function o = onesidedhpcycle(o, lambda, init) % --*-- Unitary tests --*-- % Extracts the cycle component from a dseries object using the one sided HP filter. % % INPUTS % - o [dseries] Original time series. % - lambda [double] scalar, trend smoothness parameter. % % OUTPUTS % - o [dseries] Cycle component of the original time series. % 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 . if nargin>1 if lambda<=0 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); if nargin<3 o.onesidedhpcycle_(lambda); else o.onesidedhpcycle_(lambda, init); end return %@test:1 d = randn(100,1); o = dseries(d); try p = o.onesidedhpcycle(); t(1) = 1; catch t(1) = 0; end if t(1) t(2) = dassert(o.data,d); end T = all(t); %@eof:1