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Dóra Kocsis
dynare
Commits
c5da6de3
Commit
c5da6de3
authored
Jun 10, 2013
by
Houtan Bastani
Browse files
doc: dynDate, dynDates, dynSeries (first draft)
parent
acc23179
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doc/dynare.texi
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c5da6de3
...
...
@@ -105,6 +105,7 @@ This is Dynare Reference Manual, version @value{VERSION}.
*
Running
Dynare
::
*
The
Model
file
::
*
The
Configuration
File
::
*
Time
Series
::
*
Reporting
::
*
Examples
::
*
Dynare
internal
documentation
and
unitary
tests
::
...
...
@@ -7870,6 +7871,115 @@ MatlabOctavePath = matlab
@end deffn
@node Time Series
@chapter Time Series
Dynare provides a Matlab class for handling time series data, which is
based on classes for handling dates. Below, you will first find the
classes and methods used for creating and dealing with dates and then
the class used for using time series.
@section dynDate
@deftypefn {dynDate} dynDate (@code{INTEGER})
@deftypefnx {dynDate} dynDate (@code{STRING})
@deftypefnx {dynDate} dynDate (@var{NUMERICAL_VECTOR}, @code{INTEGER})
Returns a @code{dynDate} object that represents a date.
If the value passed is an @code{INTEGER}, return a date of annual
frequency.
If the value passed is a @code{STRING}, you can declare an empty or
non-empty @code{dynDate} object. If instantiating an empty
@code{dynDate} object, the argument can take one of the following
values representing its frequency: @code{`Y'
},
@
code
{`
Q
'}, @code{`M'
},
or
@
code
{`
W
'}. If creating a date with a value, it should be passed in
one of the following formats: @code{`1999'
}
for
an
annual
date
,
@
code
{`
1999
q4
'} for a quarterly date, @code{`1999m12'
}
for
a
monthly
date
,
and
@
code
{`
1999
w52
'} for a weekly date.
If the value passed is a @code{NUMERICAL_VECTOR} it should be a vector
of size @code{2}. The format should be: @code{[year period]}. In this
case, you must pass a second argument to the @code{dynDate} consructor
indicating the freqency of the date as an @code{INTEGER}. This
argument can take the following possible values: @code{1} for annual,
@code{4} for quarterly, @code{12} for monthly and @code{52} for
weekly.
@examplehead
An example of various ways to create a @code{dynDate} object:
@example
do1 = dynDate(`1999'
);
%
1999
do2
=
dynDate
(`
Q
'); % NaNqNan
do3 = dynDate([1999 2], 12); % 1999m2
@end example
@end deftypefn
@section dynDates
@deftypefn {dynDates} dynDates (@code{STRING} [, @code{STRING} @dots{}])
Returns a @code{dynDates} object that represents a list of dates.
Providing a @code{STRING} argument populates the object with the date
represented by said @code{STRING}. If more than one argument is
provided, they should all be dates represented as @code{STRINGS}.
@examplehead
An example of various ways to create a @code{dynDates} object:
@example
do1 = dynDates(`1999'
,
`
2000
', `2001'
,
`
2002
');
do2 = dynDates(`1999'
,
`
2003
', `2002'
);
do3
=
dynDate
(`
1999
Q2
'):dynDate(`2000Q3'
);
@
end
example
Here
,
@
code
{
do1
}
and
@
code
{
do2
}
contain
the
dates
specified
in
the
order
specified
.
@
code
{
do3
}
contains
a
quarterly
list
of
all
dates
between
@
code
{
1999
q2
}
and
@
code
{
2000
q3
}
inclusive
.
@
end
deftypefn
@
section
dynSeries
@
deftypefn
{
dynSeries
}
dynSeries
(@
code
{
dynDate
})
@
deftypefnx
{
dynSeries
}
dynSeries
(@
code
{
FILENAME
})
@
deftypefnx
{
dynSeries
}
dynSeries
(@
code
{
DOUBLE_MATRIX
},
@
code
{
dynDate
},
@
code
{
CELLSTR
},
@
code
{
CELLSTR
})
@
deftypefnx
{
dynSeries
}
dynSeries
(@
code
{
DOUBLE_MATRIX
},
@
code
{
STRING
},
@
code
{
CELLSTR
},
@
code
{
CELLSTR
})
Returns
a
@
code
{
dynSeries
}
object
that
represents
one
or
more
time
series
.
If
a
@
code
{
dynDate
}
argument
is
provided
,
instantiate
an
empty
@
code
{
dynSeries
}
with
an
inital
date
equal
to
the
input
argument
.
If
a
@
code
{
FILENAME
}
is
passed
as
input
,
a
@
code
{
dynSeries
}
object
will
be
created
from
the
named
file
.
Valid
file
types
are
@
file
{.
m
}
file
,
@
file
{.
mat
}
file
,
and
@
file
{.
csv
}.
If
the
data
is
not
read
from
a
file
,
it
can
be
provided
via
a
@
math
{
T
}
x
@
math
{
N
}
matrix
as
the
first
argument
to
@
code
{
dynSeries
},
with
@
math
{
T
}
representing
the
number
of
observations
on
@
math
{
N
}
variables
.
The
second
argument
in
such
a
calling
sequence
can
be
either
a
@
code
{
dynDate
}
representing
the
period
of
the
first
observation
or
a
@
code
{
STRING
}
which
would
be
used
to
instantiate
a
@
code
{
dynDate
}.
The
third
argument
is
a
@
code
{
CELLSTR
}
of
size
@
math
{
N
}
with
one
entry
for
each
variable
name
.
The
final
argument
is
a
@
code
{
CELLSTR
}
of
size
@
math
{
N
}
composed
of
the
@
LaTeX
{}
names
associated
with
the
variables
.
Input
arguments
three
and
four
are
optional
.
@
examplehead
An
example
of
various
ways
to
create
a
@
code
{
dynSeries
}
object
:
@
example
do1
=
dynSeries
(
dynDate
(
1999
));
do2
=
dynSeries
(`
filename
.
csv
');
do3 = dynSeries([1; 2; 3], dynDate(1999), @{`var123'
@},
@{`
var_
@{
123
@}
'@});
@end example
@end deftypefn
@node Reporting
@chapter Reporting
...
...
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