diff --git a/src/@x13/print.m b/src/@x13/print.m
index 7d5f7bddea300d5a4f87109784b5000903a39e99..a2aff33721003fd0b43b4dd2eca9c12021b59a00 100644
--- a/src/@x13/print.m
+++ b/src/@x13/print.m
@@ -24,7 +24,13 @@ if nargin<2 || isempty(basename)
end
fid = fopen(sprintf('%s.spc', basename), 'w');
-fprintf(fid, '# File created on %s by Dynare.\n\n', datetime());
+
+% Print creation date
+if ~isoctave() && ~verLessThan('matlab','9.0')
+ fprintf(fid, '# File created on %s by Dynare.\n\n', datetime());
+else
+ fprintf(fid, '# File created on %s by Dynare.\n\n', datestr(now));
+end
% Write SERIES block
fprintf(fid, 'series {\n');
@@ -35,135 +41,174 @@ fprintf(fid, ' data = %s', sprintf(data2txt(o.y.data)));
fprintf(fid, '}\n\n');
% Write TRANSFORM block
-if ~all(cellfun(@isempty, struct2cell(o.transform)))
- optionnames = fieldnames(o.transform);
- fprintf(fid, 'transform {\n');
- for i=1:length(optionnames)
- if ~isempty(o.transform.(optionnames{i}))
- printoption(fid, optionnames{i}, o.transform.(optionnames{i}));
+if ismember('transform', o.commands)
+ fprintf(fid, 'transform {');
+ if ~all(cellfun(@isempty, struct2cell(o.transform)))
+ fprintf(fid, '\n');
+ optionnames = fieldnames(o.transform);
+ for i=1:length(optionnames)
+ if ~isempty(o.transform.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.transform.(optionnames{i}));
+ end
end
end
fprintf(fid, '}\n\n');
end
% Write REGRESSION block
-if ~all(cellfun(@isempty, struct2cell(o.regression)))
- optionnames = fieldnames(o.regression);
- fprintf(fid, 'regression {\n');
- for i=1:length(optionnames)
- if ~isempty(o.regression.(optionnames{i}))
- if isequal(optionnames{i}, 'user') % Write needed data to a file.
- % Determine the set of needed data
- conditionningvariables = strsplit(o.regression.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:regression: Variable %s is unkonwn', conditionningvariables{i})
+if ismember('regression', o.commands)
+ fprintf(fid, 'regression {');
+ if ~all(cellfun(@isempty, struct2cell(o.regression)))
+ optionnames = fieldnames(o.regression);
+ fprintf(fid, '\n');
+ for i=1:length(optionnames)
+ if ~isempty(o.regression.(optionnames{i}))
+ if isequal(optionnames{i}, 'user') % Write needed data to a file.
+ % Determine the set of needed data
+ conditionningvariables = strsplit(o.regression.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:regression: Variable %s is unkonwn', conditionningvariables{i})
+ end
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.regression.user);
- % Print data statement.
- fprintf(fid, ' data = %s\n', sprintf(data2txt(x.data)));
- elseif isequal(optionnames{i}, 'start')
- if ischar(o.regression.start)
- if isdate(o.regression.start)
- PERIOD = dates(o.regression.start);
+ % 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.regression.user);
+ % Print data statement.
+ fprintf(fid, ' data = %s\n', sprintf(data2txt(x.data)));
+ elseif isequal(optionnames{i}, 'start')
+ if ischar(o.regression.start)
+ if isdate(o.regression.start)
+ PERIOD = dates(o.regression.start);
+ else
+ error('x13:regression: Option start cannot be interpreted as a date!')
+ end
+ elseif isdates(o.regression.start)
+ PERIOD = o.regression.start;
else
error('x13:regression: Option start cannot be interpreted as a date!')
end
- elseif isdates(o.regression.start)
- PERIOD = o.regression.start;
+ printstart(fid, PERIOD);
else
- error('x13:regression: Option start cannot be interpreted as a date!')
+ printoption(fid, optionnames{i}, o.regression.(optionnames{i}));
end
- printstart(fid, PERIOD);
- else
- printoption(fid, optionnames{i}, o.regression.(optionnames{i}));
end
end
- end
- if isempty(o.regression.start)
- fprintf(fid, ' start = %i.%i\n', o.x.init.year, o.x.init.subperiod);
+ if isempty(o.regression.start)
+ fprintf(fid, ' start = %i.%i\n', o.x.init.year, o.x.init.subperiod);
+ end
end
fprintf(fid, '}\n\n');
end
% Write ARIMA block
-if ~all(cellfun(@isempty, struct2cell(o.arima)))
- optionnames = fieldnames(o.arima);
- fprintf(fid, 'arima {\n');
- for i=1:length(optionnames)
- if ~isempty(o.arima.(optionnames{i}))
- printoption(fid, optionnames{i}, o.arima.(optionnames{i}));
+if ismember('arima', o.commands)
+ fprintf(fid, 'arima {');
+ if ~all(cellfun(@isempty, struct2cell(o.arima)))
+ optionnames = fieldnames(o.arima);
+ fprintf(fid, '\n');
+ for i=1:length(optionnames)
+ if ~isempty(o.arima.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.arima.(optionnames{i}));
+ end
+ end
+ end
+ fprintf(fid, '}\n\n');
+end
+
+% Write AUTOMDL block
+if ismember('automdl', o.commands)
+ fprintf(fid, 'automdl {');
+ if ~all(cellfun(@isempty, struct2cell(o.automdl)))
+ optionnames = fieldnames(o.automdl);
+ fprintf(fid, '\n');
+ for i=1:length(optionnames)
+ if ~isempty(o.automdl.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.automdl.(optionnames{i}));
+ end
end
end
fprintf(fid, '}\n\n');
end
% Write OUTLIER block
-if ~all(cellfun(@isempty, struct2cell(o.outlier)))
- optionnames = fieldnames(o.outlier);
- fprintf(fid, 'outlier {\n');
- for i=1:length(optionnames)
- if ~isempty(o.outlier.(optionnames{i}))
- printoption(fid, optionnames{i}, o.outlier.(optionnames{i}));
+if ismember('outlier', o.commands)
+ fprintf(fid, 'outlier {');
+ if ~all(cellfun(@isempty, struct2cell(o.outlier)))
+ optionnames = fieldnames(o.outlier);
+ fprintf(fid, '\n');
+ for i=1:length(optionnames)
+ if ~isempty(o.outlier.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.outlier.(optionnames{i}));
+ end
end
end
fprintf(fid, '}\n\n');
end
% Write FORECAST block
-if ~all(cellfun(@isempty, struct2cell(o.forecast)))
- optionnames = fieldnames(o.forecast);
- fprintf(fid, 'forecast {\n');
- for i=1:length(optionnames)
- if ~isempty(o.forecast.(optionnames{i}))
- printoption(fid, optionnames{i}, o.forecast.(optionnames{i}));
+if ismember('forecast', o.commands)
+ fprintf(fid, 'forecast {');
+ if ~all(cellfun(@isempty, struct2cell(o.forecast)))
+ optionnames = fieldnames(o.forecast);
+ fprintf(fid, '\n');
+ for i=1:length(optionnames)
+ if ~isempty(o.forecast.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.forecast.(optionnames{i}));
+ end
end
end
fprintf(fid, '}\n\n');
end
% Write ESTIMATE block
-if ~all(cellfun(@isempty, struct2cell(o.estimate)))
- optionnames = fieldnames(o.estimate);
- fprintf(fid, 'estimate {\n');
- for i=1:length(optionnames)
- if ~isempty(o.estimate.(optionnames{i}))
- printoption(fid, optionnames{i}, o.estimate.(optionnames{i}));
+if ismember('estimate', o.commands)
+ fprintf(fid, 'estimate {');
+ if ~all(cellfun(@isempty, struct2cell(o.estimate)))
+ optionnames = fieldnames(o.estimate);
+ fprintf(fid, '\n');
+ for i=1:length(optionnames)
+ if ~isempty(o.estimate.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.estimate.(optionnames{i}));
+ end
end
end
fprintf(fid, '}\n\n');
end
% Write CHECK block
-if ~all(cellfun(@isempty, struct2cell(o.check)))
- optionnames = fieldnames(o.check);
- fprintf(fid, 'check {\n');
- for i=1:length(optionnames)
- if ~isempty(o.check.(optionnames{i}))
- printoption(fid, optionnames{i}, o.check.(optionnames{i}));
+if ismember('check', o.commands)
+ fprintf(fid, 'check {');
+ if ~all(cellfun(@isempty, struct2cell(o.check)))
+ optionnames = fieldnames(o.check);
+ fprintf(fid, '\n');
+ for i=1:length(optionnames)
+ if ~isempty(o.check.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.check.(optionnames{i}));
+ end
end
end
fprintf(fid, '}\n\n');
end
% Write X11 block
-if ~all(cellfun(@isempty, struct2cell(o.x11)))
- optionnames = fieldnames(o.x11);
- fprintf(fid, 'x11 {\n');
- for i=1:length(optionnames)
- if ~isempty(o.x11.(optionnames{i}))
- printoption(fid, optionnames{i}, o.x11.(optionnames{i}));
+if ismember('x11', o.commands)
+ fprintf(fid, 'x11 {');
+ if ~all(cellfun(@isempty, struct2cell(o.x11)))
+ optionnames = fieldnames(o.x11);
+ fprintf(fid, '\n');
+ for i=1:length(optionnames)
+ if ~isempty(o.x11.(optionnames{i}))
+ printoption(fid, optionnames{i}, o.x11.(optionnames{i}));
+ end
end
end
fprintf(fid, '}\n\n');
diff --git a/src/@x13/subsref.m b/src/@x13/subsref.m
index 40f4ee397213ec7b92d949e8c4cca81c7ec2170f..e26223940b0d5fb14964e1caccba056c33fca0c2 100644
--- a/src/@x13/subsref.m
+++ b/src/@x13/subsref.m
@@ -22,12 +22,26 @@ function o = subsref(o, S) % --*-- Unitary tests --*--
switch S(1).type
case '.'
switch S(1).subs
- case {'arima','regression','transform','outlier', 'forecast', 'check', 'x11', 'estimate'}
+ case {'arima','automdl','regression','transform','outlier', 'forecast', 'check', 'x11', 'estimate'}
if isequal(length(S), 1)
% Just print the member.
disp(o.(S(1).subs))
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
+ o.commands(end+1) = {S(1).subs};
+ end
if isempty(S(2).subs)
% Reset the member to its default (empty).
o.(S(1).subs) = setdefaultmember(S(1).subs);
diff --git a/src/@x13/x13.m b/src/@x13/x13.m
index 06deeee42bad0dd4a6bddcba65a0200e3fe88c85..40fedeac04b37a7c5e86b238ef4cc5e4af90498a 100644
--- a/src/@x13/x13.m
+++ b/src/@x13/x13.m
@@ -21,6 +21,7 @@ classdef x13<handle % --*-- Unitary tests --*--
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.
@@ -29,6 +30,7 @@ classdef x13<handle % --*-- Unitary tests --*--
check = []; % Check command.
x11 = []; % X11 cmmand
results = []; % Estimation results
+ commands = {}; % List of commands.
end
methods
@@ -44,6 +46,7 @@ classdef x13<handle % --*-- Unitary tests --*--
o.y = dseries();
o.x = dseries();
o.arima = setdefaultmember('arima');
+ o.automdl = setdefaultmember('automdl');
o.regression = setdefaultmember('regression');
o.estimate = setdefaultmember('estimate');
o.transform = setdefaultmember('transform');
@@ -52,6 +55,7 @@ classdef x13<handle % --*-- Unitary tests --*--
o.check = setdefaultmember('check');
o.x11 = setdefaultmember('x11');
o.results = struct();
+ o.commands = {};
return
end
if isdseries(y)
@@ -72,6 +76,7 @@ classdef x13<handle % --*-- Unitary tests --*--
end
% Initialize other members (they are empty initially and must be set by calling methods)
o.arima = setdefaultmember('arima');
+ o.automdl = setdefaultmember('automdl');
o.regression = setdefaultmember('regression');
o.estimate = setdefaultmember('estimate');
o.transform = setdefaultmember('transform');
@@ -80,6 +85,7 @@ classdef x13<handle % --*-- Unitary tests --*--
o.check = setdefaultmember('check');
o.x11 = setdefaultmember('x11');
o.results = struct();
+ o.commands = {};
end
end
end
\ No newline at end of file
diff --git a/src/utilities/x13/isoption.m b/src/utilities/x13/isoption.m
index 6d36cad5557d4ce549a5493917e5a9b179d2e19b..588f76b1c1c743fd37333eb60c2e7019d5c21982 100644
--- a/src/utilities/x13/isoption.m
+++ b/src/utilities/x13/isoption.m
@@ -18,6 +18,10 @@ function b = isoption(command, option)
switch command
case 'arima'
b = ismember(option, {'ar', 'ma', 'model', 'print', 'save', 'title'});
+ case 'automdl'
+ b = ismember(option, {'acceptdefault', 'checkmu', 'diff', 'ljungboxlimit', 'maxdiff', 'maxorder', ...
+ 'mixed', 'print', 'savelog', 'armalimit', 'balanced', 'exactdiff', 'fcstlim', ...
+ 'hrinitial', 'reducecv', 'rejectfcst', 'urfinal'});
case 'regression'
b = ismember(option, {'aicdiff', 'aictest', 'chi2test', 'chi2testcv', ...
'print', 'save', 'pvaictest', 'savelog', 'start', ...
@@ -40,7 +44,7 @@ switch command
b = ismember(option, {'appendbcst', 'appendfcst', 'final', 'mode', 'print', 'save', ...
'savelog', 'seasonalma', 'sigmalim', 'title', 'trendma', 'type', ...
'calendarsigma', 'centerseasonal', 'keepholiday', 'print1stpass', ...
- 'sfshort', 'sigmavec', 'trendic', 'true7term'});
+ 'sfshort', 'sigmavec', 'trendic', 'true7term', 'excludefcst'});
otherwise
error('x13:isoption: Unknown block!')
end
diff --git a/src/utilities/x13/setdefaultmember.m b/src/utilities/x13/setdefaultmember.m
index d433c8673672cbc5b5f2899c576d68955b47a2dd..0556012a42bbd88a70bc62919ffcf069114ca48c 100644
--- a/src/utilities/x13/setdefaultmember.m
+++ b/src/utilities/x13/setdefaultmember.m
@@ -20,6 +20,10 @@ function s = setdefaultmember(name)
switch name
case 'arima'
s = struct('ar', [], 'ma', [], 'model', [], 'print', [], 'save', [], 'title', []);
+ case 'automdl'
+ s = struct('acceptdefault', [], 'checkmu', [], 'diff', [], 'ljungboxlimit', [], 'maxdiff', [], 'maxorder', [], ...
+ 'mixed', [], 'print', [], 'savelog', [], 'armalimit', [], 'balanced', [], 'exactdiff', [], 'fcstlim', [], ...
+ 'hrinitial', [], 'reducecv', [], 'rejectfcst', [], 'urfinal', []);
case 'regression'
s = struct('aicdiff', [], 'aictest', [], 'chi2test', [], 'chi2testcv', [], ...
'print', [], 'save', [], 'pvaictest', [], 'savelog', [], 'start', [], ...
@@ -44,7 +48,7 @@ switch name
s = struct('appendbcst', [], 'appendfcst', [], 'final', [], 'mode', [], 'print', [], 'save', [], ...
'savelog', [], 'seasonalma', [], 'sigmalim', [], 'title', [], 'trendma', [], 'type', [], ...
'calendarsigma', [], 'centerseasonal', [], 'keepholiday', [], 'print1stpass', [], ...
- 'sfshort', [], 'sigmavec', [], 'trendic', [], 'true7term', []);
+ 'sfshort', [], 'sigmavec', [], 'trendic', [], 'true7term', [], 'excludefcst', []);
otherwise
error('x13:setdefaultmember: Unknown member!')
end