diff --git a/src/@dates/colon.m b/src/@dates/colon.m
index 2c43bae02c6e64455a271b5a140734f9201bc8a0..fd989baf917770da21eeeb0017131cd46119fce3 100644
--- a/src/@dates/colon.m
+++ b/src/@dates/colon.m
@@ -14,7 +14,7 @@ function q = colon(varargin) % --*-- Unitary tests --*--
% 1. p must be greater than o if d>0.
% 2. p and q are dates objects with one element.
-% Copyright (C) 2013-2017 Dynare Team
+% Copyright (C) 2013-2020 Dynare Team
%
% This code is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
@@ -67,7 +67,7 @@ end
q = dates();
% Compute the number of elements in the returned dates object.
-n = (p-o)+1; % The number of elements in q dates object if d==1.
+n = (p-o)+1; % The number of elements in q dates object if d==1.
m = n;
if d>1 % Correction of the number of elements (if d is not equal to one).
m = length(1:d:n);
@@ -81,8 +81,12 @@ if isequal(q.freq, 1)
q.time = NaN(m,2);
q.time(:,1) = o.time(1)+transpose(0:d:n-1);
q.time(:,2) = 1;
+elseif isequal(q.freq, 365)
+ q.time = NaN(n,3);
+ initperiods = datenum(o.time):datenum(p.time);
+ q.time = str2num(datestr(initperiods, 'yyyy mm dd'));
else
- % Weekly, Monthly, Quaterly
+ % Weekly, Monthly, Quaterly, Bi-Annual
q.time = NaN(n,2);
initperiods = min(q.freq-o.time(2)+1,n);
q.time(1:initperiods,1) = o.time(1);
@@ -190,3 +194,20 @@ end
%$ t(2) = dassert(d.freq,e.freq);
%$ T = all(t);
%$ @eof:4
+
+%$ @test:5
+%$ % Create an empty dates object for daily data
+%$ dd = dates('D');
+%$
+%$ % Define expected results.
+%$ e.freq = 365;
+%$ e.time = [1950 1 28; 1950 1 29; 1950 1 30];
+%$
+%$ % Call the tested routine.
+%$ d = dd(1950, 01, 28):dd(1950, 01, 30);
+%$
+%$ % Check the results.
+%$ t(1) = dassert(d.time,e.time);
+%$ t(2) = dassert(d.freq,e.freq);
+%$ T = all(t);
+%$ @eof:5
diff --git a/src/@dates/dates.m b/src/@dates/dates.m
index fe0e1741703eef28f343442661fac5fd937bd16c..a813b43ad90cf75b5879fba821c23f4be46dcc04 100644
--- a/src/@dates/dates.m
+++ b/src/@dates/dates.m
@@ -1,6 +1,6 @@
classdef dates<handle % --*-- Unitary tests --*--
-% Copyright (C) 2014-2017 Dynare Team
+% Copyright (C) 2014-2020 Dynare Team
%
% This code is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
@@ -41,7 +41,12 @@ methods
else
error('dates:ArgCheck', 'All dates passed as inputs must have the same frequency!')
end
- o.time = transpose(reshape([tmp.time], 2, length(tmp)));
+
+ if any(cellfun(@(c)(size(c,2)==3), {tmp.time}, 'UniformOutput', true))
+ o.time = transpose(reshape([tmp.time], 3, length(tmp)));
+ else
+ o.time = transpose(reshape([tmp.time], 2, length(tmp)));
+ end
return
end
if isequal(nargin,1) && isfreq(varargin{1})
@@ -107,6 +112,32 @@ methods
end
return
end
+ if isequal(nargin,4) && isfreq(varargin{1}) && isequal(varargin{1},365)
+ o.time = NaN(0,3);
+ if ischar(varargin{1})
+ o.freq = string2freq(varargin{1});
+ else
+ o.freq = varargin{1};
+ end
+ if (isnumeric(varargin{2}) && isvector(varargin{2}) && all(isint(varargin{2})))
+ if isnumeric(varargin{3}) && isvector(varargin{3}) && all(isint(varargin{3}))
+ if isnumeric(varargin{4}) && isvector(varargin{4}) && all(isint(varargin{4}))
+ if all(varargin{3}>=1) && all(varargin{3}<=12) && all(varargin{4}>=1) && all(varargin{3}<=31)
+ o.time = [varargin{2}(:), varargin{3}(:), varargin{4}(:)];
+ else
+ error('dates:ArgCheck','Third input must contain integers between 1 and %i.', o.freq)
+ end
+ else
+ error('dates:ArgCheck','Fourth input must be a vector of integers.')
+ end
+ else
+ error('dates:ArgCheck','Third input must be a vector of integers.')
+ end
+ else
+ error('dates:ArgCheck','Second input must be a vector of integers.')
+ end
+ return
+ end
error('dates:ArgCheck','The input cannot be interpreted as a date. You should first read the manual!')
end % dates constructor.
% Other methods
@@ -303,7 +334,7 @@ end % classdef
%@test:10
%$ try
-%$ B = dates(4,[1950, 1950], [1, 2]);
+%$ B = dates(365,[1956, 1956], [1, 1], [12, 13]);
%$ t = 1;
%$ catch
%$ t = 0;
diff --git a/src/@dates/subsref.m b/src/@dates/subsref.m
index cbeea253d3618a5928be50fc4b9ddb1e663b08cd..aff73554da462c3545a7c1d03838c2fc49b7eaca 100644
--- a/src/@dates/subsref.m
+++ b/src/@dates/subsref.m
@@ -13,7 +13,7 @@ function B = subsref(A,S) % --*-- Unitary tests --*--
% 1. The type of the returned argument depends on the content of S.
% 2. See the matlab's documentation about the subsref method.
-% Copyright (C) 2011-2017 Dynare Team
+% Copyright (C) 2011-2020 Dynare Team
%
% This code is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
@@ -57,10 +57,11 @@ switch S(1).type
case '()'
if isempty(A)
if isempty(A.freq)
- % Populate an empty dates object with time member (freq is not specified). Needs two or three inputs. First input is an integer
+ % Populate an empty dates object with time member (freq is not specified). Needs two, three or four inputs. First input is an integer
% scalar specifying the frequency. Second input is either the time member (a n*2 array of integers) or a column vector with n
% elements (the first column of the time member --> years). If the the second input is a row vector and if A.freq~=1 a third input
- % is necessary. The third input is n*1 vector of integers between 1 and A.freq (second column of the time member --> subperiods).
+ % is necessary. The third input is n*1 vector of integers between 1 and A.freq (or 31 in case of daily data) (second column of the time member --> subperiods).
+ % The fourth input is only necessary in case of daily data, it is n*1 vector of integers between 1 and 12.
B = dates();
% First input is the frequency.
if isfreq(S(1).subs{1})
@@ -72,7 +73,7 @@ switch S(1).type
else
error('dates::subsref: First input must be a frequency!')
end
- if isequal(length(S(1).subs),2)
+ if isequal(length(S(1).subs),2) && ~isequal(B.freq,365)
% If two inputs are provided, the second input must be a n*2 array except if frequency is annual.
[n, m] = size(S(1).subs{2});
if m>2
@@ -94,7 +95,7 @@ switch S(1).type
else
error('dates::subsref: This is a bug!')
end
- elseif isequal(length(S(1).subs),3)
+ elseif isequal(length(S(1).subs),3) && ~isequal(B.freq,365)
% If three inputs are provided, the second and third inputs are column verctors of integers (years and subperiods).
if ~iscolumn(S(1).subs{2}) && ~all(isint(S(1).subs{2}))
error('dates::subsref: Second input argument must be a column vector of integers!')
@@ -108,14 +109,32 @@ switch S(1).type
error('dates::subsref: Second and third input arguments must have the same number of elements!')
end
B.time = [S(1).subs{2}, S(1).subs{3}];
+ elseif isequal(length(S(1).subs),4) && isequal(B.freq,365)
+ % If four inputs are provided, the second, third and fourth inputs are column verctors of integers (years and subperiods (months and days when freq is 365)).
+ if ~iscolumn(S(1).subs{2}) && ~all(isint(S(1).subs{2}))
+ error('dates::subsref: Second input argument must be a column vector of integers!')
+ end
+ n1 = size(S(1).subs{2},1);
+ if ~iscolumn(S(1).subs{3}) && ~all(S(1).subs{2}>=1) && ~all(S(1).subs{2}<=12)
+ error('dates::subsref: Third input argument must be a column vector of subperiods (integers between 1 and 12)!')
+ end
+ n2 = size(S(1).subs{3},1);
+ if ~iscolumn(S(1).subs{4}) && ~all(S(1).subs{2}>=1) && ~all(S(1).subs{2}<=31)
+ error('dates::subsref: Fourth input argument must be a column vector of subperiods (integers between 1 and 31)!')
+ end
+ n3 = size(S(1).subs{4},1);
+ if ~isequal(n1,n2,n3)
+ error('dates::subsref: Second, third and fourth input arguments must have the same number of elements!')
+ end
+ B.time = [S(1).subs{2}, S(1).subs{3}, S(1).subs{4}];
else
error('dates::subsref: Wrong calling sequence!')
end
else
% Populate an empty dates object with time member (freq is already specified).
- % Needs one (time) or two (first and second columns of time for years and subperiods) inputs.
+ % Needs one (time), two or three (first, second and third columns of time for years and subperiods (months and days when freq is 365)) inputs.
B = copy(A);
- if isequal(length(S(1).subs),2)
+ if isequal(length(S(1).subs),2) && ~isequal(B.freq,365)
if ~iscolumn(S(1).subs{1}) && ~all(isint(S(1).subs{1}))
error('dates::subsref: First argument has to be a column vector of integers!')
end
@@ -128,7 +147,7 @@ switch S(1).type
error('dates::subsref: First and second argument must have the same number of rows!')
end
B.time = [S(1).subs{1}, S(1).subs{2}];
- elseif isequal(length(S(1).subs),1)
+ elseif isequal(length(S(1).subs),1) && ~isequal(B.freq,365)
[n, m] = size(S(1).subs{1});
if ~isequal(m,2) && ~isequal(B.freq,1)
error('dates::subsref: First argument has to be a n*2 array!')
@@ -146,6 +165,23 @@ switch S(1).type
else
error('dates::subsref: This is a bug!')
end
+ elseif isequal(length(S(1).subs),3) && isequal(B.freq,365)
+ if ~iscolumn(S(1).subs{1}) && ~all(isint(S(1).subs{1}))
+ error('dates::subsref: First argument has to be a column vector of integers!')
+ end
+ n1 = size(S(1).subs{1},1);
+ if ~iscolumn(S(1).subs{2}) && ~all(S(1).subs{2}>=1) && ~all(S(1).subs{2}<=12)
+ error('dates::subsref: Second argument has to be a column vector of subperiods (integers between 1 and 12!')
+ end
+ n2 = size(S(1).subs{2},1);
+ if ~iscolumn(S(1).subs{3}) && ~all(S(1).subs{2}>=1) && ~all(S(1).subs{2}<=31)
+ error('dates::subsref: Third argument has to be a column vector of subperiods (integers between 1 and 31!')
+ end
+ n3 = size(S(1).subs{3},1);
+ if ~isequal(n3,n2,n1)
+ error('dates::subsref: All arguments must have the same number of rows!')
+ end
+ B.time = [S(1).subs{1}, S(1).subs{2}, S(1).subs{3}];
else
error('dates::subsref: Wrong number of inputs!')
end
@@ -345,3 +381,43 @@ end
%$ end
%$ T = all(t);
%@eof:7
+
+%@test:8
+%$ % Define a dates object
+%$ B = dates('1950-11-15','1950-11-16','1950-11-17','1950-11-18');
+%$
+%$ % Try to extract a sub-dates object.
+%$ try
+%$ d = B([]);
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(isa(d,'dates'), true);
+%$ t(3) = dassert(isempty(d), true);
+%$ end
+%$ T = all(t);
+%@eof:8
+
+%@test:9
+%$ % Define a dates object
+%$ B = dates('1950-11-15','1950-11-16','1950-11-17','1950-11-18');
+%$
+%$ % Try to extract a sub-dates object.
+%$ d = B(2);
+%$
+%$ if isa(d,'dates')
+%$ t(1) = 1;
+%$ else
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(d.freq,B.freq);
+%$ t(3) = dassert(d.time,[1950 11 16]);
+%$ t(4) = dassert(d.ndat(),1);
+%$ end
+%$ T = all(t);
+%@eof:9
\ No newline at end of file
diff --git a/src/@dseries/dgrowth.m b/src/@dseries/dgrowth.m
new file mode 100644
index 0000000000000000000000000000000000000000..1078a94a7a5db61521a6cf90c3f18bd60d3e1f4d
--- /dev/null
+++ b/src/@dseries/dgrowth.m
@@ -0,0 +1,49 @@
+function o = dgrowth(o) % --*-- Unitary tests --*--
+
+% Computes daily growth rates.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright (C) 2020 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/>.
+
+o = copy(o);
+o.dgrowth_();
+
+%@test:1
+%$ try
+%$ data = (1+.01).^transpose(0:1:50);
+%$ ts = dseries(data,'1950-01-01');
+%$ ds = ts.dgrowth();
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = NaN(1,ds.vobs);
+%$ DATA = [DATA; .01*ones(ds.nobs-1,ds.vobs)];
+%$ t(2) = dassert(ds.data,DATA,1e-15);
+%$ t(3) = dassert(ts.data,data,1e-15);
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
\ No newline at end of file
diff --git a/src/@dseries/dgrowth_.m b/src/@dseries/dgrowth_.m
new file mode 100644
index 0000000000000000000000000000000000000000..c2425a19ac7c8cc8c992f3786285f8cbd81ec1b2
--- /dev/null
+++ b/src/@dseries/dgrowth_.m
@@ -0,0 +1,84 @@
+function o = dgrowth_(o) % --*-- Unitary tests --*--
+
+% Computes daily growth rates.
+%
+% INPUTS
+% - o [dseries]
+%
+% OUTPUTS
+% - o [dseries]
+
+% Copyright (C) 2020 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/>.
+
+switch frequency(o)
+ case 1
+ error('dseries::dgrowth: I cannot compute daily growth rates from yearly data!')
+ case 2
+ error('dseries::dgrowth: I cannot compute daily growth rates from bi-annual data!')
+ case 4
+ error('dseries::dgrowth: I cannot compute daily growth rates from quaterly data!')
+ case 12
+ error('dseries::dgrowth: I cannot compute daily growth rates from monthly data!')
+ case 52
+ error('dseries::dgrowth: I cannot compute daily growth rates from weekly data!')
+ case 365
+ o.data(2:end,:) = o.data(2:end,:)./o.data(1:end-1,:) - 1;
+ o.data(1,:) = NaN;
+ otherwise
+ error(['dseries::dgrowth: object ' inputname(1) ' has unknown frequency']);
+end
+
+for i = 1:vobs(o)
+ if isempty(o.ops{i})
+ o.ops(i) = {['dgrowth(' o.name{i} ')']};
+ else
+ o.ops(i) = {['dgrowth(' o.ops{i} ')']};
+ end
+end
+
+%@test:1
+%$ try
+%$ data = (1+.01).^transpose(0:1:50);
+%$ ts = dseries(data,'1950Q1');
+%$ ts.dgrowth_;
+%$ t(1) = 0;
+%$ catch
+%$ t(1) = 1;
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ try
+%$ data = (1+.01).^transpose(0:1:80);
+%$ ts = dseries(data, '1950-01-01');
+%$ ts.dgrowth_;
+%$ t(1) = 1;
+%$ catch
+%$ t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = NaN(1,ts.vobs);
+%$ DATA = [DATA; (1.01-1)*ones(ts.nobs-1, ts.vobs)];
+%$ t(2) = dassert(ts.data, DATA, 1e-15);
+%$ end
+%$
+%$ T = all(t);
+%@eof:2
diff --git a/src/@dseries/dseries.m b/src/@dseries/dseries.m
index afce0d6148fd86d17cb35a16a64ee1673757c73f..6351ff86ceacabf7444be0277c2512425f6389d7 100644
--- a/src/@dseries/dseries.m
+++ b/src/@dseries/dseries.m
@@ -124,7 +124,7 @@ methods
init = dates(1,1);
elseif (isdates(b) && isequal(length(b),1))
init = b;
- elseif ischar(b) && isdate(b)% Weekly, Monthly, Quaterly, Bi-annual or Annual data (string).
+ elseif ischar(b) && isdate(b)% Daily, Weekly, Monthly, Quaterly, Bi-annual or Annual data (string).
init = dates(b);
elseif (isnumeric(b) && isscalar(b) && isint(b)) % Yearly data.
init = dates([num2str(b) 'Y']);
diff --git a/src/@dseries/hdiff_.m b/src/@dseries/hdiff_.m
index 46b20ceb29e43ba842f7e93097ceb1b0da638b1e..d0cb75e78237b1bd37857097073492c28cd94ad9 100644
--- a/src/@dseries/hdiff_.m
+++ b/src/@dseries/hdiff_.m
@@ -39,6 +39,8 @@ switch frequency(o)
o.data(1:6,:) = NaN;
case 52
error('dseries::hdiff: I do not know yet how to compute bi-annual differences from weekly data!')
+ case 365
+ error('dseries::hdiff: I do not know yet how to compute bi-annual differences from daily data!')
otherwise
error(['dseries::hdiff: object ' inputname(1) ' has unknown frequency']);
end
diff --git a/src/@dseries/hgrowth_.m b/src/@dseries/hgrowth_.m
index ac30fd80093912b92b59df22d659a9bdb4782cb3..78ed8a9dbff4e3a72ce675bdd82a374cbf0d65e0 100644
--- a/src/@dseries/hgrowth_.m
+++ b/src/@dseries/hgrowth_.m
@@ -39,6 +39,8 @@ switch frequency(o)
o.data(1:6,:) = NaN;
case 52
error('dseries::hgrowth: I do not know yet how to compute bi-annual growth rates from weekly data!')
+ case 365
+ error('dseries::hgrowth: I do not know yet how to compute bi-annual growth rates from daily data!')
otherwise
error(['dseries::hgrowth: object ' inputname(1) ' has unknown frequency']);
end
diff --git a/src/@dseries/mdiff_.m b/src/@dseries/mdiff_.m
index a4e6b316d23db54e0c60a8912c59090d46023d6a..8195c4dd18e5dbd4286529980aede485e80f6576 100644
--- a/src/@dseries/mdiff_.m
+++ b/src/@dseries/mdiff_.m
@@ -35,6 +35,10 @@ switch frequency(o)
case 12
o.data(2:end,:) = o.data(2:end,:)-o.data(1:end-1,:);
o.data(1,:) = NaN;
+ case 52
+ error('dseries::mdiff: I do not know yet how to compute monthly differences from weekly data!')
+ case 365
+ error('dseries::mdiff: I do not know yet how to compute monthly differences from daily data!')
otherwise
error(['dseries::mdiff: object ' inputname(1) ' has unknown frequency']);
end
diff --git a/src/@dseries/mgrowth_.m b/src/@dseries/mgrowth_.m
index 53369cfe135bcc888e2f036f75422b6dd7f5b0ec..1fe0439a28be3b9bc5b8b8a879529096b8eb04e5 100644
--- a/src/@dseries/mgrowth_.m
+++ b/src/@dseries/mgrowth_.m
@@ -35,6 +35,10 @@ switch frequency(o)
case 12
o.data(2:end,:) = o.data(2:end,:)./o.data(1:end-1,:) - 1;
o.data(1,:) = NaN;
+ case 52
+ error('dseries::mgrowth: I do not know yet how to compute monthly growth rates from weekly data!')
+ case 365
+ error('dseries::mgrowth: I do not know yet how to compute monthly growth rates from daily data!')
otherwise
error(['dseries::mgrowth: object ' inputname(1) ' has unknown frequency']);
end
diff --git a/src/@dseries/qdiff_.m b/src/@dseries/qdiff_.m
index 7e02f3a263cc1b1629d5ca8f6f6ca943b05ae723..5036934eaf7b774b096b3b60cddbe905076ee107 100644
--- a/src/@dseries/qdiff_.m
+++ b/src/@dseries/qdiff_.m
@@ -38,6 +38,8 @@ switch frequency(o)
o.data(1:3,:) = NaN;
case 52
error('dseries::qdiff: I do not know yet how to compute quaterly differences from weekly data!')
+ case 365
+ error('dseries::qdiff: I do not know yet how to compute quaterly differences from daily data!')
otherwise
error(['dseries::qdiff: object ' inputname(1) ' has unknown frequency']);
end
diff --git a/src/@dseries/qgrowth_.m b/src/@dseries/qgrowth_.m
index 658b5c48dea1c156a2d0c9e43de7dcbf3a59bc6a..468ed10965c7c87cdb168f8691c382bf91604039 100644
--- a/src/@dseries/qgrowth_.m
+++ b/src/@dseries/qgrowth_.m
@@ -38,6 +38,8 @@ switch frequency(o)
o.data(1:3,:) = NaN;
case 52
error('dseries::qgrowth: I do not know yet how to compute quaterly growth rates from weekly data!')
+ case 365
+ error('dseries::qgrowth: I do not know yet how to compute quaterly growth rates from daily data!')
otherwise
error(['dseries::qgrowth: object ' inputname(1) ' has unknown frequency']);
end
diff --git a/src/@dseries/subsref.m b/src/@dseries/subsref.m
index f39b4a8dc0b510e36e33bbc09c0a0783af0a9239..62ffde82b3a3e22f61434ddc49a3a617b0a26b60 100644
--- a/src/@dseries/subsref.m
+++ b/src/@dseries/subsref.m
@@ -53,7 +53,7 @@ switch S(1).type
% Returns a dates object (last date).
r = o.dates(end);
case 'freq'
- % Returns an integer characterizing the data frequency (1, 4, 12 or 52)
+ % Returns an integer characterizing the data frequency (1, 2, 4, 12, 52 or 365)
r = o.dates.freq;
case 'length'
error(['dseries::subsref: we do not support the length operator on ' ...
@@ -112,6 +112,7 @@ switch S(1).type
'hgrowth','hgrowth_', ...
'qgrowth','qgrowth_', ...
'mgrowth','mgrowth_', ...
+ 'dgrowth','dgrowth_', ...
'ydiff','ydiff_', ...
'hdiff','hdiff_', ...
'qdiff','qdiff_', ...
@@ -743,4 +744,21 @@ return
end
T = all(t);
-%@eof:20
\ No newline at end of file
+%@eof:20
+
+%@test:21
+ try
+ tseries = dseries(dates('2000-01-01'));
+ ts = tseries(ones(6,1));
+ t(1) = true;
+ catch
+ t(1) = false;
+ end
+
+ if t(1)
+ t(2) = ts.dates(1)==dates('2000-01-01');
+ t(3) = ts.dates(6)==dates('2000-01-06');
+ end
+
+ T = all(t);
+%@eof:21
\ No newline at end of file
diff --git a/src/@dseries/ydiff_.m b/src/@dseries/ydiff_.m
index 16e2f6aeb502df8e6d0c7edbf229ba1f46d696f8..796130cdc1b1fbf7b4386105f2c41b9bb6e4cf15 100644
--- a/src/@dseries/ydiff_.m
+++ b/src/@dseries/ydiff_.m
@@ -41,6 +41,9 @@ switch frequency(o)
case 52
o.data(53:end,:) = o.data(53:end,:)-o.data(1:end-52,:);
o.data(1:52,:) = NaN;
+ case 365
+ o.data(366:end,:) = o.data(366:end,:)-o.data(1:end-365,:);
+ o.data(1:365,:) = NaN;
otherwise
error(['dseries::ydiff: object ' inputname(1) ' has unknown frequency']);
end
@@ -155,3 +158,23 @@ end
%$
%$ T = all(t);
%@eof:5
+
+%@test:6
+%$ try
+%$ data = transpose(1:1095);
+%$ ts = dseries(data,'1950-01-01',{'A1'},{'A_1'});
+%$ ts.ydiff_;
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ DATA = NaN(365,ts.vobs);
+%$ DATA = [DATA; 365*ones(ts.nobs-365,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA);
+%$ t(3) = dassert(ts.ops{1},['ydiff(A1)']);
+%$ end
+%$
+%$ T = all(t);
+%@eof:6
\ No newline at end of file
diff --git a/src/@dseries/ygrowth_.m b/src/@dseries/ygrowth_.m
index 3bc3d77e81e991797e0738956f4085c87eb271cd..ce9c089c7522d0b08d501cee80153179d369a22c 100644
--- a/src/@dseries/ygrowth_.m
+++ b/src/@dseries/ygrowth_.m
@@ -41,6 +41,9 @@ switch frequency(o)
case 52
o.data(53:end,:) = o.data(53:end,:)./o.data(1:end-52,:) - 1;
o.data(1:52,:) = NaN;
+ case 365
+ o.data(366:end,:) = o.data(366:end,:)./o.data(1:end-365,:) - 1;
+ o.data(1:365,:) = NaN;
otherwise
error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
end
@@ -131,3 +134,23 @@ end
%$
%$ T = all(t);
%@eof:4
+
+%@test:5
+%$ try
+%$ data = repmat(transpose(1:365),100,1);
+%$ ts = dseries(data,'1950-01-01');
+%$ ts.ygrowth_();
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$
+%$ if t(1)
+%$ DATA = NaN(365,ts.vobs);
+%$ DATA = [DATA; zeros(ts.nobs-365,ts.vobs)];
+%$ t(2) = dassert(ts.data,DATA);
+%$ end
+%$
+%$ T = all(t);
+%@eof:5
diff --git a/src/utilities/convert/date2string.m b/src/utilities/convert/date2string.m
index 49d675fe869dd813e628975e6294e028c2cb6403..9a94a8030ff6fa251d3bfbe39ab1131bf4afef64 100644
--- a/src/utilities/convert/date2string.m
+++ b/src/utilities/convert/date2string.m
@@ -4,8 +4,8 @@ function s = date2string(varargin) % --*-- Unitary tests --*--
%
% INPUTS
% o varargin{1} + dates object with one element, if nargin==1.
-% + 1*2 vector of integers (first element is the year, second element is the subperiod), if nargin==2.
-% o varargin{2} integer scalar equal to 1, 2, 4, 12 or 52 (frequency).
+% + 1*3 vector of integers (first element is the year, second and third elements are the subperiods), if nargin==3.
+% o varargin{2} integer scalar equal to 1, 2, 4, 12, 52 or 365 (frequency).
%
% OUTPUTS
% o s string.
@@ -37,8 +37,8 @@ if isequal(nargin,1)
end
if isequal(nargin,2)
- if ~(isvector(varargin{1}) && isequal(length(varargin{1}),2) && all(isint(varargin{1})) && isscalar(varargin{2} && ismember(varargin{2},[1 2 4 12 52])))
- error(['dates::format: First input must be a 1*2 vector of integers and second input must be a scalar integer (1, 2, 4, 12 or 52)!'])
+ if ~(isvector(varargin{1}) && (isequal(length(varargin{1}),2) || isequal(length(varargin{1}),3)) && all(isint(varargin{1})) && isscalar(varargin{2} && ismember(varargin{2},[1 2 4 12 52 365])))
+ error(['dates::format: First input must be a 1*2 or 1*3 vector of integers and second input must be a scalar integer (1, 2, 4, 12, 52 or 365)!'])
else
if varargin{1}(2)>varargin{2} || varargin{1}(2)<1
error('dates::format: Second element of the first input be between 1 and %s!',num2str(varargin{2}))
@@ -48,9 +48,13 @@ if isequal(nargin,2)
end
end
-s = [num2str(time(1)) freq2string(freq)];
-if freq>1
- s = strcat(s, num2str(time(2)));
+if freq == 365
+ s = [num2str(time(1),'%02d') '-' num2str(time(2),'%02d') '-' num2str(time(3),'%02d')];
+else
+ s = [num2str(time(1)) freq2string(freq)];
+ if freq>1
+ s = strcat(s, num2str(time(2)));
+ end
end
%@test:1
@@ -135,3 +139,17 @@ end
%$ T = all(t);
%@eof:6
+%@test:7
+%$ try
+%$ str = date2string([1938; 1; 12], 365);
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(str, '1938-01-12');
+%$ end
+%$
+%$ T = all(t);
+%@eof:7
diff --git a/src/utilities/convert/freq2string.m b/src/utilities/convert/freq2string.m
index 09b750237a821e242e9e63fb1b895ab2f670c1bf..fe622e34650acd4be3e3e2bf4cda93daa4918b06 100644
--- a/src/utilities/convert/freq2string.m
+++ b/src/utilities/convert/freq2string.m
@@ -1,10 +1,10 @@
function s = freq2string(freq) % --*-- Unitary tests --*--
% INPUTS
-% o freq scalar integer, equal to 1, 2, 4, 12 or 52 (resp. annual, bi-annual, quaterly, monthly or weekly)
+% o freq scalar integer, equal to 1, 2, 4, 12, 52 or 365 (resp. annual, bi-annual, quaterly, monthly, weekly or daily)
%
% OUTPUTS
-% o s character, equal to Y, H, Q, M or W (resp. annual, bi-annual, quaterly, monthly or weekly)
+% o s character, equal to Y, H, Q, M, W or D (resp. annual, bi-annual, quaterly, monthly, weekly or daily)
% Copyright (C) 2013-2020 Dynare Team
%
@@ -34,6 +34,8 @@ switch freq
s = 'M';
case 52
s = 'W';
+ case 365
+ s = 'D';
otherwise
error('dates::freq2string: Unknown frequency!')
end
@@ -45,6 +47,7 @@ end
%$ strQ = freq2string(4);
%$ strM = freq2string(12);
%$ strW = freq2string(52);
+%$ strD = freq2string(365);
%$ t(1) = true;
%$ catch
%$ t(1) = false;
@@ -56,6 +59,7 @@ end
%$ t(4) = dassert(strQ, 'Q');
%$ t(5) = dassert(strM, 'M');
%$ t(6) = dassert(strW, 'W');
+%$ t(7) = dassert(strD, 'D');
%$ end
%$
%$ T = all(t);
diff --git a/src/utilities/convert/string2date.m b/src/utilities/convert/string2date.m
index 1801c42fd60cbb148143810bfe43cf64446008e3..1a5d3c65779d57c0cb1f4cd8ec1aba4d00c5587e 100644
--- a/src/utilities/convert/string2date.m
+++ b/src/utilities/convert/string2date.m
@@ -58,6 +58,14 @@ if isweekly(a)
return
end
+if isdaily(a)
+ year = 1:(regexp(a,'[-]')-1);
+ month = 6:7;
+ day = 9:10;
+ date.freq = 365;
+ date.time = write_time_field_d(a, year, month, day);
+ return
+end
function b = write_time_field(c, d)
b(1) = str2double(c(d));
@@ -67,6 +75,11 @@ function b = write_time_field_y(c, d)
b(1) = str2double(c(d));
b(2) = 1;
+function b = write_time_field_d(c, y, m, d)
+b(1) = str2double(c(y));
+b(2) = str2double(c(m));
+b(3) = str2double(c(d));
+
%@test:1
%$
%$ % Define some dates
@@ -78,6 +91,7 @@ b(2) = 1;
%$ date_6 = '2009A';
%$ date_7 = '2009H1';
%$ date_8 = '2009h2';
+%$ date_9 = '2009-01-01';
%$
%$ % Define expected results.
%$ e_date_1 = [1950 2];
@@ -96,6 +110,8 @@ b(2) = 1;
%$ e_freq_7 = 2;
%$ e_date_8 = [2009 2];
%$ e_freq_8 = 2;
+%$ e_date_9 = [2009 365];
+%$ e_freq_9 = 365;
%$
%$ % Call the tested routine.
%$ d1 = string2date(date_1);
@@ -106,6 +122,7 @@ b(2) = 1;
%$ d6 = string2date(date_6);
%$ d7 = string2date(date_7);
%$ d8 = string2date(date_8);
+%$ d9 = string2date(date_9);
%$
%$ % Check the results.
%$ t(1) = dassert(d1.time,e_date_1);
@@ -124,5 +141,6 @@ b(2) = 1;
%$ t(14)= dassert(d6.freq,e_freq_6);
%$ t(15)= dassert(d7.freq,e_freq_7);
%$ t(16)= dassert(d8.freq,e_freq_8);
+%$ t(17)= dassert(d9.freq,e_freq_9);
%$ T = all(t);
%@eof:1
\ No newline at end of file
diff --git a/src/utilities/convert/string2freq.m b/src/utilities/convert/string2freq.m
index a15e97c6d9209d07091922f7d469cb7d723d6a58..ca5894ad800d544e4a79a62df6d0d1da21a9f08c 100644
--- a/src/utilities/convert/string2freq.m
+++ b/src/utilities/convert/string2freq.m
@@ -1,10 +1,10 @@
function freq = string2freq(s) % --*-- Unitary tests --*--
% INPUTS
-% o s character, equal to Y, H, Q, M or W (resp. annual, bi-annual, quaterly, monthly or weekly)
+% o s character, equal to Y, H, Q, M, W or D (resp. annual, bi-annual, quaterly, monthly, weekly or daily)
%
% OUTPUTS
-% o freq scalar integer, equal to 1, 2, 4, 12 or 52 (resp. annual, bi-annual, quaterly, monthly or weekly)
+% o freq scalar integer, equal to 1, 2, 4, 12, 52 or 365 (resp. annual, bi-annual, quaterly, monthly, weekly or daily)
% Copyright (C) 2013-2020 Dynare Team
%
@@ -34,6 +34,8 @@ switch upper(s)
freq = 12;
case 'W'
freq = 52;
+ case 'D'
+ freq = 365;
otherwise
error('dates::freq2string: Unknown frequency!')
end
@@ -45,6 +47,7 @@ end
%$ nQ = string2freq('Q');
%$ nM = string2freq('M');
%$ nW = string2freq('W');
+%$ nD = string2freq('D');
%$ t(1) = true;
%$ catch
%$ t(1) = false;
@@ -56,6 +59,7 @@ end
%$ t(4) = dassert(nQ, 4);
%$ t(5) = dassert(nM, 12);
%$ t(6) = dassert(nW, 52);
+%$ t(7) = dassert(nD, 365);
%$ end
%$
%$ T = all(t);
diff --git a/src/utilities/is/isdaily.m b/src/utilities/is/isdaily.m
new file mode 100644
index 0000000000000000000000000000000000000000..9f5b85216f85577517d33da3879c8289a6c54bd8
--- /dev/null
+++ b/src/utilities/is/isdaily.m
@@ -0,0 +1,58 @@
+function b = isdaily(str) % --*-- Unitary tests --*--
+
+% Tests if the input can be interpreted as a daily date.
+%
+% INPUTS
+% o str string.
+%
+% OUTPUTS
+% o b integer scalar, equal to 1 if str can be interpreted as a daily date or 0 otherwise.
+
+% Copyright (C) 2020 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/>.
+
+if ischar(str)
+ if isempty(regexp(str,'^-?[0-9]+[-](0[1-9]|1[0-2])+[-]([0-2][0-9]|3[0-1])$','once'))
+ b = false;
+ else
+ b = true;
+ end
+else
+ b = false;
+end
+
+%@test:1
+%$
+%$ date_1 = '1950-03-29';
+%$ date_2 = '1950-12-31';
+%$ date_3 = '-1950-11-28';
+%$ date_4 = '1976-01-19';
+%$ date_5 = '1950 azd ';
+%$ date_6 = '1950Y';
+%$ date_7 = '1950Q3';
+%$ date_8 = '1950-13-39';
+%$
+%$ t(1) = dassert(isdaily(date_1),true);
+%$ t(2) = dassert(isdaily(date_2),true);
+%$ t(3) = dassert(isdaily(date_3),true);
+%$ t(4) = dassert(isdaily(date_4),true);
+%$ t(5) = dassert(isdaily(date_5),false);
+%$ t(6) = dassert(isdaily(date_6),false);
+%$ t(7) = dassert(isdaily(date_7),false);
+%$ t(8) = dassert(isdaily(date_8),false);
+%$ T = all(t);
+%@eof:1
\ No newline at end of file
diff --git a/src/utilities/is/isfreq.m b/src/utilities/is/isfreq.m
index b6562de7c4200447cecc2bcea6732d7c51e8ec57..3bef38a862443c4d29f3480c9bf837a25ef4e8bb 100644
--- a/src/utilities/is/isfreq.m
+++ b/src/utilities/is/isfreq.m
@@ -28,13 +28,13 @@ function B = isfreq(A) % --*-- Unitary tests --*--
B = false;
if ischar(A)
- if isequal(length(A),1) && ismember(upper(A),{'Y','A', 'H', 'Q','M','W'})
+ if isequal(length(A),1) && ismember(upper(A),{'Y','A', 'H', 'Q', 'M', 'W', 'D'})
B = true;
return
end
end
-if isnumeric(A) && isequal(length(A),1) && ismember(A,[1 2 4 12 52])
+if isnumeric(A) && isequal(length(A),1) && ismember(A,[1 2 4 12 52 365])
B = true;
end
@@ -127,3 +127,19 @@ end
%$
%$ T = all(t);
%@eof:6
+
+%@test:7
+%$ try
+%$ boolean = isfreq('D');
+%$ t(1) = true;
+%$ catch
+%$ t(1) = false;
+%$ end
+%$
+%$ if t(1)
+%$ t(2) = dassert(boolean, true);
+%$ end
+%$
+%$ T = all(t);
+%@eof:7
+
diff --git a/src/utilities/is/isstringdate.m b/src/utilities/is/isstringdate.m
index 1e063d896014607dd25f2d0429f3b78b4d0009c9..f199b7ea662b91135273febf984e3ac6c2755db1 100644
--- a/src/utilities/is/isstringdate.m
+++ b/src/utilities/is/isstringdate.m
@@ -26,7 +26,7 @@ function b = isstringdate(str) % --*-- Unitary tests --*--
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ischar(str)
- b = isquarterly(str) || isyearly(str) || isbiannual(str) || ismonthly(str) || isweekly(str);
+ b = isquarterly(str) || isyearly(str) || isbiannual(str) || ismonthly(str) || isweekly(str) || isdaily(str);
else
b = false;
end
@@ -50,6 +50,8 @@ end
%$ date_15 = 'W1';
%$ date_16 = '1948H1';
%$ date_17 = 'h2';
+%$ date_18 = '1948-02-12';
+%$ date_19 = '12-30';
%$
%$ t(1) = dassert(isstringdate(date_1),true);
%$ t(2) = dassert(isstringdate(date_2),true);
@@ -68,6 +70,8 @@ end
%$ t(15) = dassert(isstringdate(date_15),false);
%$ t(16) = dassert(isstringdate(date_16),true);
%$ t(17) = dassert(isstringdate(date_17),false);
+%$ t(16) = dassert(isstringdate(date_18),true);
+%$ t(17) = dassert(isstringdate(date_19),false);
%$
%$ T = all(t);
%@eof:1
\ No newline at end of file
diff --git a/src/utilities/is/issubperiod.m b/src/utilities/is/issubperiod.m
index bf02fee0a4954c99bf9aa1aeaa4c86a8230c9d5a..66722a0efff36c28a7105e84a301619c69ed8f2c 100644
--- a/src/utilities/is/issubperiod.m
+++ b/src/utilities/is/issubperiod.m
@@ -18,7 +18,11 @@ function C = issubperiod(A,B) % --*-- Unitary tests --*--
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if isfreq(B)
- C = all(isint(A)) && all(A>=1) && all(A<=B);
+ if B == 365
+ error('issubperiod:: The function does not support daily frequency!')
+ else
+ C = all(isint(A)) && all(A>=1) && all(A<=B);
+ end
else
error('issubperiod:: Second input argument must be equal to 1, 2, 4, 12 or 52 (frequency)!')
end