|
|
|
|
for i=1:ts.vobs
|
|
us.name(i) = {[ 'lag(' ts.name{i} ',' int2str(p) ')']};
|
|
us.tex(i) = {[ ts.tex{i} '_{-' int2str(p) '}']};
|
|
end
|
|
|
|
%@test:1
|
|
%$ t = zeros(4,1);
|
|
%$
|
|
%$ try
|
|
%$ data = transpose(0:1:50);
|
|
%$ ts = dseries(data,'1950Q1');
|
|
%$ a = ts.lag;
|
|
%$ b = ts.lag.lag;
|
|
%$ c = lag(ts,2);
|
|
%$ t(1) = 1;
|
|
%$ catch
|
|
%$ t = 0;
|
|
%$ end
|
|
%$
|
|
%$ if length(t)>1
|
|
%$ DATA = [NaN(1,ts.vobs); transpose(0:1:49)];
|
|
%$ t(2) = dyn_assert(a.data,DATA,1e-15);
|
|
%$ DATA = [NaN(2,ts.vobs); transpose(0:1:48)];
|
|
%$ t(3) = dyn_assert(b.data,DATA,1e-15);
|
|
%$ t(4) = dyn_assert(b.data,c.data,1e-15);
|
|
%$ end
|
|
%$
|
|
%$ T = all(t);
|
|
%@eof:1 |