mdiff_.m 2.16 KB
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function o = mdiff_(o) % --*-- Unitary tests --*--

% Computes monthly differences.
%
% INPUTS
% - o   [dseries]
%
% OUTPUTS
% - o   [dseries]

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% Copyright (C) 2017-2020 Dynare Team
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%
% 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/>.

switch frequency(o)
  case 1
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    error('dseries::mdiff: I cannot compute monthly differences from yearly data!')
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  case 2
    error('dseries::mdiff: I cannot compute monthly differences from bi-annual data!')
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  case 4
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    error('dseries::mdiff: I cannot compute monthly differences from quarterly data!')
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  case 12
    o.data(2:end,:) = o.data(2:end,:)-o.data(1:end-1,:);
    o.data(1,:) = NaN;
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  case 52
    error('dseries::mdiff: I do not know yet how to compute monthly differences from weekly data!')
  case 365
    error('dseries::mdiff: I do not know yet how to compute monthly differences from daily data!')
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  otherwise
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    error(['dseries::mdiff: object ' inputname(1) ' has unknown frequency']);
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end

for i = 1:vobs(o)
    if isempty(o.ops{i})
        o.ops(i) = {['mdiff(' o.name{i} ')']};
    else
        o.ops(i) = {['mdiff(' o.ops{i} ')']};
    end
end

%@test:1
%$ try
%$     data = transpose(0:1:50);
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%$     ts = dseries(data, '1950Q1');
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%$     ts.mdiff_;
%$     t(1) = 0;
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%$ catch
%$     t(1) = 1;
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%$ end
%$
%$ T = all(t);
%@eof:1

%@test:2
%$ try
%$     data = transpose(0:1:80);
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%$     ts = dseries(data, '1950M1');
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%$     ts.mdiff_;
%$     t(1) = 1;
%$ catch
%$     t(1) = 0;
%$ end
%$
%$ if t(1)
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%$     DATA = NaN(1, ts.vobs);
%$     DATA = [DATA; ones(ts.nobs-1, ts.vobs)];
%$     t(2) = dassert(ts.data, DATA, 1e-15);
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%$ end
%$
%$ T = all(t);
%@eof:2