diff --git a/doc/manual/source/time-series.rst b/doc/manual/source/time-series.rst
index 3c5b682d5b53cc5e8970c227a4ac96bd4818b392..f7dd8d484cf447168649418e3367cd8001c9fb94 100644
--- a/doc/manual/source/time-series.rst
+++ b/doc/manual/source/time-series.rst
@@ -1013,26 +1013,34 @@ The dseries class
input. Valid file types are ``.m``, ``.mat``, ``.csv`` and
``.xls/.xlsx`` (Octave only supports ``.xlsx`` files and the
`io <https://octave.sourceforge.io/io/>`__ package from
- Octave-Forge must be installed). A typical ``.m`` file will
- have the following form::
+ Octave-Forge must be installed). The extension of the file
+ should be explicitly provided. A typical ``.m`` file will have
+ the following form::
+ FREQ__ = 4;
INIT__ = '1994Q3';
NAMES__ = {'azert';'yuiop'};
TEX__ = {'azert';'yuiop'};
+ TAGS__ = struct()
+ DATA__ = {}
azert = randn(100,1);
yuiop = randn(100,1);
If a ``.mat`` file is used instead, it should provide the same
- informations. Note that the ``INIT__`` variable can be either
- a ``dates`` object or a string which could be used to
- instantiate the same ``dates`` object. If ``INIT__`` is not
- provided in the ``.mat`` or ``.m`` file, the initial is by
- default set equal to ``dates('1Y')``. If a second input
- argument is passed to the constructor, ``dates`` object
- *INITIAL_DATE*, the initial date defined in *FILENAME* is
- reset to *INITIAL_DATE*. This is typically usefull if
- ``INIT__`` is not provided in the data file.
+ informations, except that the data should not be given as a
+ set of vectors, but as a single matrix of doubles named
+ ``DATA__``. This array should have as many columns as elements
+ in ``NAMES__`` (the number of variables). Note that the
+ ``INIT__`` variable can be either a ``dates`` object or a
+ string which could be used to instantiate the same ``dates``
+ object. If ``INIT__`` is not provided in the ``.mat`` or
+ ``.m`` file, the initial is by default set equal to
+ ``dates('1Y')``. If a second input argument is passed to the
+ constructor, ``dates`` object *INITIAL_DATE*, the initial date
+ defined in *FILENAME* is reset to *INITIAL_DATE*. This is
+ typically usefull if ``INIT__`` is not provided in the data
+ file.
.. construct:: dseries (DATA_MATRIX[,INITIAL_DATE[,LIST_OF_NAMES[,TEX_NAMES]]])
dseries (DATA_MATRIX[,RANGE_OF_DATES[,LIST_OF_NAMES[,TEX_NAMES]]])
@@ -1062,20 +1070,20 @@ The dseries class
Creates a ``dseries`` object given the MATLAB Table provided as the sole
argument. It is assumed that the first column of the table contains the
- dates of the ``dseries`` and the first row contains the names. NB: This
+ dates of the ``dseries`` and the first row contains the names. This
feature is not available under Octave or MATLAB R2013a or earlier.
- *Example*
+ *Example*
- Various ways to create a ``dseries`` object::
+ Various ways to create a ``dseries`` object::
- do1 = dseries(1999Q3);
- do2 = dseries('filename.csv');
- do3 = dseries([1; 2; 3], 1999Q3, {'var123'}, {'var_{123}'});
+ do1 = dseries(1999Q3);
+ do2 = dseries('filename.csv');
+ do3 = dseries([1; 2; 3], 1999Q3, {'var123'}, {'var_{123}'});
- >> do1 = dseries(dates('1999Q3'));
- >> do2 = dseries('filename.csv');
- >> do3 = dseries([1; 2; 3], dates('1999Q3'), {'var123'}, {'var_{123}'});
+ >> do1 = dseries(dates('1999Q3'));
+ >> do2 = dseries('filename.csv');
+ >> do3 = dseries([1; 2; 3], dates('1999Q3'), {'var123'}, {'var_{123}'});
One can easily create subsamples from a ``dseries`` object using
@@ -1087,10 +1095,13 @@ The dseries class
to the last observation, then ``ds(d)`` instantiates a new
``dseries`` object containing the subsample defined by ``d``.
- A list of the available methods, by alphabetical order, is given below.
+ A list of the available methods, by alphabetical order, is given
+ below. As in the previous section the in place modifications
+ versions of the methods are postfixed with an underscore.
- .. dseriesmethod:: A = abs(B)
+ .. dseriesmethod:: A = abs (B)
+ abs_ (B)
|br| Overloads the ``abs()`` function for ``dseries``
objects. Returns the absolute value of the variables in
@@ -1121,7 +1132,8 @@ The dseries class
1973Q3 | 0.99791 | 0.22677
- .. dseriesmethod:: [A, B] = align(A, B)
+ .. dseriesmethod:: [A, B] = align (A, B)
+ align_ (A, B)
If ``dseries`` objects ``A`` and ``B`` are defined on
different time ranges, this function extends ``A`` and/or
@@ -1160,8 +1172,33 @@ The dseries class
2001Q1 | 0.17813
2001Q2 | 0.12801
+ >> ts0 = dseries(rand(5,1),dates('2000Q1')); % 2000Q1 -> 2001Q1
+ >> ts1 = dseries(rand(3,1),dates('2000Q4')); % 2000Q4 -> 2001Q2
+ >> align_(ts0, ts1); % 2000Q1 -> 2001Q2
+ >> ts1
+
+ ts1 is a dseries object:
- .. dseriesmethod:: B = baxter_king_filter(A, hf, lf, K)
+ | Variable_1
+ 2000Q1 | NaN
+ 2000Q2 | NaN
+ 2000Q3 | NaN
+ 2000Q4 | 0.66653
+ 2001Q1 | 0.17813
+ 2001Q2 | 0.12801
+
+
+ .. dseriesmethod:: C = backcast (A, B[, diff])
+ backcast_ (A, B[, diff])
+
+ Backcasts ``dseries`` object ``A`` with ``dseries`` object B's
+ growth rates (except if the last optional argument, ``diff``,
+ is true in which case first differences are used). Both
+ ``dseries`` objects must have the same frequency.
+
+
+ .. dseriesmethod:: B = baxter_king_filter (A, hf, lf, K)
+ baxter_king_filter_ (A, hf, lf, K)
|br| Implementation of the *Baxter and King* (1999) band pass
filter for ``dseries`` objects. This filter isolates business
@@ -1206,7 +1243,17 @@ The dseries class
set(gca,'XTickLabel',strings(ts1.dates(id)));
- .. dseriesmethod:: C = chain(A, B)
+ .. dseriesmethod:: B = center (A[, geometric])
+ center_ (A[, geometric])
+
+ |br| Centers variables in ``dseries`` object ``A`` around their
+ arithmetic means, except if the optional argument ``geometric``
+ is set equal to ``true`` in which case all the variables are
+ divided by their geometric means.
+
+
+ .. dseriesmethod:: C = chain (A, B)
+ chain_ (A, B)
|br| Merge two ``dseries`` objects along the time
dimension. The two objects must have the same number of
@@ -1252,7 +1299,7 @@ The dseries class
1951Q2 | 6
- .. dseriesmethod:: [error_flag, message ] = check(A)
+ .. dseriesmethod:: [error_flag, message ] = check (A)
|br| Sanity check of ``dseries`` object ``A``. Returns ``1``
if there is an error, ``0`` otherwise. The second output
@@ -1260,7 +1307,68 @@ The dseries class
error.
- .. dseriesmethod:: B = cumprod(A[, d[, v]])
+ .. dseriesmethod:: B = copy (A)
+
+ |br| Returns a copy of ``A``. If an inplace modification method
+ is applied to ``A``, object ``B`` will not be affected. Note
+ that if ``A`` is assigned to ``C``, ``C = A``, then any in
+ place modification method applied to ``A`` will change ``C``.
+
+ *Example*
+
+ ::
+
+ >> a = dseries(randn(5,1))
+
+ a is a dseries object:
+
+ | Variable_1
+ 1Y | -0.16936
+ 2Y | -1.1451
+ 3Y | -0.034331
+ 4Y | -0.089042
+ 5Y | -0.66997
+
+ >> b = copy(a);
+ >> c = a;
+ >> a.abs();
+ >> a.abs_();
+ >> a
+
+ a is a dseries object:
+
+ | Variable_1
+ 1Y | 0.16936
+ 2Y | 1.1451
+ 3Y | 0.034331
+ 4Y | 0.089042
+ 5Y | 0.66997
+
+ >> b
+
+ b is a dseries object:
+
+ | Variable_1
+ 1Y | -0.16936
+ 2Y | -1.1451
+ 3Y | -0.034331
+ 4Y | -0.089042
+ 5Y | -0.66997
+
+ >> c
+
+ c is a dseries object:
+
+ | Variable_1
+ 1Y | 0.16936
+ 2Y | 1.1451
+ 3Y | 0.034331
+ 4Y | 0.089042
+ 5Y | 0.66997
+
+
+ .. dseriesmethod:: B = cumprod (A[, d[, v]])
+ cumprod_ (A[, d[, v]])
|br| Overloads the MATLAB/Octave ``cumprod`` function for
``dseries`` objects. The cumulated product cannot be computed
@@ -1322,7 +1430,8 @@ The dseries class
7Y | 50.2655
- .. dseriesmethod:: B = cumsum(A[, d[, v]])
+ .. dseriesmethod:: B = cumsum (A[, d[, v]])
+ cumsum (A[, d[, v]])
|br| Overloads the MATLAB/Octave ``cumsum`` function for
``dseries`` objects. The cumulated sum cannot be computed if
@@ -1393,14 +1502,46 @@ The dseries class
10Y | 10.1416
- .. dseriesmethod:: C = eq(A, B)
+ .. dseriesmethod:: B = detrend (A, m)
+ dentrend_ (A, m)
+
+ |br| Detrends ``dseries`` object ``A`` with a fitted
+ polynomial of order ``m``. Note that each variable is
+ detrended with a different polynomial.
+
+
+ .. dseriesmethod:: B = diff (A)
+ diff_ (A)
+
+ |br| Returns the first difference of ``dseries`` object ``A``.
+
+
+ .. datesmethod:: disp (A)
+
+ |br| Overloads the MATLAB/Octave disp function for ``dseries`` object.
+
+
+ .. datesmethod:: display (A)
+
+ |br| Overloads the MATLAB/Octave display function for
+ ``dseries`` object. ``display`` is the function called by
+ MATLAB to print the content of an object if a semicolon is
+ missing at the end of a MATLAB statement. If the ``dseries``
+ object is defined over a too large time span, only the first
+ and last periods will be printed. If the ``dseries`` object
+ contains too many variables, only the first and last variables
+ will be printed. If all the periods and variables are
+ required, the ``disp`` method should be used instead.
+
+
+ .. dseriesmethod:: C = eq (A, B)
|br| Overloads the MATLAB/Octave ``eq`` (equal, ``==``)
operator. ``dseries`` objects ``A`` and ``B`` must have the
same number of observations (say, :math:`T`) and variables
(:math:`N`). The returned argument is a :math:`T \times N`
- matrix of zeros and ones. Element :math:`(i,j)` of ``C`` is
- equal to ``1`` if and only if observation :math:`i` for
+ matrix of logicals. Element :math:`(i,j)` of ``C`` is
+ equal to ``true`` if and only if observation :math:`i` for
variable :math:`j` in ``A`` and ``B`` are the same.
*Example*
@@ -1413,28 +1554,17 @@ The dseries class
ans =
- 1
- 0
- 1
-
-
- .. dseriesmethod:: B = exp(A)
-
- |br| Overloads the MATLAB/Octave ``exp`` function for
- ``dseries`` objects.
-
- *Example*
+ 3x1 logical array
- ::
-
- >> ts0 = dseries(rand(10,1));
- >> ts1 = ts0.exp();
+ 1
+ 0
+ 1
- .. dseriesmethod:: l = exist(A, varname)
+ .. dseriesmethod:: l = exist (A, varname)
- |br| Tests if variable exists in ``dseries`` object ``A``. Returns
- ``1`` (true) iff variable exists in ``A``.
+ |br| Tests if variable ``varname`` exists in ``dseries`` object ``A``. Returns
+ ``true`` iff variable exists in ``A``.
*Example*
@@ -1445,16 +1575,34 @@ The dseries class
ans =
- 1
+ logical
+
+ 1
>> ts.exist('Variable_2')
ans =
- 0
+ logical
+
+ 0
+
+
+ .. dseriesmethod:: B = exp (A)
+ exp_ (A)
+
+ |br| Overloads the MATLAB/Octave ``exp`` function for
+ ``dseries`` objects.
+
+ *Example*
+
+ ::
+ >> ts0 = dseries(rand(10,1));
+ >> ts1 = ts0.exp();
- .. dseriesmethod:: C = extract(A, B[, ...])
+
+ .. dseriesmethod:: C = extract (A, B[, ...])
|br| Extracts some variables from a ``dseries`` object ``A``
and returns a ``dseries`` object ``C``. The input arguments
@@ -1472,13 +1620,15 @@ The dseries class
>> ts0 = dseries(ones(100,10));
>> ts1 = ts0{'Variable_1','Variable_2','Variable_3'};
- >> ts2 = ts0{'Variable_@1,2,3@'}
- >> ts3 = ts0{'Variable_[1-3]$'}
+ >> ts2 = ts0{'Variable_@1,2,3@'};
+ >> ts3 = ts0{'Variable_[1-3]$'};
>> isequal(ts1,ts2) && isequal(ts1,ts3)
ans =
- 1
+ logical
+
+ 1
It is possible to use up to two implicit loops to select variables::
@@ -1499,7 +1649,17 @@ The dseries class
1973Q4 | -0.03705 | -0.35899 | 0.85838 | -1.4675 | -2.1666 | -0.62032
- .. dseriesmethod:: f = freq(B)
+ .. dseriesmethod:: f = firstdate (A)
+
+ |br| Returns the first period in ``dseries`` object ``A``.
+
+
+ .. dseriesmethod:: f = firstobservedperiod (A)
+
+ |br| Returns the first period where all the variables in ``dseries`` object ``A`` are observed (non NaN).
+
+
+ .. dseriesmethod:: f = frequency (B)
|br| Returns the frequency of the variables in ``dseries`` object ``B``.
@@ -1508,14 +1668,14 @@ The dseries class
::
>> ts = dseries(randn(3,2),'1973Q1');
- >> ts.freq
+ >> ts.frequency
ans =
4
- .. dseriesmethod:: D = horzcat(A, B[, ...])
+ .. dseriesmethod:: D = horzcat (A, B[, ...])
|br| Overloads the ``horzcat`` MATLAB/Octave’s method for
``dseries`` objects. Returns a ``dseries`` object ``D``
@@ -1550,7 +1710,8 @@ The dseries class
1952Q1 | NaN | NaN | 0.50946
- .. dseriesmethod:: B = hpcycle(A[, lambda])
+ .. dseriesmethod:: B = hpcycle (A[, lambda])
+ hpcycle_ (A[, lambda])
|br| Extracts the cycle component from a ``dseries`` ``A``
object using the *Hodrick and Prescott (1997)* filter and
@@ -1590,7 +1751,8 @@ The dseries class
set(gca,'XTickLabel',strings(ts.dates(id)));
- .. dseriesmethod:: B = hptrend(A[, lambda])
+ .. dseriesmethod:: B = hptrend (A[, lambda])
+ hptrend_ (A[, lambda])
|br| Extracts the trend component from a ``dseries`` A object
using the *Hodrick and Prescott (1997)* filter and returns a
@@ -1618,20 +1780,7 @@ The dseries class
set(gca,'XTickLabel',strings(ts0.dates(id)));
- .. dseriesmethod:: f = init(B)
-
- |br| Returns the initial date in ``dseries`` object ``B``.
-
- *Example*
-
- ::
-
- >> ts = dseries(randn(3,2),'1973Q1');
- >> ts.init
- ans = <dates: 1973Q1>
-
-
- .. dseriesmethod:: C = insert(A, B, I)
+ .. dseriesmethod:: C = insert (A, B, I)
|br| Inserts variables contained in ``dseries`` object ``B``
in ``dseries`` object ``A`` at positions specified by integer
@@ -1642,7 +1791,7 @@ The dseries class
defined over the same time ranges, but it is assumed that they
have common frequency.
- :ex:
+ *Example*
::
@@ -1666,29 +1815,50 @@ The dseries class
1950Q2 | 1 | 1 | 3.1416 | 1 | 1.7725 | 1
- .. dseriesmethod:: B = isempty(A)
+ .. dseriesmethod:: B = isempty (A)
- |br| Overloads the MATLAB/octave’s ``isempty`` function. Returns
- ``1`` if ``dseries`` object ``A`` is empty, ``0`` otherwise.
+ |br| Overloads the MATLAB/octave’s ``isempty`` function. Returns
+ ``true`` if ``dseries`` object ``A`` is empty.
- .. dseriesmethod:: C = isequal(A,B)
+ .. dseriesmethod:: C = isequal (A, B)
|br| Overloads the MATLAB/octave’s ``isequal`` function. Returns
- ``1`` if ``dseries`` objects ``A`` and ``B`` are identical, ``0``
- otherwise.
+ ``true`` if ``dseries`` objects ``A`` and ``B`` are identical.
+
+
+ .. dseriesmethod:: C = isinf (A)
+
+ |br| Overloads the MATLAB/octave’s ``isinf`` function. Returns
+ a logical array, with element ``(i,j)`` equal to ``true`` if and
+ only if variable ``j`` is finite in period ``A.dates(i)``.
+
+
+ .. dseriesmethod:: C = isnan (A)
+
+ |br| Overloads the MATLAB/octave’s ``isnan`` function. Returns
+ a logical array, with element ``(i,j)`` equal to ``true`` if and
+ only if variable ``j`` isn't NaN in period ``A.dates(i)``.
- .. dseriesmethod:: B = lag(A[, p])
+ .. dseriesmethod:: C = isreal (A)
- Returns lagged time series. Default value of ``p``, the number
+ |br| Overloads the MATLAB/octave’s ``isreal`` function. Returns
+ a logical array, with element ``(i,j)`` equal to ``true`` if and
+ only if variable ``j`` is real in period ``A.dates(i)``.
+
+
+ .. dseriesmethod:: B = lag (A[, p])
+ lag_ (A[, p])
+
+ |br| Returns lagged time series. Default value of integer scalar ``p``, the number
of lags, is ``1``.
*Example*
::
- >> ts0 = dseries(transpose(1:4),'1950Q1')
+ >> ts0 = dseries(transpose(1:4), '1950Q1')
ts0 is a dseries object:
@@ -1702,7 +1872,7 @@ The dseries class
ts1 is a dseries object:
- | lag(Variable_1,1)
+ | Variable_1
1950Q1 | NaN
1950Q2 | 1
1950Q3 | 2
@@ -1712,7 +1882,7 @@ The dseries class
ts2 is a dseries object:
- | lag(Variable_1,2)
+ | Variable_1
1950Q1 | NaN
1950Q2 | NaN
1950Q3 | 1
@@ -1726,7 +1896,7 @@ The dseries class
ans is a dseries object:
- | lag(Variable_1,1)
+ | Variable_1
1950Q1 | NaN
1950Q2 | 1
1950Q3 | 2
@@ -1738,32 +1908,39 @@ The dseries class
ans is a dseries object:
- | lag(Variable_1,1)
+ | Variable_1
1950Q1 | NaN
1950Q2 | 1
1950Q3 | 2
1950Q4 | 3
- .. dseriesmethod:: l = last(B)
+ .. dseriesmethod:: l = lastdate (B)
- |br| Returns the last date in ``dseries`` object ``B``.
+ |br| Returns the last period in ``dseries`` object ``B``.
*Example*
::
>> ts = dseries(randn(3,2),'1973Q1');
- >> ts.last
+ >> ts.lastdate()
+
ans = <dates: 1973Q3>
- .. dseriesmethod:: B = lead(A[, p])
+ .. dseriesmethod:: f = lastobservedperiod (A)
- |br| Returns lead time series. Default value of ``p``, the
- number of leads, is ``1``. As in the ``lag`` method, the
- ``dseries`` class overloads the parenthesis so that
- ``ts.lead(p)`` is equivalent to ``ts(p)``.
+ |br| Returns the last period where all the variables in ``dseries`` object ``A`` are observed (non NaN).
+
+
+ .. dseriesmethod:: B = lead (A[, p])
+ lead_ (A[, p])
+
+ |br| Returns lead time series. Default value of integer scalar
+ ``p``, the number of leads, is ``1``. As in the ``lag``
+ method, the ``dseries`` class overloads the parenthesis so
+ that ``ts.lead(p)`` is equivalent to ``ts(p)``.
*Example*
@@ -1774,7 +1951,7 @@ The dseries class
ts1 is a dseries object:
- | lead(Variable_1,1)
+ | Variable_1
1950Q1 | 2
1950Q2 | 3
1950Q3 | 4
@@ -1784,7 +1961,7 @@ The dseries class
ts2 is a dseries object:
- | lead(Variable_1,2)
+ | Variable_1
1950Q1 | 3
1950Q2 | 4
1950Q3 | NaN
@@ -1815,7 +1992,29 @@ The dseries class
in the ``model`` block is zero, but the residuals are non
zero).
- .. dseriesmethod:: B = log(A)
+
+ .. dseriesmethod:: B = lineartrend (A)
+
+ |br| Returns a linear trend centered on 0, the length of the
+ trend is given by the size of ``dseries`` object ``A`` (the
+ number of periods).
+
+ *Example*
+
+ ::
+
+ >> ts = dseries(ones(3,1));
+ >> ts.lineartrend()
+
+ ans =
+
+ -1
+ 0
+ 1
+
+
+ .. dseriesmethod:: B = log (A)
+ log_ (A)
|br| Overloads the MATLAB/Octave ``log`` function for
``dseries`` objects.
@@ -1827,8 +2026,23 @@ The dseries class
>> ts0 = dseries(rand(10,1));
>> ts1 = ts0.log();
+ .. dseriesmethod:: B = mdiff (A)
+ mdiff_ (A)
+
+ |br| Computes monthly growth rates of variables in
+ ``dseries`` object ``A``.
+
- .. dseriesmethod:: C = merge(A, B)
+ .. dseriesmethod:: B = mean (A[, geometric])
+
+ |br| Overloads the MATLAB/Octave ``mean`` function for
+ ``dseries`` objects. Returns the mean of each variable in
+ ``dseries`` object ``A``. If the second argument is ``true``
+ the geometric mean is computed, otherwise (default) the
+ arithmetic mean is reported.
+
+
+ .. dseriesmethod:: C = merge (A, B[, legacy])
|br| Merges two ``dseries`` objects ``A`` and ``B`` in
``dseries`` object ``C``. Objects ``A`` and ``B`` need to have
@@ -1838,71 +2052,75 @@ The dseries class
select the variable ``x`` as defined in the second input
argument, ``B``, except for the NaN elements in ``B`` if
corresponding elements in ``A`` (ie same periods) are well
- defined numbers.
+ defined numbers. This behaviour can be changed by setting the
+ optional argument ``legacy`` equal to true, in which case the
+ second variable overwrites the first one even if the second
+ variable has NaNs.
*Example*
::
- >> ts0 = dseries(rand(3,2),'1950Q1',{'A1';'A2'})
+ >> ts0 = dseries(rand(3,2),'1950Q1',{'A1';'A2'})
- ts0 is a dseries object:
+ ts0 is a dseries object:
- | A1 | A2
- 1950Q1 | 0.42448 | 0.92477
- 1950Q2 | 0.60726 | 0.64208
- 1950Q3 | 0.070764 | 0.1045
+ | A1 | A2
+ 1950Q1 | 0.96284 | 0.5363
+ 1950Q2 | 0.25145 | 0.31866
+ 1950Q3 | 0.34447 | 0.4355
- >> ts1 = dseries(rand(3,1),'1950Q2',{'A1'})
+ >> ts1 = dseries(rand(3,1),'1950Q2',{'A1'})
- ts1 is a dseries object:
+ ts1 is a dseries object:
- | A1
- 1950Q2 | 0.70023
- 1950Q3 | 0.3958
- 1950Q4 | 0.084905
+ | A1
+ 1950Q2 | 0.40161
+ 1950Q3 | 0.81763
+ 1950Q4 | 0.97769
- >> merge(ts0,ts1)
+ >> merge(ts0,ts1)
- ans is a dseries object:
+ ans is a dseries object:
- | A1 | A2
- 1950Q1 | NaN | 0.92477
- 1950Q2 | 0.70023 | 0.64208
- 1950Q3 | 0.3958 | 0.1045
- 1950Q4 | 0.084905 | NaN
+ | A1 | A2
+ 1950Q1 | 0.96284 | 0.5363
+ 1950Q2 | 0.40161 | 0.31866
+ 1950Q3 | 0.81763 | 0.4355
+ 1950Q4 | 0.97769 | NaN
>> merge(ts1,ts0)
ans is a dseries object:
- | A1 | A2
- 1950Q1 | 0.42448 | 0.92477
- 1950Q2 | 0.60726 | 0.64208
- 1950Q3 | 0.070764 | 0.1045
- 1950Q4 | NaN | NaN
-
-
- .. dseriesmethod:: C = minus(A, B)
-
- |br| Overloads the ``minus`` (``-``) operator for ``dseries``
- objects, element by element subtraction. If both ``A`` and
- ``B`` are ``dseries`` objects, they do not need to be defined
- over the same time ranges. If ``A`` and ``B`` are ``dseries``
- objects with :math:`T_A` and :math:`T_B` observations and
- :math:`N_A` and :math:`N_B` variables, then :math:`N_A` must
- be equal to :math:`N_B` or :math:`1` and :math:`N_B` must be
- equal to :math:`N_A` or :math:`1`. If :math:`T_A=T_B`,
- ``isequal(A.init,B.init)`` returns ``1`` and :math:`N_A=N_B`,
- then the ``minus`` operator will compute for each couple
- :math:`(t,n)`, with :math:`1\le t\le T_A` and :math:`1\le n\le
- N_A`, ``C.data(t,n)=A.data(t,n)-B.data(t,n)``. If :math:`N_B`
- is equal to :math:`1` and :math:`N_A>1`, the smaller
- ``dseries`` object (``B``) is “broadcast” across the larger
- ``dseries`` (``A``) so that they have compatible shapes, the
- ``minus`` operator will subtract the variable defined in ``B``
- from each variable in ``A``. If ``B`` is a double scalar, then
- the method ``minus`` will subtract ``B`` from all the
+ | A1 | A2
+ 1950Q1 | 0.96284 | 0.5363
+ 1950Q2 | 0.25145 | 0.31866
+ 1950Q3 | 0.34447 | 0.4355
+ 1950Q4 | 0.97769 | NaN
+
+
+ .. dseriesmethod:: C = minus (A, B)
+
+ |br| Overloads the MATLAB/Octave ``minus`` (``-``) operator
+ for ``dseries`` objects, element by element subtraction. If
+ both ``A`` and ``B`` are ``dseries`` objects, they do not need
+ to be defined over the same time ranges. If ``A`` and ``B``
+ are ``dseries`` objects with :math:`T_A` and :math:`T_B`
+ observations and :math:`N_A` and :math:`N_B` variables, then
+ :math:`N_A` must be equal to :math:`N_B` or :math:`1` and
+ :math:`N_B` must be equal to :math:`N_A` or :math:`1`. If
+ :math:`T_A=T_B`, ``isequal(A.init,B.init)`` returns ``1`` and
+ :math:`N_A=N_B`, then the ``minus`` operator will compute for
+ each couple :math:`(t,n)`, with :math:`1\le t\le T_A` and
+ :math:`1\le n\le N_A`,
+ ``C.data(t,n)=A.data(t,n)-B.data(t,n)``. If :math:`N_B` is
+ equal to :math:`1` and :math:`N_A>1`, the smaller ``dseries``
+ object (``B``) is “broadcast” across the larger ``dseries``
+ (``A``) so that they have compatible shapes, the ``minus``
+ operator will subtract the variable defined in ``B`` from each
+ variable in ``A``. If ``B`` is a double scalar, then the
+ method ``minus`` will subtract ``B`` from all the
observations/variables in ``A``. If ``B`` is a row vector of
length :math:`N_A`, then the ``minus`` method will subtract
``B(i)`` from all the observations of variable ``i``, for
@@ -1920,10 +2138,10 @@ The dseries class
ans is a dseries object:
- | minus(Variable_1,Variable_2) | minus(Variable_2,Variable_2)
- 1Y | -0.48853 | 0
- 2Y | -0.50535 | 0
- 3Y | -0.32063 | 0
+ | Variable_1 | Variable_2
+ 1Y | -0.48853 | 0
+ 2Y | -0.50535 | 0
+ 3Y | -0.32063 | 0
>> ts1
@@ -1938,7 +2156,7 @@ The dseries class
ans is a dseries object:
- | minus(Variable_2,0.703)
+ | Variable_2
1Y | 0
2Y | 0.051148
3Y | -0.15572
@@ -1947,15 +2165,15 @@ The dseries class
ans is a dseries object:
- | minus(0.703,Variable_2)
+ | Variable_2
1Y | 0
2Y | -0.051148
3Y | 0.15572
- .. dseriesmethod:: C = mpower(A, B)
+ .. dseriesmethod:: C = mpower (A, B)
- |br| Overloads the ``mpower`` (``^``) operator for ``dseries``
+ |br| Overloads the MATLAB/Octave ``mpower`` (``^``) operator for ``dseries``
objects and computes element-by-element power. ``A`` is a
``dseries`` object with ``N`` variables and ``T``
observations. If ``B`` is a real scalar, then ``mpower(A,B)``
@@ -1974,7 +2192,7 @@ The dseries class
ts1 is a dseries object:
- | power(Variable_1,2)
+ | Variable_1
1Y | 1
2Y | 4
3Y | 9
@@ -1983,15 +2201,15 @@ The dseries class
ts2 is a dseries object:
- | power(Variable_1,Variable_1)
+ | Variable_1
1Y | 1
2Y | 4
3Y | 27
- .. dseriesmethod:: C = mrdivide(A, B)
+ .. dseriesmethod:: C = mrdivide (A, B)
- |br| Overloads the ``mrdivide`` (``/``) operator for
+ |br| Overloads the MATLAB/Octave ``mrdivide`` (``/``) operator for
``dseries`` objects, element by element division (like the
``./`` MATLAB/Octave operator). If both ``A`` and ``B`` are
``dseries`` objects, they do not need to be defined over the
@@ -2035,43 +2253,53 @@ The dseries class
ans is a dseries object:
- | divide(Variable_1,Variable_2) | divide(Variable_2,Variable_2)
- 1Y | 0.80745 | 1
- 2Y | 4.2969 | 1
- 3Y | 0.59235 | 1
-
-
- .. dseriesmethod:: C = mtimes(A, B)
-
- |br| Overloads the ``mtimes`` (``*``) operator for ``dseries``
- objects and the Hadammard product (the .* MATLAB/Octave
- operator). If both ``A`` and ``B`` are ``dseries`` objects,
- they do not need to be defined over the same time ranges. If
- ``A`` and ``B`` are ``dseries`` objects with :math:`T_A` and
- :math:`_B` observations and :math:`N_A` and :math:`N_B`
- variables, then :math:`N_A` must be equal to :math:`N_B` or
- :math:`1` and :math:`N_B` must be equal to :math:`N_A` or
- :math:`1`. If :math:`T_A=T_B`, ``isequal(A.init,B.init)``
- returns ``1`` and :math:`N_A=N_B`, then the ``mtimes``
- operator will compute for each couple :math:`(t,n)`, with
- :math:`1\le t\le T_A` and :math:`1\le n\le N_A`,
- ``C.data(t,n)=A.data(t,n)*B.data(t,n)``. If :math:`N_B` is
- equal to :math:`1` and :math:`N_A>1`, the smaller ``dseries``
- object (``B``) is “broadcast” across the larger ``dseries``
- (``A``) so that they have compatible shapes, ``mtimes``
- operator will multiply each variable defined in ``A`` by the
- variable in ``B``, observation per observation. If ``B`` is a
- double scalar, then the method ``mtimes`` will multiply all
- the observations/variables in ``A`` by ``B``. If ``B`` is a
- row vector of length :math:`N_A`, then the ``mtimes`` method
- will multiply all the observations of variable ``i`` by
- ``B(i)``, for :math:`i=1,...,N_A`. If ``B`` is a column vector
- of length :math:`T_A`, then the ``mtimes`` method will perform
- a multiplication of all the variables by ``B``, element by
+ | Variable_1 | Variable_2
+ 1Y | 0.80745 | 1
+ 2Y | 4.2969 | 1
+ 3Y | 0.59235 | 1
+
+
+ .. dseriesmethod:: C = mtimes (A, B)
+
+ |br| Overloads the MATLAB/Octave ``mtimes`` (``*``) operator
+ for ``dseries`` objects and the Hadammard product (the .*
+ MATLAB/Octave operator). If both ``A`` and ``B`` are
+ ``dseries`` objects, they do not need to be defined over the
+ same time ranges. If ``A`` and ``B`` are ``dseries`` objects
+ with :math:`T_A` and :math:`_B` observations and :math:`N_A`
+ and :math:`N_B` variables, then :math:`N_A` must be equal to
+ :math:`N_B` or :math:`1` and :math:`N_B` must be equal to
+ :math:`N_A` or :math:`1`. If :math:`T_A=T_B`,
+ ``isequal(A.init,B.init)`` returns ``1`` and :math:`N_A=N_B`,
+ then the ``mtimes`` operator will compute for each couple
+ :math:`(t,n)`, with :math:`1\le t\le T_A` and :math:`1\le n\le
+ N_A`, ``C.data(t,n)=A.data(t,n)*B.data(t,n)``. If :math:`N_B`
+ is equal to :math:`1` and :math:`N_A>1`, the smaller
+ ``dseries`` object (``B``) is “broadcast” across the larger
+ ``dseries`` (``A``) so that they have compatible shapes,
+ ``mtimes`` operator will multiply each variable defined in
+ ``A`` by the variable in ``B``, observation per
+ observation. If ``B`` is a double scalar, then the method
+ ``mtimes`` will multiply all the observations/variables in
+ ``A`` by ``B``. If ``B`` is a row vector of length
+ :math:`N_A`, then the ``mtimes`` method will multiply all the
+ observations of variable ``i`` by ``B(i)``, for
+ :math:`i=1,...,N_A`. If ``B`` is a column vector of length
+ :math:`T_A`, then the ``mtimes`` method will perform a
+ multiplication of all the variables by ``B``, element by
element.
- .. dseriesmethod:: C = ne(A, B)
+ .. dseriesmethod:: B = nanmean (A[, geometric])
+
+ |br| Overloads the MATLAB/Octave ``nanmean`` function for
+ ``dseries`` objects. Returns the mean of each variable in
+ ``dseries`` object ``A`` ignoring the NaN values. If the
+ second argument is ``true`` the geometric mean is computed,
+ otherwise (default) the arithmetic mean is reported.
+
+
+ .. dseriesmethod:: C = ne (A, B)
|br| Overloads the MATLAB/Octave ``ne`` (not equal, ``~=``)
operator. ``dseries`` objects ``A`` and ``B`` must have the
@@ -2091,12 +2319,14 @@ The dseries class
ans =
- 0
- 1
- 0
+ 3x1 logical array
+
+ 0
+ 1
+ 0
- .. dseriesmethod:: B = nobs(A)
+ .. dseriesmethod:: B = nobs (A)
|br| Returns the number of observations in ``dseries`` object
``A``.
@@ -2113,10 +2343,32 @@ The dseries class
10
- .. dseriesmethod:: h = plot(A)
- h = plot(A, B)
- h = plot(A[, ...])
- h = plot(A, B[, ...])
+ .. dseriesmethod:: B = onesidedhpcycle (A[, lambda[, init]])
+ onesidedhpcycle_ (A[, lambda[, init]])
+
+ |br| Extracts the cycle component from a ``dseries`` ``A``
+ object using a one sided HP filter (with a Kalman filter) and
+ returns a ``dseries`` object, ``B``. The default value for
+ ``lambda``, the smoothing parameter, is ``1600``. By default,
+ if ``ìnit`` is not provided, the initial value is based on the
+ first two observations.
+
+
+ .. dseriesmethod:: B = onesidedhptrend (A[, lambda[, init]])
+ onesidedhptrend_ (A[, lambda[, init]])
+
+ |br| Extracts the trend component from a ``dseries`` ``A``
+ object using a one sided HP filter (with a Kalman filter) and
+ returns a ``dseries`` object, ``B``. The default value for
+ ``lambda``, the smoothing parameter, is ``1600``. By default,
+ if ``ìnit`` is not provided, the initial value is based on the
+ first two observations.
+
+
+ .. dseriesmethod:: h = plot (A)
+ h = plot (A, B)
+ h = plot (A[, ...])
+ h = plot (A, B[, ...])
|br| Overloads MATLAB/Octave’s ``plot`` function for
``dseries`` objects. Returns a MATLAB/Octave plot handle, that
@@ -2176,35 +2428,36 @@ The dseries class
>> set(h(2),'+r');
- .. dseriesmethod:: C = plus(A, B)
-
- |br| Overloads the ``plus`` (``+``) operator for ``dseries``
- objects, element by element addition. If both ``A`` and ``B``
- are ``dseries`` objects, they do not need to be defined over
- the same time ranges. If ``A`` and ``B`` are ``dseries``
- objects with :math:`T_A` and :math:`T_B` observations and
- :math:`N_A` and :math:`N_B` variables, then :math:`N_A` must
- be equal to :math:`N_B` or :math:`1` and :math:`N_B` must be
- equal to :math:`N_A` or :math:`1`. If :math:`T_A=T_B`,
- ``isequal(A.init,B.init)`` returns ``1`` and :math:`N_A=N_B`,
- then the ``plus`` operator will compute for each couple
- :math:`(t,n)`, with :math:`1\le t\le T_A` and :math:`1\le n\le
- N_A`, ``C.data(t,n)=A.data(t,n)+B.data(t,n)``. If :math:`N_B`
- is equal to :math:`1` and :math:`N_A>1`, the smaller
- ``dseries`` object (``B``) is “broadcast” across the larger
- ``dseries`` (``A``) so that they have compatible shapes, the
- plus operator will add the variable defined in ``B`` to each
- variable in ``A``. If ``B`` is a double scalar, then the
- method ``plus`` will add ``B`` to all the
- observations/variables in ``A``. If ``B`` is a row vector of
- length :math:`N_A`, then the ``plus`` method will add ``B(i)``
- to all the observations of variable ``i``, for
- :math:`i=1,...,N_A`. If ``B`` is a column vector of length
- :math:`T_A`, then the ``plus`` method will add ``B`` to all
- the variables.
+ .. dseriesmethod:: C = plus (A, B)
+
+ |br| Overloads the MATLAB/Octave ``plus`` (``+``) operator for
+ ``dseries`` objects, element by element addition. If both
+ ``A`` and ``B`` are ``dseries`` objects, they do not need to
+ be defined over the same time ranges. If ``A`` and ``B`` are
+ ``dseries`` objects with :math:`T_A` and :math:`T_B`
+ observations and :math:`N_A` and :math:`N_B` variables, then
+ :math:`N_A` must be equal to :math:`N_B` or :math:`1` and
+ :math:`N_B` must be equal to :math:`N_A` or :math:`1`. If
+ :math:`T_A=T_B`, ``isequal(A.init,B.init)`` returns ``1`` and
+ :math:`N_A=N_B`, then the ``plus`` operator will compute for
+ each couple :math:`(t,n)`, with :math:`1\le t\le T_A` and
+ :math:`1\le n\le N_A`,
+ ``C.data(t,n)=A.data(t,n)+B.data(t,n)``. If :math:`N_B` is
+ equal to :math:`1` and :math:`N_A>1`, the smaller ``dseries``
+ object (``B``) is “broadcast” across the larger ``dseries``
+ (``A``) so that they have compatible shapes, the plus operator
+ will add the variable defined in ``B`` to each variable in
+ ``A``. If ``B`` is a double scalar, then the method ``plus``
+ will add ``B`` to all the observations/variables in ``A``. If
+ ``B`` is a row vector of length :math:`N_A`, then the ``plus``
+ method will add ``B(i)`` to all the observations of variable
+ ``i``, for :math:`i=1,...,N_A`. If ``B`` is a column vector of
+ length :math:`T_A`, then the ``plus`` method will add ``B`` to
+ all the variables.
- .. dseriesmethod:: C = pop(A[, B])
+ .. dseriesmethod:: C = pop (A[, B])
+ pop_ (A[, B])
|br| Removes variable ``B`` from ``dseries`` object ``A``. By
default, if the second argument is not provided, the last
@@ -2225,8 +2478,10 @@ The dseries class
3Y | 1 | 1
- .. dseriesmethod:: B = qdiff(A)
- B = qgrowth(A)
+ .. dseriesmethod:: B = qdiff (A)
+ B = qgrowth (A)
+ qdiff_ (A)
+ qgrowth_ (A)
|br| Computes quarterly differences or growth rates.
@@ -2239,7 +2494,7 @@ The dseries class
ts1 is a dseries object:
- | qdiff(Variable_1)
+ | Variable_1
1950Q1 | NaN
1950Q2 | 1
1950Q3 | 1
@@ -2250,7 +2505,7 @@ The dseries class
ts1 is a dseries object:
- | qdiff(Variable_1)
+ | Variable_1
1950M1 | NaN
1950M2 | NaN
1950M3 | NaN
@@ -2259,7 +2514,8 @@ The dseries class
1950M6 | 3
- .. dseriesmethod:: C = remove(A, B)
+ .. dseriesmethod:: C = remove (A, B)
+ remove_ (A, B)
|br| Alias for the ``pop`` method with two arguments. Removes
variable ``B`` from ``dseries`` object ``A``.
@@ -2292,10 +2548,13 @@ The dseries class
implicit loops can.
- .. dseriesmethod:: B = rename(A,oldname,newname)
+ .. dseriesmethod:: B = rename (A, oldname, newname)
+ rename_ (A, oldname, newname)
|br| Rename variable ``oldname`` to ``newname`` in ``dseries``
- object ``A``. Returns a ``dseries`` object.``
+ object ``A``. Returns a ``dseries`` object. If more than one
+ variable needs to be renamed, it is possible to pass cells of
+ char arrays as second and third arguments.
*Example*
@@ -2311,12 +2570,13 @@ The dseries class
2Y | 1 | 1
- .. dseriesmethod:: C = rename(A,newname)
+ .. dseriesmethod:: C = rename (A, newname)
+ rename_ (A, newname)
|br| Replace the names in ``A`` with those passed in the cell
string array ``newname``. ``newname`` must have the same
- number of cells as ``A`` has ``dseries``. Returns a
- ``dseries`` object.
+ number of elements as ``dseries`` object ``A`` has
+ variables. Returns a ``dseries`` object.
*Example*
@@ -2332,12 +2592,12 @@ The dseries class
2Y | 1 | 1 | 1
- .. dseriesmethod:: save(A, basename[, format])
+ .. dseriesmethod:: save (A, basename[, format])
|br| Overloads the MATLAB/Octave ``save`` function and saves
- ``dseries`` object ``A`` to disk. Possible formats are ``csv``
+ ``dseries`` object ``A`` to disk. Possible formats are ``mat``
(this is the default), ``m`` (MATLAB/Octave script), and
- ``mat`` (MATLAB binary data file). The name of the file
+ ``csv`` (MATLAB binary data file). The name of the file
without extension is specified by ``basename``.
*Example*
@@ -2345,7 +2605,7 @@ The dseries class
::
>> ts0 = dseries(ones(2,2));
- >> ts0.save('ts0');
+ >> ts0.save('ts0', 'csv');
The last command will create a file ts0.csv with the
following content::
@@ -2367,6 +2627,8 @@ The dseries class
NAMES__ = {'Variable_1'; 'Variable_2'};
TEX__ = {'Variable_{1}'; 'Variable_{2}'};
+ OPS__ = {};
+ TAGS__ = struct();
Variable_1 = [
1
@@ -2426,8 +2688,34 @@ The dseries class
1 3
- .. dseriesmethod:: B = tex_rename(A, name, newtexname)
- B = tex_rename(A, newtexname)
+ .. dseriesmethod:: B = std (A[, geometric])
+
+ |br| Overloads the MATLAB/Octave ``std`` function for
+ ``dseries`` objects. Returns the standard deviation of each
+ variable in ``dseries`` object ``A``. If the second argument
+ is ``true`` the geometric standard deviation is computed
+ (default value of the second argument is ``false``).
+
+
+ .. dseriesmethod:: A = tag (A, a[, b, c])
+
+ |br| Add a tag to a variable in ``dseries`` object ``A``.
+
+ *Example*
+
+ ::
+
+ >> ts = dseries(randn(10, 3));
+ >> tag(ts, 'type'); % Define a tag name.
+ >> tag(ts, 'type', 'Variable_1', 'Stock');
+ >> tag(ts, 'type', 'Variable_2', 'Flow');
+ >> tag(ts, 'type', 'Variable_3', 'Stock');
+
+
+ .. dseriesmethod:: B = tex_rename (A, name, newtexname)
+ B = tex_rename (A, newtexname)
+ tex_rename_ (A, name, newtexname)
+ tex_rename_ (A, newtexname)
|br| Redefines the tex name of variable ``name`` to
``newtexname`` in ``dseries`` object ``A``. Returns a
@@ -2459,7 +2747,7 @@ The dseries class
ts1 is a dseries object:
- | -Variable_1
+ | Variable_1
1Y | -1
@@ -2490,7 +2778,7 @@ The dseries class
1950Q4 | 0.11171 | 0.67865
- .. dseriesmethod:: B = vobs(A)
+ .. dseriesmethod:: B = vobs (A)
|br| Returns the number of variables in ``dseries`` object
``A``.
@@ -2507,7 +2795,9 @@ The dseries class
2
-.. dseriesmethod:: B = ydiff(A)
- B = ygrowth(A)
+.. dseriesmethod:: B = ydiff (A)
+ B = ygrowth (A)
+ ydiff_ (A)
+ ygrowth_ (A)
|br| Computes yearly differences or growth rates.