172 lines
4.0 KiB
Matlab
172 lines
4.0 KiB
Matlab
function us = ydiff(ts) % --*-- Unitary tests --*--
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%@info:
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%! @deftypefn {Function File} {@var{us} =} ydiff (@var{ts})
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%! @anchor{ydiff}
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%! @sp 1
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%! Computes annual differences.
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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{dseries}
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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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us.data(2:end,:) = ts.data(2:end,:)-ts.data(1:end-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) = {['ydiff(' us.name{i} ')']};
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us.tex(i) = {['\Delta ' us.tex{i}]};
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end
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case 4
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us.data(5:end,:) = ts.data(5:end,:)-ts.data(1:end-4,:);
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us.data(1:4,:) = NaN;
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for i = 1:ts.vobs
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us.name(i) = {['ydiff(' us.name{i} ')']};
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us.tex(i) = {['\Delta_4 ' us.tex{i}]};
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end
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case 12
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us.data(13:end,:) = ts.data(13:end,:)-ts.data(1:end-12,:);
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us.data(1:12,:) = NaN;
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for i = 1:ts.vobs
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us.name(i) = {['ydiff(' us.name{i} ')']};
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us.tex(i) = {['\Delta_{12} ' us.tex{i}]};
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end
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case 52
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us.data(53:end,:) = ts.data(53:end,:)-ts.data(1:end-52,:);
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us.data(1:52,:) = NaN;
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for i = 1:ts.vobs
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us.name(i) = {['ydiff(' us.name{i} ')']};
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us.tex(i) = {['\Delta_{52} ' us.tex{i}]};
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end
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otherwise
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error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
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end
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%@test:1
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%$ t = zeros(4,1);
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%$
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%$ try
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%$ data = transpose(1:100);
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%$ ts = dseries(data,'1950Q1',{'A1'},{'A_1'});
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%$ ts = ts.ydiff;
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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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%$
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%$ if length(t)>1
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%$ DATA = NaN(4,ts.vobs);
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%$ DATA = [DATA; 4*ones(ts.nobs-4,ts.vobs)];
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%$ t(2) = dyn_assert(ts.data,DATA);
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%$ t(3) = dyn_assert(ts.name{1},['ydiff(A1)']);
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%$ t(4) = dyn_assert(ts.tex{1},['\\Delta_4 A_1']);
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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(4,1);
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%$
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%$ try
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%$ data = transpose(1:100);
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%$ ts = dseries(data,'1950M1',{'A1'},{'A_1'});
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%$ ts = ts.ydiff;
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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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%$
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%$ if length(t)>1
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%$ DATA = NaN(12,ts.vobs);
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%$ DATA = [DATA; 12*ones(ts.nobs-12,ts.vobs)];
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%$ t(2) = dyn_assert(ts.data,DATA);
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%$ t(3) = dyn_assert(ts.name{1},['ydiff(A1)']);
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%$ t(4) = dyn_assert(ts.tex{1},['\\Delta_{12} A_1']);
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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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%@test:3
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%$ t = zeros(2,1);
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%$
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%$ try
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%$ data = transpose(1:100);
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%$ ts = dseries(data,'1950W1',{'A1'},{'A_1'});
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%$ ts = ts.ydiff;
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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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%$
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%$ if length(t)>1
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%$ DATA = NaN(52,ts.vobs);
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%$ DATA = [DATA; 52*ones(ts.nobs-52,ts.vobs)];
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%$ t(2) = dyn_assert(ts.data,DATA);
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%$ t(3) = dyn_assert(ts.name{1},['ydiff(A1)']);
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%$ t(4) = dyn_assert(ts.tex{1},['\\Delta_{52} A_1']);
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%$ end
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%$
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%$ T = all(t);
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%@eof:3
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%@test:4
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%$ t = zeros(4,1);
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%$
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%$ try
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%$ data = transpose(1:100);
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%$ ts = dseries(data,1950,{'A1'},{'A_1'});
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%$ ts = ts.ydiff;
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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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%$
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%$ if length(t)>1
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%$ DATA = NaN(1,ts.vobs);
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%$ DATA = [DATA; ones(ts.nobs-1,ts.vobs)];
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%$ t(2) = dyn_assert(ts.data,DATA);
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%$ t(3) = dyn_assert(ts.name{1},['ydiff(A1)']);
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%$ t(4) = dyn_assert(ts.tex{1},['\\Delta A_1']);
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%$ end
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%$
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%$ T = all(t);
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%@eof:4
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