Commit ccaefc40 authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Added @dynSeries/lag method.

parent 459a93d2
function us = lag(ts,p)
%@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{dynSeries}
%! @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
% Copy of ts dynSeries 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 = dynSeries(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:1b
\ No newline at end of file
......@@ -66,7 +66,7 @@ switch S(1).type
switch S(1).subs
case {'data','nobs','vobs','name','tex','freq','time','init'} % Public members.
B = builtin('subsref', A, S(1));
case {'log','exp','ygrowth','qgrowth','ydiff','qdiff'} % Give "dot access" to public methods.
case {'log','exp','ygrowth','qgrowth','ydiff','qdiff','lag'} % Give "dot access" to public methods.
B = feval(S(1).subs,A);
case {'save'} % Save dynSeries object on disk (default is a csv file).
B = NaN;
......
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