Commit dc4669fc authored by abuesol08's avatar abuesol08 Committed by Stéphane Adjemian

Added monthly growth/diff functions

parent 6386177c
function o = mdiff(o) % --*-- Unitary tests --*--
% Computes monthly differences.
%
% INPUTS
% - o [dseries]
%
% OUTPUTS
% - o [dseries]
% Copyright (C) 2017 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/>.
o = copy(o);
o.mdiff_();
%@test:1
%$ try
%$ data = transpose(0:1:50);
%$ ts = dseries(data,'1950M1');
%$ ds = ts.mdiff();
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ DATA = NaN(1,ds.vobs);
%$ DATA = [DATA; ones(ds.nobs-1,ds.vobs)];
%$ t(2) = dassert(ds.data, DATA, 1e-15);
%$ t(3) = dassert(ts.data, data, 1e-15);
%$ end
%$
%$ T = all(t);
%@eof:1
\ No newline at end of file
function o = mdiff_(o) % --*-- Unitary tests --*--
% Computes monthly differences.
%
% INPUTS
% - o [dseries]
%
% OUTPUTS
% - o [dseries]
% Copyright (C) 2017 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/>.
switch frequency(o)
case 1
error('dseries::qdiff: I cannot compute monthly differences from yearly data!')
case 4
error('dseries::qdiff: I cannot compute monthly differences from quarterly data!')
case 12
o.data(2:end,:) = o.data(2:end,:)-o.data(1:end-1,:);
o.data(1,:) = NaN;
case 52
error('dseries::qdiff: I do not know yet how to compute quaterly differences from monthly data!')
otherwise
error(['dseries::qdiff: object ' inputname(1) ' has unknown frequency']);
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);
%$ ts = dseries(data,'1950Q1');
%$ ts.mdiff_;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ DATA = NaN(1,ts.vobs);
%$ DATA = [DATA; ones(ts.nobs-1,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ try
%$ data = transpose(0:1:80);
%$ ts = dseries(data,'1950M1');
%$ ts.mdiff_;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ DATA = NaN(3,ts.vobs);
%$ DATA = [DATA; 3*ones(ts.nobs-3,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:2
function o = mgrowth(o) % --*-- Unitary tests --*--
% Computes monthly growth rates.
%
% INPUTS
% - o [dseries]
%
% OUTPUTS
% - o [dseries]
% Copyright (C) 2017 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/>.
o = copy(o);
o.mgrowth_();
%@test:1
%$ try
%$ data = (1+.01).^transpose(0:1:50);
%$ ts = dseries(data,'1950M1');
%$ ds = ts.mgrowth();
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ DATA = NaN(1,ds.vobs);
%$ DATA = [DATA; .01*ones(ds.nobs-1,ds.vobs)];
%$ t(2) = dassert(ds.data,DATA,1e-15);
%$ t(3) = dassert(ts.data,data,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:1
\ No newline at end of file
function o = mgrowth_(o) % --*-- Unitary tests --*--
% Computes monthly growth rates.
%
% INPUTS
% - o [dseries]
%
% OUTPUTS
% - o [dseries]
% Copyright (C) 2017 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/>.
switch frequency(o)
case 1
error('dseries::qgrowth: I cannot compute monthly growth rates from yearly data!')
case 4
case 12
o.data(2:end,:) = o.data(2:end,:)./o.data(1:end-1,:) - 1;
o.data(1,:) = NaN;
case 52
error('dseries::qgrowth: I do not know yet how to compute monthly growth rates from weekly data!')
otherwise
error(['dseries::qgrowth: object ' inputname(1) ' has unknown frequency']);
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 = (1+.01).^transpose(0:1:50);
%$ ts = dseries(data,'1950Q1');
%$ ts.mgrowth_;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ DATA = NaN(1,ts.vobs);
%$ DATA = [DATA; .01*ones(ts.nobs-1,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:1
%@test:2
%$ try
%$ data = (1+.01).^transpose(0:1:80);
%$ ts = dseries(data,'1950M1');
%$ ts.mgrowth_;
%$ t(1) = 1;
%$ catch
%$ t(1) = 0;
%$ end
%$
%$ if t(1)
%$ DATA = NaN(3,ts.vobs);
%$ DATA = [DATA; (1.01^3-1)*ones(ts.nobs-3,ts.vobs)];
%$ t(2) = dassert(ts.data,DATA,1e-15);
%$ end
%$
%$ T = all(t);
%@eof:2
......@@ -130,9 +130,11 @@ switch S(1).type
'exp','exp_', ...
'ygrowth','ygrowth_', ...
'qgrowth','qgrowth_', ...
'mgrowth','mgrowth_',...
'ydiff','ydiff_', ...
'qdiff','qdiff_', ...
'diff', 'diff_', ...
'mdiff','mdiff_',...
'abs','abs_', ...
'isnan', ...
'firstdate', ...
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment