hpcycle.m 1.39 KB
Newer Older
1
function o = hpcycle(o, lambda) % --*-- Unitary tests --*--
2 3 4

% Extracts the cycle component from a dseries object using Hodrick Prescott filter.
%
Stéphane Adjemian's avatar
Stéphane Adjemian committed
5
% INPUTS
6 7
% - o          [dseries]  Original time series.
% - lambda     [double]   scalar, trend smoothness parameter.
8
%
Stéphane Adjemian's avatar
Stéphane Adjemian committed
9
% OUTPUTS
10
% - o          [dseries]  Cyclical component of the original time series.
11

12
% Copyright (C) 2013-2017 Dynare Team
13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28
%
% 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/>.

Stéphane Adjemian's avatar
Stéphane Adjemian committed
29
if nargin>1
30 31 32 33 34 35 36
    if lambda<=0
        error(['dseries::hpcycle: Lambda must be a positive integer!'])
    end
else
    lambda = [];
end

37 38
o = copy(o);
o.hpcycle_(lambda);
39 40

%@test:1
41 42
%$ d = randn(100,1);
%$ o = dseries(d);
43 44
%$
%$ try
45
%$     p = o.hpcycle();
46 47 48 49 50 51
%$     t(1) = 1;
%$ catch
%$     t(1) = 0;
%$ end
%$
%$ if t(1)
52
%$     t(2) = dassert(o.data,d);
53 54 55 56
%$ end
%$
%$ T = all(t);
%@eof:1