preprocessor: add set_time command

matlab/global_initialization.m

@@ -182,6 +182,7 @@ options_.ramsey_policy = 0;
 options_.timeless = 0;
 
 % estimation
+options_.initial_period = dynDate(1);
 options_.Harvey_scale_factor = 10;
 options_.MaxNumberOfBytes = 1e6;
 options_.MaximumNumberOfMegaBytes = 111;

preprocessor/ComputingTasks.cc

@@ -1431,3 +1431,14 @@ SvarStatement::writeOutput(ostream &output, const string &basename) const
   else
     output << "'ALL';" << endl;
 }
+
+SetTimeStatement::SetTimeStatement(const OptionsList &options_list_arg) :
+  options_list(options_list_arg)
+{
+}
+
+void
+SetTimeStatement::writeOutput(ostream &output, const string &basename) const
+{
+  options_list.writeOutput(output);
+}

preprocessor/ComputingTasks.hh

@@ -556,4 +556,14 @@ public:
   virtual void writeOutput(ostream &output, const string &basename) const;
 };
 
+class SetTimeStatement : public Statement
+{
+private:
+  const OptionsList options_list;
+public:
+  SetTimeStatement(const OptionsList &options_list_arg);
+  virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
+
 #endif

preprocessor/DynareBison.yy

@@ -96,13 +96,14 @@ class ParsingDriver;
 %token CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
 %token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION
 %token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
-%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
+%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS SET_TIME
 %token <string_val> FLOAT_NUMBER
 %token FORECAST K_ORDER_SOLVER INSTRUMENTS
 %token GAMMA_PDF GRAPH CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK
 %token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HP_FILTER HP_NGRID
 %token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE
 %token <string_val> INT_NUMBER
+%token <string_val> DATE_NUMBER
 %token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS
 %token KALMAN_ALGO KALMAN_TOL
 %token LABELS LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR
@@ -173,7 +174,7 @@ class ParsingDriver;
 
 %type <node_val> expression expression_or_empty
 %type <node_val> equation hand_side
-%type <string_val> non_negative_number signed_number signed_integer
+%type <string_val> non_negative_number signed_number signed_integer date_number
 %type <string_val> filename symbol
 %type <string_val> vec_value_1 vec_value
 %type <string_val> range prior
@@ -213,6 +214,7 @@ statement : parameters
           | estimated_params
           | estimated_params_bounds
           | estimated_params_init
+          | set_time
           | varobs
           | observation_trends
           | unit_root_vars
@@ -963,6 +965,10 @@ non_negative_number : INT_NUMBER
                     | FLOAT_NUMBER
                     ;
 
+date_number : DATE_NUMBER
+            | INT_NUMBER
+            ;
+
 signed_number : PLUS non_negative_number
                { $$ = $2; }
               | MINUS non_negative_number
@@ -1153,6 +1159,10 @@ prior : BETA_PDF
         { $$ = new string("6"); }
       ;
 
+set_time : SET_TIME '(' date_number ')' ';'
+           { driver.set_time($3); }
+         ;
+
 estimation : ESTIMATION ';'
              { driver.run_estimation(); }
            | ESTIMATION '(' estimation_options_list ')' ';'

preprocessor/DynareFlex.ll

@@ -108,6 +108,7 @@ string eofbuff;
 <INITIAL>periods 	{BEGIN DYNARE_STATEMENT; return token::PERIODS;}
 <INITIAL>model_info {BEGIN DYNARE_STATEMENT; return token::MODEL_INFO;}
 <INITIAL>estimation {BEGIN DYNARE_STATEMENT; return token::ESTIMATION;}
+<INITIAL>set_time {BEGIN DYNARE_STATEMENT; return token::SET_TIME;}
 <INITIAL>varobs 	{BEGIN DYNARE_STATEMENT; return token::VAROBS;}
 <INITIAL>unit_root_vars	{BEGIN DYNARE_STATEMENT; return token::UNIT_ROOT_VARS;}
 <INITIAL>rplot	 	{BEGIN DYNARE_STATEMENT; return token::RPLOT;}
@@ -591,6 +592,11 @@ string eofbuff;
   return token::INT_NUMBER;
 }
 
+<DYNARE_STATEMENT,DYNARE_BLOCK>([1-2][0-9]{3}[Mm](([1-9])|(1[0-2])))|([1-2][0-9]{3}[Qq][1-4])|([1-2][0-9]{3}[Ww](([1-9]{1})|([1-5][0-9]))) {
+  yylval->string_val = new string(yytext);
+  return token::DATE_NUMBER;
+}
+
 <DYNARE_STATEMENT,DYNARE_BLOCK>\'[^\']+\' {
   yylval->string_val = new string(yytext + 1);
   yylval->string_val->resize(yylval->string_val->length() - 1);

preprocessor/ParsingDriver.cc

@@ -1056,6 +1056,23 @@ ParsingDriver::option_str(const string &name_option, const string &opt)
   options_list.string_options[name_option] = opt;
 }
 
+void
+ParsingDriver::option_date(const string &name_option, string *opt)
+{
+  option_date(name_option, *opt);
+  delete opt;
+}
+
+void
+ParsingDriver::option_date(const string &name_option, const string &opt)
+{
+  if (options_list.date_options.find(name_option)
+      != options_list.date_options.end())
+    error("option " + name_option + " declared twice");
+
+  options_list.date_options[name_option] = opt;
+}
+
 void
 ParsingDriver::option_symbol_list(const string &name_option)
 {
@@ -1184,6 +1201,17 @@ ParsingDriver::set_unit_root_vars()
   symbol_list.clear();
 }
 
+void
+ParsingDriver::set_time(string *arg)
+{
+  string arg1 = *arg;
+  for (size_t i=0; i<arg1.length(); i++)
+    arg1[i]= toupper(arg1[i]);
+  option_date("initial_period", arg1);
+  mod_file->addStatement(new SetTimeStatement(options_list));
+  options_list.clear();
+}
+
 void
 ParsingDriver::run_estimation()
 {

preprocessor/ParsingDriver.hh

@@ -319,6 +319,10 @@ public:
   void option_str(const string &name_option, string *opt);
   //! Sets an option to a string value
   void option_str(const string &name_option, const string &opt);
+  //! Sets an option to a date value
+  void option_date(const string &name_option, string *opt);
+  //! Sets an option to a date value
+  void option_date(const string &name_option, const string &opt);
   //! Sets an option to a list of symbols (used in conjunction with add_in_symbol_list())
   void option_symbol_list(const string &name_option);
   //! Sets an option to a vector of integers
@@ -351,6 +355,8 @@ public:
   void external_function_option(const string &name_option, const string &opt);
   //! Add a line in an estimated params block
   void add_estimated_params_element();
+  //! Sets the frequency of the data
+  void set_time(string *arg);
   //! Runs estimation process
   void run_estimation();
   //! Runs dynare_sensitivy()

preprocessor/Statement.cc

@@ -88,6 +88,10 @@ OptionsList::writeOutput(ostream &output) const
        it != string_options.end(); it++)
     output << "options_." << it->first << " = '" << it->second << "';" << endl;
 
+  for (date_options_t::const_iterator it = date_options.begin();
+       it != date_options.end(); it++)
+    output << "options_." << it->first << " = dynDate('" << it->second << "');" << endl;
+
   for (symbol_list_options_t::const_iterator it = symbol_list_options.begin();
        it != symbol_list_options.end(); it++)
     it->second.writeOutput("options_." + it->first, output);
@@ -127,6 +131,10 @@ OptionsList::writeOutput(ostream &output, const string &option_group) const
        it != string_options.end(); it++)
     output << option_group << "." << it->first << " = '" << it->second << "';" << endl;
 
+  for (date_options_t::const_iterator it = date_options.begin();
+       it != date_options.end(); it++)
+    output << option_group << "." << it->first << " = dynDate('" << it->second << "');" << endl;
+
   for (symbol_list_options_t::const_iterator it = symbol_list_options.begin();
        it != symbol_list_options.end(); it++)
     it->second.writeOutput(option_group + "." + it->first, output);
@@ -154,6 +162,7 @@ OptionsList::clear()
   num_options.clear();
   paired_num_options.clear();
   string_options.clear();
+  date_options.clear();
   symbol_list_options.clear();
   vector_int_options.clear();
 }

preprocessor/Statement.hh

@@ -118,11 +118,13 @@ public:
   typedef map<string, string> num_options_t;
   typedef map<string, pair<string, string> > paired_num_options_t;
   typedef map<string, string> string_options_t;
+  typedef map<string, string> date_options_t;
   typedef map<string, SymbolList> symbol_list_options_t;
   typedef map<string, vector<int> > vec_int_options_t;
   num_options_t num_options;
   paired_num_options_t paired_num_options;
   string_options_t string_options;
+  date_options_t date_options;
   symbol_list_options_t symbol_list_options;
   vec_int_options_t vector_int_options;
   void writeOutput(ostream &output) const;