diff --git a/.gitignore b/.gitignore
index 17eea65cc7480ad20af3a7e2561b46ae58498aef..670dfeb97a923e2c775af0b2cbb9e1505f74031b 100644
--- a/.gitignore
+++ b/.gitignore
@@ -1,4 +1,5 @@
*~
+.DS_Store
externals/*
src/git.info
src/git.last-commit-hash
\ No newline at end of file
diff --git a/src/@dseries/onesidedhpcycle.m b/src/@dseries/onesidedhpcycle.m
index 34044ffb489b93a36b70ac41e08505261e1953d0..a9f2dca48726ebb481a321a031e25ba3485c2f32 100644
--- a/src/@dseries/onesidedhpcycle.m
+++ b/src/@dseries/onesidedhpcycle.m
@@ -1,4 +1,4 @@
-function o = onesidedhpcycle(o, lambda) % --*-- Unitary tests --*--
+function o = onesidedhpcycle(o, lambda, init) % --*-- Unitary tests --*--
% Extracts the cycle component from a dseries object using the one sided HP filter.
%
@@ -28,14 +28,23 @@ function o = onesidedhpcycle(o, lambda) % --*-- Unitary tests --*--
if nargin>1
if lambda<=0
- error(['dseries::onesidedhptrend: Lambda must be a positive integer!'])
+ error(['dseries::onesidedhpcycle: Lambda must be a positive integer!'])
+ end
+ if nargin>2
+ if ~isequal(init, 'hpfilter')
+ error('dseries::onesidedhpcycle: Unknown option!')
+ end
end
else
lambda = [];
end
o = copy(o);
-o.onesidedhpcycle_(lambda);
+if nargin<3
+ o.onesidedhpcycle_(lambda);
+else
+ o.onesidedhpcycle_(lambda, init);
+end
return
diff --git a/src/@dseries/onesidedhpcycle_.m b/src/@dseries/onesidedhpcycle_.m
index e92755e68164588fc393088f2539ca38f08598d6..61d89b845c8bcf48b17c6723a057750d44610fdc 100644
--- a/src/@dseries/onesidedhpcycle_.m
+++ b/src/@dseries/onesidedhpcycle_.m
@@ -1,4 +1,4 @@
-function o = onesidedhpcycle_(o, lambda) % --*-- Unitary tests --*--
+function o = onesidedhpcycle_(o, lambda, init) % --*-- Unitary tests --*--
% Extracts the cycle component from a dseries object using a one sided HP filter.
%
@@ -28,7 +28,12 @@ function o = onesidedhpcycle_(o, lambda) % --*-- Unitary tests --*--
if nargin>1
if lambda<=0
- error(['dseries::onesidedhptrend: Lambda must be a positive integer!'])
+ error('dseries::onesidedhpcycle: Lambda must be a positive integer!')
+ end
+ if nargin>2
+ if ~isequal(init, 'hpfilter')
+ error('dseries::onesidedhpcycle: Unknown option!')
+ end
end
else
lambda = [];
@@ -37,20 +42,42 @@ end
for i=1:vobs(o)
if isempty(o.ops{i})
if isempty(lambda)
- o.ops(i) = {sprintf('onesidedhpcycle(%s, [])', o.name{i})};
+ if nargin>2
+ o.ops(i) = {sprintf('onesidedhpcycle(%s, [], ''%s'')', o.name{i}, init)};
+ else
+ o.ops(i) = {sprintf('onesidedhpcycle(%s, [])', o.name{i})};
+ end
else
- o.ops(i) = {sprintf('onesidedhpcycle(%s, %s)', o.name{i}, num2str(lambda))};
+ if nargin>2
+ o.ops(i) = {sprintf('onesidedhpcycle(%s, %s, ''%s'')', o.name{i}, num2str(lambda), init)};
+ else
+ o.ops(i) = {sprintf('onesidedhpcycle(%s, %s)', o.name{i}, num2str(lambda))};
+ end
end
else
if isempty(lambda)
- o.ops(i) = {sprintf('onesidedhpcycle(%s, [])', o.ops{i})};
+ if nargin>2
+ o.ops(i) = {sprintf('onesidedhpcycle(%s, [], ''%s'')', o.ops{i}, init)};
+ else
+ o.ops(i) = {sprintf('onesidedhpcycle(%s, [])', o.ops{i})};
+ end
else
- o.ops(i) = {sprintf('onesidedhpcycle(%s, %s)', o.ops{i}, num2str(lambda))};
+ if nargin>2
+ o.ops(i) = {sprintf('onesidedhpcycle(%s, %s, ''%s'')', o.ops{i}, num2str(lambda), init)};
+ else
+ o.ops(i) = {sprintf('onesidedhpcycle(%s, %s)', o.ops{i}, num2str(lambda))};
+ end
end
end
end
-[~, o.data] = one_sided_hp_filter(o.data, lambda);
+if nargin>2
+ trend = o.hptrend(lambda);
+ x0 = trend.data(1:2,:);
+ [~, o.data] = one_sided_hp_filter(o.data, lambda, x0);
+else
+ [~, o.data] = one_sided_hp_filter(o.data, lambda);
+end
return
diff --git a/src/@dseries/onesidedhptrend.m b/src/@dseries/onesidedhptrend.m
index 033588c0907bf2f74c21db81cf9459b2d5df9f24..cb0e2fc7641c819914a6f4fbcf9de2768bcdd4e4 100644
--- a/src/@dseries/onesidedhptrend.m
+++ b/src/@dseries/onesidedhptrend.m
@@ -1,4 +1,4 @@
-function o = onesidedhptrend(o, lambda) % --*-- Unitary tests --*--
+function o = onesidedhptrend(o, lambda, init) % --*-- Unitary tests --*--
% Extracts the trend component from a dseries object using the one sided HP filter.
%
@@ -30,12 +30,21 @@ if nargin>1
if lambda<=0
error(['dseries::onesidedhptrend: Lambda must be a positive integer!'])
end
+ if nargin>2
+ if ~isequal(init, 'hpfilter')
+ error('dseries::onesidedhpcycle: Unknown option!')
+ end
+ end
else
lambda = [];
end
o = copy(o);
-o.onesidedhptrend_(lambda);
+if nargin<3
+ o.onesidedhptrend_(lambda);
+else
+ o.onesidedhptrend_(lambda, init);
+end
return
diff --git a/src/@dseries/onesidedhptrend_.m b/src/@dseries/onesidedhptrend_.m
index 620f7425966b88e34a4fffd72864d7d660a7ac1e..eb881ced658d663f054402f17f9348c1402098ba 100644
--- a/src/@dseries/onesidedhptrend_.m
+++ b/src/@dseries/onesidedhptrend_.m
@@ -30,6 +30,11 @@ if nargin>1
if lambda<=0
error(['dseries::onesidedhptrend: Lambda must be a positive integer!'])
end
+ if nargin>2
+ if ~isequal(init, 'hpfilter')
+ error('dseries::onesidedhptrend: Unknown option!')
+ end
+ end
else
lambda = [];
end
@@ -37,20 +42,42 @@ end
for i=1:vobs(o)
if isempty(o.ops{i})
if isempty(lambda)
- o.ops(i) = {sprintf('onesidedhptrend(%s, [])', o.name{i})};
+ if nargin>2
+ o.ops(i) = {sprintf('onesidedhptrend(%s, [], ''%s'')', o.name{i}, init)};
+ else
+ o.ops(i) = {sprintf('onesidedhptrend(%s, [])', o.name{i})};
+ end
else
- o.ops(i) = {sprintf('onesidedhptrend(%s, %s)', o.name{i}, num2str(lambda))};
+ if nargin>2
+ o.ops(i) = {sprintf('onesidedhptrend(%s, %s, ''%s'')', o.name{i}, num2str(lambda), init)};
+ else
+ o.ops(i) = {sprintf('onesidedhptrend(%s, %s)', o.name{i}, num2str(lambda))};
+ end
end
else
if isempty(lambda)
- o.ops(i) = {sprintf('onesidedhptrend(%s, [])', o.ops{i})};
+ if nargin>2
+ o.ops(i) = {sprintf('onesidedhptrend(%s, [], ''%s'')', o.ops{i}, init)};
+ else
+ o.ops(i) = {sprintf('onesidedhptrend(%s, [])', o.ops{i})};
+ end
else
- o.ops(i) = {sprintf('onesidedhptrend(%s, %s)', o.ops{i}, num2str(lambda))};
+ if nargin>2
+ o.ops(i) = {sprintf('onesidedhptrend(%s, %s, ''%s'')', o.ops{i}, num2str(lambda), init)};
+ else
+ o.ops(i) = {sprintf('onesidedhptrend(%s, %s)', o.ops{i}, num2str(lambda))};
+ end
end
end
end
-o.data = one_sided_hp_filter(o.data, lambda);
+if nargin>2
+ trend = o.hptrend(lambda);
+ x0 = trend.data(1:2,:);
+ o.data = one_sided_hp_filter(o.data, lambda, x0);
+else
+ o.data = one_sided_hp_filter(o.data, lambda);
+end
return
diff --git a/src/@dseries/subsref.m b/src/@dseries/subsref.m
index ec8b082b1480a079de0e7485d3fc6ef4f7abede0..9f6f47f55b7a946cfeeeb888be6a2933b7d8e2eb 100644
--- a/src/@dseries/subsref.m
+++ b/src/@dseries/subsref.m
@@ -70,11 +70,6 @@ switch S(1).type
error(['dseries::subsref: ' S(1).subs ' is not a method but a member!'])
end
B = builtin('subsref', A, S(1));
- case {'log','log_','exp','exp_','ygrowth','ygrowth_','qgrowth','qgrowth_','ydiff','ydiff_','qdiff','qdiff_','abs','abs_','isnan','firstdate','firstobservedperiod','lastobservedperiod','lineartrend'} % Give "dot access" to public methods without args.
- B = feval(S(1).subs,A);
- if length(S)>1 && isequal(S(2).type,'()') && isempty(S(2).subs)
- S = shiftS(S,1);
- end
case 'nobs'
% Returns the number of observations.
B = rows(A.data);
@@ -90,49 +85,8 @@ switch S(1).type
case 'freq'
% Returns an integer characterizing the data frequency (1, 4, 12 or 52)
B = A.dates.freq;
- case {'lag','lag_','lead','lead_','hptrend','hptrend_','hpcycle','hpcycle_','onesidedhptrend','onesidedhptrend_','onesidedhpcycle','onesidedhpcycle_','chain','chain_','detrend','detrend_','exist','mean','std','center','center_'} % Methods with less than two arguments.
- if length(S)>1 && isequal(S(2).type,'()')
- if isempty(S(2).subs)
- B = feval(S(1).subs,A);
- S = shiftS(S,1);
- else
- if ~ischar(S(2).subs{1}) && length(S(2).subs{1})>1
- error(['dseries::subsref: ' S(1).subs{1} ' method admits no more than one argument!'])
- end
- B = feval(S(1).subs,A,S(2).subs{1});
- S = shiftS(S,1);
- end
- else
- B = feval(S(1).subs,A);
- end
- case {'cumsum','cumsum_','insert','pop','pop_','cumprod','cumprod_','remove','remove_'} % Methods with less than three argument.
- if length(S)>1 && isequal(S(2).type,'()')
- if isempty(S(2).subs)
- B = feval(S(1).subs,A);
- S = shiftS(S,1);
- else
- if length(S(2).subs)>2
- error(['dseries::subsref: ' S(1).subs{1} ' method admits no more than two arguments!'])
- end
- B = feval(S(1).subs,A,S(2).subs{:});
- S = shiftS(S,1);
- end
- else
- B = feval(S(1).subs,A);
- end
- case {'baxter_king_filter', 'baxter_king_filter_'}
- if length(S)>1 && isequal(S(2).type,'()')
- if isempty(S(2).subs)
- B = feval(S(1).subs,A);
- S = shiftS(S,1);
- else
- B = feval(S(1).subs,A,S(2).subs{1})
- S = shiftS(S,1);
- end
- else
- B = feval(S(1).subs,A);
- end
- case 'save' % Save dseries object on disk (default is a csv file).
+ case 'save'
+ % Save dseries object on disk (default is a mat file).
B = NaN;
if isequal(length(S),2)
if strcmp(S(2).type,'()')
@@ -154,6 +108,47 @@ switch S(1).type
else
error('dseries::subsref: Call to save method must come in last position!')
end
+ case {'baxter_king_filter', 'baxter_king_filter_', ...
+ 'cumsum','cumsum_', ...
+ 'insert', ...
+ 'pop','pop_', ...
+ 'cumprod','cumprod_', ...
+ 'remove','remove_', ...
+ 'onesidedhptrend','onesidedhptrend_', ...
+ 'onesidedhpcycle','onesidedhpcycle_', ...
+ 'lag','lag_', ...
+ 'lead','lead_', ...
+ 'hptrend','hptrend_', ...
+ 'hpcycle','hpcycle_', ...
+ 'chain','chain_', ...
+ 'detrend','detrend_', ...
+ 'exist', ...
+ 'mean', ...
+ 'std', ...
+ 'center','center_', ...
+ 'log','log_', ...
+ 'exp','exp_', ...
+ 'ygrowth','ygrowth_', ...
+ 'qgrowth','qgrowth_', ...
+ 'ydiff','ydiff_', ...
+ 'qdiff','qdiff_', ...
+ 'abs','abs_', ...
+ 'isnan', ...
+ 'firstdate', ...
+ 'firstobservedperiod', ...
+ 'lastobservedperiod', ...
+ 'lineartrend'}
+ if length(S)>1 && isequal(S(2).type,'()')
+ if isempty(S(2).subs)
+ B = feval(S(1).subs,A);
+ S = shiftS(S,1);
+ else
+ B = feval(S(1).subs,A,S(2).subs{:});
+ S = shiftS(S,1);
+ end
+ else
+ B = feval(S(1).subs,A);
+ end
case 'size'
if isequal(length(S),2) && strcmp(S(2).type,'()')
if isempty(S(2).subs)
@@ -184,6 +179,10 @@ switch S(1).type
B.tex = A.tex(ndx);
B.dates = A.dates;
B.ops = A.ops(ndx);
+ tagnames = fieldnames(A.tags);
+ for i=1:length(tagnames)
+ B.tags.(tagnames{i}) = A.tags.(tagnames{i})(ndx);
+ end
else
error('dseries::subsref: Unknown public method, public member or variable!')
end
@@ -226,6 +225,8 @@ switch S(1).type
B.name = A.name;
B.tex = A.tex;
B.dates = A.dates(tdx);
+ B.ops = A.ops;
+ B.tags = A.tags;
elseif isvector(S(1).subs{1}) && all(isint(S(1).subs{1}))
error('dseries::subsref: It is not possible to select observations with a vector of integers. You have to index with a dates object instead!');
else
@@ -244,6 +245,11 @@ switch S(1).type
B.name = A.name(idx);
B.tex = A.tex(idx);
B.dates = A.dates;
+ B.ops = A.ops(idx);
+ tagnames = fieldnames(A.tags);
+ for i=1:length(tagnames)
+ B.tags.(tagnames{i}) = A.tags.(tagnames{i})(idx);
+ end
else
error('dseries::subsref: What the Hell are you tryin'' to do?!')
end
diff --git a/src/@x13/print.m b/src/@x13/print.m
index aaff0036950b6737fd65eaf78fa4fd1c240276f8..fa8952b83b7dcaa54cc625c0b10eee62d0bf43fe 100644
--- a/src/@x13/print.m
+++ b/src/@x13/print.m
@@ -216,4 +216,178 @@ if ismember('x11', o.commands)
fprintf(fid, '}\n\n');
end
+% Write FORCE block
+if ismember('force', o.commands)
+ fprintf(fid, 'force {');
+ if ~all(cellfun(@isempty, struct2cell(o.force)))
+ fprintf(fid, '\n');
+ optionnames = fieldnames(o.force);
+ for i=1:length(optionnames)
+ if ~isempty(o.force.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.force.(optionnames{i}));
+ end
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
+% Write HISTORY block
+if ismember('history', o.commands)
+ fprintf(fid, 'history {');
+ if ~all(cellfun(@isempty, struct2cell(o.history)))
+ fprintf(fid, '\n');
+ optionnames = fieldnames(o.history);
+ for i=1:length(optionnames)
+ if ~isempty(o.history.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.history.(optionnames{i}));
+ end
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
+% Write METADATA block
+if ismember('metadata', o.commands)
+ fprintf(fid, 'metadata {');
+ if ~all(cellfun(@isempty, struct2cell(o.metadata)))
+ fprintf(fid, '\n');
+ optionnames = fieldnames(o.metadata);
+ for i=1:length(optionnames)
+ if ~isempty(o.metadata.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.metadata.(optionnames{i}));
+ end
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
+% Write IDENTIFY block
+if ismember('identify', o.commands)
+ fprintf(fid, 'identify {');
+ if ~all(cellfun(@isempty, struct2cell(o.identify)))
+ fprintf(fid, '\n');
+ optionnames = fieldnames(o.identify);
+ for i=1:length(optionnames)
+ if ~isempty(o.identify.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.identify.(optionnames{i}));
+ end
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
+% Write PICKMDL block
+if ismember('pickmdl', o.commands)
+ fprintf(fid, 'pickmdl {');
+ if ~all(cellfun(@isempty, struct2cell(o.pickmdl)))
+ fprintf(fid, '\n');
+ optionnames = fieldnames(o.pickmdl);
+ for i=1:length(optionnames)
+ if ~isempty(o.pickmdl.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.pickmdl.(optionnames{i}));
+ end
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
+% Write SEATS block
+if ismember('seats', o.commands)
+ fprintf(fid, 'seats {');
+ if ~all(cellfun(@isempty, struct2cell(o.seats)))
+ fprintf(fid, '\n');
+ optionnames = fieldnames(o.seats);
+ for i=1:length(optionnames)
+ if ~isempty(o.seats.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.seats.(optionnames{i}));
+ end
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
+% Write SLIDINGSPANS block
+if ismember('slidingspans', o.commands)
+ fprintf(fid, 'slidingspans {');
+ if ~all(cellfun(@isempty, struct2cell(o.slidingspans)))
+ fprintf(fid, '\n');
+ optionnames = fieldnames(o.slidingspans);
+ for i=1:length(optionnames)
+ if ~isempty(o.slidingspans.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.slidingspans.(optionnames{i}));
+ end
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
+% Write SPECTRUM block
+if ismember('spectrum', o.commands)
+ fprintf(fid, 'spectrum {');
+ if ~all(cellfun(@isempty, struct2cell(o.spectrum)))
+ fprintf(fid, '\n');
+ optionnames = fieldnames(o.spectrum);
+ for i=1:length(optionnames)
+ if ~isempty(o.spectrum.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.spectrum.(optionnames{i}));
+ end
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
+% Write X11REGRESSION block
+if ismember('x11regression', o.commands)
+ fprintf(fid, 'x11regression {');
+ if ~all(cellfun(@isempty, struct2cell(o.x11regression)))
+ optionnames = fieldnames(o.x11regression);
+ fprintf(fid, '\n');
+ for i=1:length(optionnames)
+ if ~isempty(o.x11regression.(optionnames{i}))
+ if isequal(optionnames{i}, 'user') % Write needed data to a file.
+ % Determine the set of needed data
+ conditionningvariables = strsplit(o.x11regression.user, {',' , '(' , ')' , ' '});
+ conditionningvariables = conditionningvariables(~cellfun(@isempty,conditionningvariables));
+ % Check that these data are available.
+ for i=1:length(conditionningvariables)
+ if ~ismember(conditionningvariables{i}, o.x.name)
+ fclose(fid);
+ error('x13:x11regression: Variable %s is unkonwn', conditionningvariables{i})
+ end
+ end
+ % Select the data.
+ if length(conditionningvariables)<vobs(o.x)
+ x = o.x{conditionningvariables{:}};
+ else
+ x= o.x;
+ end
+ % Print user statement.
+ fprintf(fid, ' user = %s\n', o.x11regression.user);
+ % Print data statement.
+ fprintf(fid, ' data = %s\n', sprintf(data2txt(x.data)));
+ elseif isequal(optionnames{i}, 'start')
+ if ischar(o.x11regression.start)
+ if isdate(o.x11regression.start)
+ PERIOD = dates(o.x11regression.start);
+ else
+ error('x13:x11regression: Option start cannot be interpreted as a date!')
+ end
+ elseif isdates(o.x11regression.start)
+ PERIOD = o.x11regression.start;
+ else
+ error('x13:x11regression: Option start cannot be interpreted as a date!')
+ end
+ printstart(fid, PERIOD);
+ else
+ printoption(fid, optionnames{i}, o.x11regression.(optionnames{i}));
+ end
+ end
+ end
+ if ~isempty(o.x) && isempty(o.x11regression.start)
+ fprintf(fid, ' start = %i.%i\n', year(o.x.init), subperiod(o.x.init));
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
fclose(fid);
\ No newline at end of file
diff --git a/src/@x13/run.m b/src/@x13/run.m
index e414d10cad07ced40466e31be55079e81c3b5070..2acb8018ad3935eb8c4f0d2657a6908bc84eb21b 100644
--- a/src/@x13/run.m
+++ b/src/@x13/run.m
@@ -74,5 +74,288 @@ if ~all(cellfun(@isempty, struct2cell(o.forecast)))
end
end
+% Save results related to the TRANSFORM command
+if ~all(cellfun(@isempty, struct2cell(o.transform)))
+ if ~isempty(o.transform.save)
+ savedoutput = strsplit(o.transform.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ o.results.(savedoutput{i}) = dseries(data(:,2), o.y.init, savedoutput{i});
+ end
+ end
+ end
+end
+
+% Save results related to the OUTLIER command
+if ~all(cellfun(@isempty, struct2cell(o.outlier)))
+ if ~isempty(o.outlier.save)
+ savedoutput = strsplit(o.outlier.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ if lower(savedoutput{i}) == 'fts'
+ header = strjoin(tmp.textdata(1));
+ header = strsplit(header, {'\t'});
+ header = header(1,2:end);
+ o.results.(savedoutput{i}) = dseries(data(:,2:end), o.y.init, regexprep(header,'\(|\)',''));
+ elseif lower(savedoutput{i}) == 'oit'
+ header = strjoin(tmp.textdata(1,1));
+ header = strsplit(header, {'\t'});
+ header = header(1,4:end);
+ info = tmp.textdata(3:end,3);
+ for j = 1:numel(info)
+ flag = strjoin(info(j));
+ o.results.(savedoutput{i}).(['outlier_' num2str(j)]).type = flag(1:2);
+ o.results.(savedoutput{i}).(['outlier_' num2str(j)]).date(1,1) = str2double(flag(3:strfind(flag,'.')-1));
+ o.results.(savedoutput{i}).(['outlier_' num2str(j)]).date(1,2) = str2double(flag(strfind(flag,'.')+1:end));
+ o.results.(savedoutput{i}).(['outlier_' num2str(j)]).(header{1}) = data(j,1);% medrmse
+ o.results.(savedoutput{i}).(['outlier_' num2str(j)]).(header{2}) = data(j,2);% rmse
+ o.results.(savedoutput{i}).(['outlier_' num2str(j)]).(header{3}) = data(j,3);% t-stat
+ end
+ end
+ end
+ end
+ end
+end
+
+% Save results related to the SLIDINGSPANS command
+if ~all(cellfun(@isempty, struct2cell(o.slidingspans)))
+ if ~isempty(o.slidingspans.save)
+ savedoutput = strsplit(o.slidingspans.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ header = strjoin(tmp.textdata(1));
+ header = strsplit(header, {'\t'});
+ header = header(1,2:end);
+ % In this case, the initial date is not the start of the series provided
+ startdate = num2str(data(1,1));
+ startdate = dates(o.y.dates.freq,str2double(startdate(1:4)),str2double(startdate(5:6)));
+ o.results.(savedoutput{i}) = dseries(data(:,2:end),startdate, regexprep(header,'%','pct'));
+ end
+ end
+ end
+end
+
+% Save results related to the IDENTIFY command
+if ~all(cellfun(@isempty, struct2cell(o.identify)))
+ if ~isempty(o.identify.save)
+ savedoutput = strsplit(o.identify.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ header = strjoin(tmp.textdata(3,1));
+ header = strsplit(header, {'\t'});
+ header = header(1,2:end);
+ for j = 1:length(data)
+ for k = 1:numel(header)
+ o.results.(savedoutput{i}).(['lag' num2str(j)]).(strjoin(regexprep(header(k),'(\.||\-)',''))) = data(j,k+1);
+ end
+ end
+ end
+ end
+ end
+end
+
+% Save results related to the CHECK command
+if ~all(cellfun(@isempty, struct2cell(o.check)))
+ if ~isempty(o.check.save)
+ savedoutput = strsplit(o.check.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ % if "ac2" is selected and output is treated as a table/struct, there will be a
+ % dimension error. As long as there is no fix, ac2 is saved as text.
+ if lower(savedoutput{i}) == 'ac2'
+ o.results.(savedoutput{i}) = fileread(sprintf('%s.ac2', basename));
+ else
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ header = strjoin(tmp.textdata(1,1));
+ header = strsplit(header, {'\t'});
+ header = header(1,2:end);
+ for j = 1:length(data)
+ for k = 1:numel(header)
+ o.results.(savedoutput{i}).(['lag' num2str(j)]).(strjoin(regexprep(header(k),'(\.||\-)',''))) = data(j,k+1);
+ end
+ end
+ end
+ end
+ end
+ end
+end
+
+% Save results related to the FORCE command
+if ~all(cellfun(@isempty, struct2cell(o.force)))
+ if ~isempty(o.force.save)
+ savedoutput = strsplit(o.force.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ o.results.(savedoutput{i}) = dseries(data(:,2), o.y.init, savedoutput{i});
+ end
+ end
+ end
+end
+
+% Save results related to the SPECTRUM command
+if ~all(cellfun(@isempty, struct2cell(o.spectrum)))
+ if ~isempty(o.spectrum.save)
+ savedoutput = strsplit(o.spectrum.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ header = strjoin(tmp.textdata(1,1));
+ header = strsplit(header, {'\t'});
+ header = regexprep(header(2:end),'10','Ten');
+ for j = 1:numel(header)
+ o.results.(savedoutput{i}).(strjoin(regexprep(header(j),'(\*||\(||\))',''))) = data(:,j+1);
+ end
+ end
+ end
+ end
+end
+
+% Save results related to the SEATS command
+if ~all(cellfun(@isempty, struct2cell(o.seats)))
+ if ~isempty(o.seats.save)
+ savedoutput = strsplit(o.seats.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ o.results.(savedoutput{i}) = dseries(data(:,2), o.y.init, savedoutput{i});
+ end
+ end
+ end
+ o.results.tbs = fileread(sprintf('%s.tbs', basename));
+end
+
+% Save results related to the X11REGRESSION command
+if ~all(cellfun(@isempty, struct2cell(o.x11regression)))
+ if ~isempty(o.x11regression.save)
+ savedoutput = strsplit(o.x11regression.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ if lower(savedoutput{i}) == 'xrc'
+ o.results.out = fileread(sprintf('%s.xrc', basename));
+ else
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ o.results.(savedoutput{i}) = dseries(data(:,2), o.y.init, savedoutput{i});
+ end
+ end
+ end
+ end
+end
+
+% Save results related to the ESTIMATE command
+if ~all(cellfun(@isempty, struct2cell(o.estimate)))
+ if ~isempty(o.estimate.save)
+ savedoutput = strsplit(o.estimate.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i = 1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ % The .est file cannot be read straightforwardly using
+ % importdata, so it is treated separately:
+ if lower(savedoutput{i}) == 'est'
+ fid = fopen(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ fid2 = fopen(sprintf('%s.estx', basename), 'w');
+ r = 1;
+ s = 0;
+ while s<=1
+ a = fgetl(fid);
+ if a ~= -1
+ output{r,1} = a;
+ fprintf(fid2,[a '\n']);
+ else
+ s = s+1;
+ end
+ r = r+1;
+ end
+ o.results.(savedoutput{i}) = fileread(sprintf('%s.estx', basename));
+ else
+ tmp = importdata(sprintf('%s.%s', basename, lower(savedoutput{i})));
+ data = tmp.data;
+ end
+
+ if lower(savedoutput{i}) == 'lks'
+ for j = 1:numel(tmp.textdata)
+ o.results.(savedoutput{i}).(tmp.textdata{j}) = data(j);
+ end
+ elseif lower(savedoutput{i}) == 'ref'
+ header = strjoin(tmp.textdata(1,1));
+ header = strsplit(header, {'\t'});
+ header = regexprep(header(1,2:end),'( ||\-)','');
+ for j = 1:numel(header)
+ o.results.(savedoutput{i}).(header{j}) = dseries(data(:,j+1), o.y.init, header(j));
+ end
+ elseif lower(savedoutput{i}) == 'rrs'
+ o.results.(savedoutput{i}) = dseries(data(:,2), o.y.init, savedoutput{i});
+ elseif lower(savedoutput{i}) == 'rsd'
+ o.results.(savedoutput{i}) = dseries(data(:,2), o.y.init, savedoutput{i});
+ elseif lower(savedoutput{i}) == 'rcm'
+ o.results.(savedoutput{i}) = fileread(sprintf('%s.rcm', basename));
+ elseif lower(savedoutput{i}) == 'acm'
+ o.results.(savedoutput{i}) = fileread(sprintf('%s.acm', basename));
+ elseif lower(savedoutput{i}) == 'rts'
+ header = strjoin(tmp.textdata(1,1));
+ header = strsplit(header, {'\t'});
+ info = tmp.textdata(3:end,1:2);
+ for j = 1:rows(data)
+ for k = 1:columns(info)
+ o.results.(savedoutput{i}).(['root_' num2str(j)]).(header{k}) = strjoin(info(j,k));
+ end
+ for k = 1:columns(data)
+ o.results.(savedoutput{i}).(['root_' num2str(j)]).(header{k+columns(info)}) = data(j,k);
+ end
+ end
+ elseif lower(savedoutput{i}) == 'itr'
+ data = data(:,3:end);
+ header = strjoin(tmp.textdata(1,1));
+ header = strsplit(header, {'\t'});
+ header = header(3:end-1);
+ for j = 1:rows(data)
+ for k = 1:columns(header)
+ o.results.(savedoutput{i}).(['iter_' num2str(j)]).(header{k}) = data(j,k);
+ end
+ end
+ elseif lower(savedoutput{i}) == 'mdl'
+ o.results.(savedoutput{i}) = fileread(sprintf('%s.mdl', basename));
+ end
+ end
+ end
+ end
+end
+
+% Save results related to the HISTORY command
+if ~all(cellfun(@isempty, struct2cell(o.history)))
+ if ~isempty(o.history.save)
+ savedoutput = strsplit(o.history.save, {',' , '(' , ')' , ' '});
+ savedoutput = savedoutput(~cellfun('isempty', savedoutput));
+ for i=1:length(savedoutput)
+ if exist(sprintf('%s.%s', basename, lower(savedoutput{i})))
+ % Prov
+ o.results.(savedoutput{i}) =fileread(sprintf('%s.%s', basename,lower(savedoutput{i})));
+ end
+ end
+ end
+end
+
% Save main generated output file.
o.results.out = fileread(sprintf('%s.out', basename));
\ No newline at end of file
diff --git a/src/@x13/subsasgn.m b/src/@x13/subsasgn.m
index 33353b31a3d2c32270306c0a0ec9b355687250b4..3fe9956ed303eba330cdd6a81fc9e9b25eeb3f08 100644
--- a/src/@x13/subsasgn.m
+++ b/src/@x13/subsasgn.m
@@ -1,4 +1,4 @@
-function val = subsasgn(val, idx, rhs) % --*-- Unitary tests --*--
+function val = subsasgn(val, idx, rhs)
% Copyright (C) 2017 Dynare Team
%
diff --git a/src/@x13/subsref.m b/src/@x13/subsref.m
index e26223940b0d5fb14964e1caccba056c33fca0c2..df687ff1b06b5bfa7f8c5231e028de1827a79c88 100644
--- a/src/@x13/subsref.m
+++ b/src/@x13/subsref.m
@@ -1,17 +1,15 @@
-function o = subsref(o, S) % --*-- Unitary tests --*--
+function o = subsref(o, S)
% Overloads the subsref method.
% Copyright (C) 2017 Dynare Team
%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
+% 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
% 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,
+% Dynare dseries submodule 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.
@@ -22,24 +20,24 @@ function o = subsref(o, S) % --*-- Unitary tests --*--
switch S(1).type
case '.'
switch S(1).subs
- case {'arima','automdl','regression','transform','outlier', 'forecast', 'check', 'x11', 'estimate'}
+ case {'x','y'}
+ if isequal(length(S), 1)
+ o = builtin('subsref', o, S(1));
+ else
+ if isequal(S(2).type,'.')
+ o = builtin('subsref', o.(S(1).subs), S(2));
+ end
+ end
+ case {'commands'}
+ o = builtin('subsref', o, S(1));
+ case {'arima','automdl','regression','transform','outlier', 'forecast', 'check', 'x11', 'estimate','composite',...
+ 'force','history','metadata','identify','pickmdl','seats','slidingspans','spectrum','x11regression'}
if isequal(length(S), 1)
- % Just print the member.
- disp(o.(S(1).subs))
+ o = builtin('subsref', o, S(1));
else
if isequal(S(2).type,'()')
if ~ismember(S(1).subs, o.commands)
- switch S(1).subs
- case 'arima'
- if ismember('automdl', o.commands)
- error('x13:arima: ARIMA command is not compatible with AUTOMDL command!')
- end
- case 'automdl'
- if ismember('arima', o.commands)
- error('x13:automdl: AUTOMDL command is not compatible with ARIMA command!')
- end
- otherwise
- end
+ checkcommandcompatibility(o, S(1).subs);
o.commands(end+1) = {S(1).subs};
end
if isempty(S(2).subs)
@@ -53,11 +51,14 @@ switch S(1).type
for i=1:2:length(S(2).subs)
if isoption(S(1).subs, S(2).subs{i})
o.(S(1).subs) = setoption(o.(S(1).subs), S(2).subs{i}, S(2).subs{i+1});
+ checkoptioncompatibility(o);
else
disp(sprintf('Option %s is not available in block %s!', S(2).subs{i}, S(1).subs))
end
end
end
+ elseif isequal(S(2).type,'.')
+ o = builtin('subsref', o.(S(1).subs), S(2));
else
error('x13:%s: Wrong calling sequence!', S(1).subs)
end
@@ -80,7 +81,13 @@ switch S(1).type
end
case 'results'
% Returns a structure with all the results.
- o = o.results;
+ if isequal(length(S), 1)
+ o = builtin('subsref', o, S(1));
+ else
+ if isequal(S(2).type,'.')
+ o = builtin('subsref', o.(S(1).subs), S(2));
+ end
+ end
otherwise
error('x13:: I do not understand what you are asking for!')
end
diff --git a/src/@x13/x13.m b/src/@x13/x13.m
index 2eeece9009bf8490bdaf20b7bd01c57be3d74d6b..98fc4422ebd83534532b3a85937cf25c554414b1 100644
--- a/src/@x13/x13.m
+++ b/src/@x13/x13.m
@@ -1,4 +1,4 @@
-classdef x13<handle % --*-- Unitary tests --*--
+classdef x13<handle
% Class for X13 toolbox.
@@ -18,30 +18,39 @@ classdef x13<handle % --*-- Unitary tests --*--
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
properties
- y = []; % dseries object with a single variable.
- x = []; % dseries object with an arbitrary number of variables (to be used in the REGRESSION block).
- arima = []; % ARIMA model.
- automdl = []; % ARIMA model selection.
- regression = []; % Regression model.
- estimate = []; % Estimation options.
- transform = []; % Transform command applied to y.
- outlier = []; % Outlier command.
- forecast = []; % Forecast command.
- check = []; % Check command.
- x11 = []; % X11 cmmand
- results = []; % Estimation results
- commands = {}; % List of commands.
+ y = []; % dseries object with a single variable.
+ x = []; % dseries object with an arbitrary number of variables (to be used in the REGRESSION block).
+ arima = []; % ARIMA model.
+ automdl = []; % ARIMA model selection.
+ regression = []; % Regression command, specification for including regression variables in a regARIMA model, or for specifying regression variables whose effects are to be removed by the identify spec to aid ARIMA model identification.
+ estimate = []; % Estimation command, estimates the regARIMA model specified with the regression and arima commands.
+ transform = []; % Transform command, transforms or adjusts the series prior to estimating a regARIMA model.
+ outlier = []; % Outlier command, performs automatic detection of additive (point) outliers, temporary change outliers, level shifts, or any combination of the three using the specified model.
+ forecast = []; % Forecast command, forecasts and/or backcasts the time series y using the estimated model.
+ check = []; % Check command, produces statistics for diagnostic checking of residuals from the estimated model.
+ x11 = []; % X11 command, invokes seasonal adjustment by an enhanced version of the methodology of the Census Bureau X-11 and X-11Q program.
+ force = []; % Force command, allow users to force yearly totals of the seasonally adjusted series to equal those of the original series for convenience.
+ history = []; % History command, requests a sequence of runs from a sequence of truncated versions of the time series.
+ metadata = []; % Metadata command, allows users to insert metadata into the diagnostic summary file.
+ identify = []; % Identify command, produces tables and line printer plots of sample ACFs and PACFs for identifying the ARIMA part of a regARIMA model.
+ pickmdl = []; % Pickmdl command, automatic model selection procedure for the ARIMA part of the regARIMA model.
+ seats = []; % Seats command, invokes the production of model based signal extraction using SEATS, a seasonal adjustment program developed by Victor Gomez and Agustin Maravall at the Bank of Spain.
+ slidingspans = []; % Slidingspans command, compares different features of seasonal adjustment output from overlapping subspans of the time series data.
+ spectrum = []; % Spectrum command, spectrum diagnostics to detect seasonality or trading day effects in monthly series.
+ x11regression = []; % X11Regression command, estimates calendar effects by regression modeling of the irregular component with predefined or user-defined regressors.
+ results = []; % Estimation results.
+ commands = {}; % List of commands.
end
methods
- function o = x13(y, x)
- % Constructor for the x13 class.
- %
- % INPUTS
- % - y [dseries] Data.
- %
- % OUPUTS
- % - o [x13] Empty object except for the data.
+ function o = x13(y, x)
+ % Constructor for the x13 class.
+ %
+ % INPUTS
+ % - y [dseries] Data.
+ %
+ % OUPUTS
+ % - o [x13] Empty object except for the data.
if ~nargin
o.y = dseries();
o.x = dseries();
@@ -54,6 +63,15 @@ methods
o.forecast = setdefaultmember('forecast');
o.check = setdefaultmember('check');
o.x11 = setdefaultmember('x11');
+ o.force = setdefaultmember('force');
+ o.history = setdefaultmember('history');
+ o.metadata = setdefaultmember('metadata');
+ o.identify = setdefaultmember('identify');
+ o.pickmdl = setdefaultmember('pickmdl');
+ o.seats = setdefaultmember('seats');
+ o.slidingspans = setdefaultmember('slidingspans');
+ o.spectrum = setdefaultmember('spectrum');
+ o.x11regression = setdefaultmember('x11regression');
o.results = struct();
o.commands = {};
return
@@ -86,8 +104,18 @@ methods
o.forecast = setdefaultmember('forecast');
o.check = setdefaultmember('check');
o.x11 = setdefaultmember('x11');
+ o.force = setdefaultmember('force');
+ o.history = setdefaultmember('history');
+ o.metadata = setdefaultmember('metadata');
+ o.identify = setdefaultmember('identify');
+ o.pickmdl = setdefaultmember('pickmdl');
+ o.seats = setdefaultmember('seats');
+ o.slidingspans = setdefaultmember('slidingspans');
+ o.spectrum = setdefaultmember('spectrum');
+ o.x11regression = setdefaultmember('x11regression');
o.results = struct();
o.commands = {};
- end
+ end
end
+
end
\ No newline at end of file
diff --git a/src/utilities/missing/one_sided_hp_filter/one_sided_hp_filter.m b/src/utilities/missing/one_sided_hp_filter/one_sided_hp_filter.m
index 100dca04e2735d20fff5089eda6c3d97a6db3294..a0417405425fb1f71cb9026aad3106d7d43007d0 100644
--- a/src/utilities/missing/one_sided_hp_filter/one_sided_hp_filter.m
+++ b/src/utilities/missing/one_sided_hp_filter/one_sided_hp_filter.m
@@ -70,7 +70,7 @@ Q=[q,0;
R=1; % variance observation equation error
for k=1:n %Run the Kalman filter for each variable
- if nargin < 4 || isempty(x_user) %no intial value for state, extrapolate back two periods from the observations
+ if nargin < 3 || isempty(x_user) %no intial value for state, extrapolate back two periods from the observations
x=[2*y(1,k)-y(2,k);
3*y(1,k)-2*y(2,k)];
else
diff --git a/src/utilities/x13/checkcommandcompatibility.m b/src/utilities/x13/checkcommandcompatibility.m
new file mode 100644
index 0000000000000000000000000000000000000000..9359cddc821821ecb8e686c7c7f6261c8b53d183
--- /dev/null
+++ b/src/utilities/x13/checkcommandcompatibility.m
@@ -0,0 +1,40 @@
+function checkcommandcompatibility(o, comm)
+
+% Checks for compatibility of X13 commands.
+
+% Copyright (C) 2017 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
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare dseries submodule 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 comm
+ case 'arima'
+ if ismember('automdl', o.commands)
+ error('x13:arima: ARIMA command is not compatible with AUTOMDL command!')
+ elseif ismember('pickmdl', o.commands)
+ error('x13:arima: ARIMA command is not compatible with PICKMDL command!')
+ end
+ case 'automdl'
+ if ismember('arima', o.commands)
+ error('x13:automdl: AUTOMDL command is not compatible with ARIMA command!')
+ elseif ismember('pickmdl', o.commands)
+ error('x13:automdl: AUTOMDL command is not compatible with PICKMDL command!')
+ end
+ case 'pickmdl'
+ if ismember('arima', o.commands)
+ error('x13:pickmdl: PICKMDL command is not compatible with ARIMA command!')
+ elseif ismember('automdl', o.commands)
+ error('x13:pickmdl: PICKMDL command is not compatible with AUTOMDL command!')
+ end
+ otherwise
+end
\ No newline at end of file
diff --git a/src/utilities/x13/checkoptioncompatibility.m b/src/utilities/x13/checkoptioncompatibility.m
new file mode 100644
index 0000000000000000000000000000000000000000..e405ae2ca26818c869db737c1a60dfa406e2ddb5
--- /dev/null
+++ b/src/utilities/x13/checkoptioncompatibility.m
@@ -0,0 +1,38 @@
+function checkoptioncompatibility(o)
+
+% Checks for compatibility of options in different X13 commands.
+
+% Copyright (C) 2017 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
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare dseries submodule 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 ~isempty(o.estimate.file)
+ if ~isempty(o.arima.model)
+ error('Options ARIMA.model and ESTIMATE.file not compatible!');
+ elseif ~isempty(o.arima.ar)
+ error('Options ARIMA.ar and ESTIMATE.file not compatible!');
+ elseif ~isempty(o.arima.model)
+ error('Options ARIMA.ma and ESTIMATE.file not compatible!');
+ elseif ~isempty(o.regression.user)
+ error('Options REGRESSION.user and ESTIMATE.file not compatible!');
+ elseif ~isempty(o.regression.b)
+ error('Options REGRESSION.b and ESTIMATE.file not compatible!');
+ elseif ~isempty(o.regression.variables)
+ error('Options REGRESSION.variables and ESTIMATE.file not compatible!');
+ elseif ismember('automdl',o.commands)
+ error('Command AUTOMDL not compatible with ESTIMATE.file option!');
+ elseif ismember('pickmdl',o.commands)
+ error('Command PICKMDL not compatible with ESTIMATE.file option!');
+ end
+end
\ No newline at end of file
diff --git a/src/utilities/x13/isoption.m b/src/utilities/x13/isoption.m
index 258ce583e506a7fbd44d51b0aef4e88e6faf6942..e63d44ae121bdd20b4113283b10ae1a0bbf7ef53 100644
--- a/src/utilities/x13/isoption.m
+++ b/src/utilities/x13/isoption.m
@@ -45,6 +45,36 @@ switch command
'savelog', 'seasonalma', 'sigmalim', 'title', 'trendma', 'type', ...
'calendarsigma', 'centerseasonal', 'keepholiday', 'print1stpass', ...
'sfshort', 'sigmavec', 'trendic', 'true7term', 'excludefcst'});
+ case 'force'
+ b = ismember(option, {'print', 'save', 'lambda', 'mode', 'rho', 'round', 'start', 'target', 'type', ...
+ 'usefcst', 'indforce'});
+ case 'history'
+ b = ismember(option, {'print', 'save', 'endtable', 'estimates', 'fixmdl', 'fixreg', 'fstep', 'sadjlags', ...
+ 'savelog', 'start', 'target', 'trendlags', 'fixx11reg', 'outlier', 'outlierwin', ...
+ 'refresh', 'transformfcst', 'x11outlier'});
+ case 'metadata'
+ b = ismember(option, {'keys', 'values'});
+ case 'identify'
+ b = ismember(option, {'print', 'save', 'diff', 'maxlag', 'sdiff'});
+ case 'pickmdl'
+ b = ismember(option, {'print', 'bcstlim', 'fcstlim', 'file', 'identify', 'method', 'mode', 'outofsample', ...
+ 'overdiff', 'qlim', 'savelog'});
+ case 'seats'
+ b = ismember(option, {'print', 'save', 'appendfcst', 'finite', 'hpcycle', 'noadmiss', 'out', 'printphtrf', 'qmax', ...
+ 'savelog', 'statseas', 'tabtables', 'bias', 'epsiv', 'epsphi', 'hplan', 'imean', ...
+ 'maxit', 'rmod', 'xl'});
+ case 'slidingspans'
+ b = ismember(option, {'print', 'save', 'cutchng', 'cutseas', 'cuttd', 'fixmdl', 'fixreg', 'length', 'numspans', ...
+ 'outlier', 'savelog', 'start', 'additivesa', 'fixx11reg', 'x11outlier'});
+ case 'spectrum'
+ b = ismember(option, {'print', 'save', 'logqs', 'qcheck', 'savelog', 'start', 'tukey120', 'decibel', 'difference', ...
+ 'maxar', 'peaxwidth', 'series', 'siglevel', 'type'});
+ case 'x11regression'
+ b = ismember(option, {'print', 'save', 'aicdiff', 'aictest', 'critical', 'data', 'file', 'format', 'outliermethod', ...
+ 'outlierspan', 'prior', 'savelog','sigma', 'span', 'start', 'tdprior', 'user', ...
+ 'usertype', 'variables', 'almost', 'b', 'centeruser', 'eastermeans', 'forcecal', ...
+ 'noapply', 'reweight', 'umdata', 'umfile', 'umformat', 'umname', 'umprecision', ...
+ 'umstart', 'umtrimzero'});
otherwise
error('x13:isoption: Unknown block!')
end
diff --git a/src/utilities/x13/setdefaultmember.m b/src/utilities/x13/setdefaultmember.m
index f75ddb05e012b228f6d298322d553e835627f44b..a266a0f698582c5787c4d440a9272a434d1db08d 100644
--- a/src/utilities/x13/setdefaultmember.m
+++ b/src/utilities/x13/setdefaultmember.m
@@ -1,6 +1,6 @@
function s = setdefaultmember(name)
-% Set members of X13 object to default values (empty).
+% Sets members of X13 object to default values (empty).
% Copyright (C) 2017 Dynare Team
%
@@ -49,6 +49,36 @@ switch name
'savelog', [], 'seasonalma', [], 'sigmalim', [], 'title', [], 'trendma', [], 'type', [], ...
'calendarsigma', [], 'centerseasonal', [], 'keepholiday', [], 'print1stpass', [], ...
'sfshort', [], 'sigmavec', [], 'trendic', [], 'true7term', [], 'excludefcst', []);
+ case 'force'
+ s = struct('print', [], 'save', [], 'lambda', [], 'mode', [], 'rho', [], 'round', [], 'start', [], 'target', [], 'type', [], ...
+ 'usefcst', [], 'indforce', []);
+ case 'history'
+ s = struct('print', [], 'save', [], 'endtable', [], 'estimates', [], 'fixmdl', [], 'fixreg', [], 'fstep', [], 'sadjlags', [], ...
+ 'savelog', [], 'start', [], 'target', [], 'trendlags', [], 'fixx11reg', [], 'outlier', [], 'outlierwin', [], ...
+ 'refresh', [], 'transformfcst', [], 'x11outlier', []);
+ case 'metadata'
+ s = struct('keys', [], 'values', []);
+ case 'identify'
+ s = struct('print', [], 'save', [], 'diff', [], 'maxlag', [], 'sdiff', []);
+ case 'pickmdl'
+ s = struct('print', [], 'bcstlim', [], 'fcstlim', [], 'file', [], 'identify', [], 'method', [], 'mode', [], 'outofsample', [], ...
+ 'overdiff', [], 'qlim', [], 'savelog', []);
+ case 'seats'
+ s = struct('print', [], 'save', [], 'appendfcst', [], 'finite', [], 'hpcycle', [], 'noadmiss', [], 'out', [], 'printphtrf', [], 'qmax', [], ...
+ 'savelog', [], 'statseas', [], 'tabtables', [], 'bias', [], 'epsiv', [], 'epsphi', [], 'hplan', [], 'imean', [], ...
+ 'maxit', [], 'rmod', [], 'xl', []);
+ case 'slidingspans'
+ s = struct('print', [], 'save', [], 'cutchng', [], 'cutseas', [], 'cuttd', [], 'fixmdl', [], 'fixreg', [], 'length', [], 'numspans', [], ...
+ 'outlier', [], 'savelog', [], 'start', [], 'additivesa', [], 'fixx11reg', [], 'x11outlier', []);
+ case 'spectrum'
+ s = struct('print', [], 'save', [], 'logqs', [], 'qcheck', [], 'savelog', [], 'start', [], 'tukey120', [], 'decibel', [], 'difference', [], ...
+ 'maxar', [], 'peaxwidth', [], 'series', [], 'siglevel', [], 'type', []);
+ case 'x11regression'
+ s = struct('print', [], 'save', [], 'aicdiff', [], 'aictest', [], 'critical', [], 'data', [], 'file', [], 'format', [], 'outliermethod', [], ...
+ 'outlierspan', [], 'prior', [], 'savelog', [],'sigma', [], 'span', [], 'start', [], 'tdprior', [], 'user', [], ...
+ 'usertype', [], 'variables', [], 'almost', [], 'b', [], 'centeruser', [], 'eastermeans', [], 'forcecal', [], ...
+ 'noapply', [], 'reweight', [], 'umdata', [], 'umfile', [], 'umformat', [], 'umname', [], 'umprecision', [], ...
+ 'umstart', [], 'umtrimzero', []);
otherwise
error('x13:setdefaultmember: Unknown member!')
end