Added dynare class for time series.

matlab/@dynSeries/dynSeries.m

+function ts = dynSeries(a,b,c,d)
+
+%@info:
+%! @deftypefn {Function File} {@var{ts} =} dynSeries (@var{a},@var{b},@var{c},@var{d})
+%! @anchor{dynSeries}
+%! @sp 1
+%! Constructor for the Dynare time series class.
+%! @sp 2
+%! @strong{Inputs}
+%! @sp 1
+%! @table @ @var
+%! @item a
+%! T*1 vector or T*N matrix of data.
+%! @item b
+%! Initial date. For Quaterly, Monthly or Weekly data, b must be a string. For yearly data or if the frequence is not
+%! defined b must be an integer.
+%! @item c
+%! N*q array of characters. Names of the N time series.
+%! @item d
+%! N*p array of characters. TeX names of the N time series.
+%! @end table
+%! @sp 1
+%! @strong{Outputs}
+%! @sp 1
+%! @table @ @var
+%! @item ts
+%! Dynare time series object.
+%! @end table
+%! @sp 1
+%! @strong{Properties}
+%! @sp 1
+%! The constructor defines the following properties:
+%! @sp 1
+%! @table @ @var
+%! @item data
+%! Array of doubles (nobs*vobs).
+%! @item nobs
+%! Scalar integer, the number of observations.
+%! @item vobs
+%! Scalar integer, the number of variables.
+%! @item name
+%! Array of chars (nvobs*n), names of the variables.
+%! @item tex
+%! Array of chars (nvobs*n), tex names of the variables.
+%! @item freq
+%! Scalar integer, the frequency of the time series. @var{freq} is equal to 1 if data are on a yearly basis or if
+%! frequency is unspecified. @var{freq} is equal to 4 if data are on a quaterly basis. @var{freq} is equal to
+%! 12 if data are on a monthly basis. @var{freq} is equal to 52 if data are on a weekly basis.
+%! @item time
+%! Array of integers (nobs*2). The first column defines the years associated to each observation. The second column,
+%! depending on the frequency, indicates the week, month or quarter numbers. For yearly data or unspecified frequency
+%! the second column is filled by ones.
+%! @item init
+%! Row vector of integers (1*2) indicating the year and the week, month or quarter of the first observation. @var{init}
+%! is the first row of @var{time}.
+%! @item last
+%! Row vector of integers (1*2) indicating the year and the week, month or quarter of the last observation. @var{init}
+%! is the first row of @var{time}.
+%! @end table
+%! @sp 1
+%! @strong{This function is called by:}
+%! @sp 2
+%! @strong{This function calls:}
+%! @ref{set_time}
+%!
+%! @end deftypefn
+%@eod:
+
+% Copyright (C) 2011 Dynare Team
+% stephane DOT adjemian AT univ DASH lemans DOT fr
+%
+% 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/>.
+
+ts = struct;
+
+ts.data = [];
+ts.nobs = 0;
+ts.vobs = 0;
+ts.name = [];
+ts.tex  = [];
+ts.freq = [];
+ts.time = [];
+ts.init = [];
+ts.last = [];
+
+ts = class(ts,'dynSeries');
+
+switch nargin
+  case 0
+    return
+  case {2,4}
+    if nargin==2
+        c = [];
+        d = [];
+    end
+    % Get data, number of observations and number of variables.
+    ts.data = a;
+    ts.nobs = size(a,1);
+    ts.vobs = size(a,2);
+    % Get the first date and set the frequency.
+    if ~isempty(b)
+        if ischar(b)% Weekly, Monthly or Quaterly data.
+            quaterly = findstr('Q',b);
+            monthly  = findstr('M',b);
+            weekly   = findstr('W',b);
+            if ~isempty(quaterly)
+                ts.freq = 4;
+                ts.init = [str2num(b(1:quaterly-1)) str2num(b(quaterly+1:end))];
+                ts = set_time(ts);
+                ts.last = ts.time(end,:);
+            end
+            if ~isempty(monthly)
+                ts.freq = 12;
+                ts.init = [str2num(b(1:monthly-1)) str2num(b(monthly+1:end))];
+                ts = set_time(ts);
+                ts.last = ts.time(end,:);
+            end
+            if ~isempty(weekly)
+                ts.freq = 52;
+                ts.init = [str2num(b(1:weekly-1)) str2num(b(weekly+1:end))];
+                ts = set_time(ts);
+                ts.last = ts.time(end,:);
+            end
+            if isempty(quaterly) && isempty(monthly) && isempty(weekly)
+                error('dynSeries:: Using a string as a second input argument, I can only handle weekly (W), monthly (M) or quaterly (Q) data!');
+            end
+        else% If b is not a string then yearly data are assumed.
+            ts.init = [b 1];
+            ts.freq = 1;
+            ts = set_time(ts);
+            ts.last = ts.time(end,:);
+        end
+    else% If b is empty.
+        ts.init = 1;
+        ts.last = ts.nobs;
+        ts.freq = 1;
+        ts = set_time(ts);
+        ts.last = ts.time(end,:);
+    end
+    % Get the names of the variables.
+    if ~isempty(c)
+        if ts.vobs==size(c,1)
+            ts.name = c;
+        else
+            error('dynSeries:: The number of declared names does not match the number of variables!')
+        end
+    else
+        for i=1:ts.vobs
+            ts.name = char(ts.name,'--NA--');
+        end
+    end
+    if ~isempty(d)
+        if ts.vobs==size(d,1)
+            ts.tex = d;
+        else
+            error('dynSeries:: The number of declared tex names does not match the number of variables!')
+        end
+    else
+        for i=1:ts.vobs
+            ts.tex = char(ts.tex,'--NA--');
+        end
+    end
+  otherwise
+    error('dynSeries:: Can''t instantiate the class, wrong calling sequence!')
+end
+
+
+%@test:1
+%$ addpath ../matlab
+%$ % Define a data set.
+%$ A = transpose(1:10);
+%$
+%$ % Define initial date
+%$ B1 = 1950;
+%$ B2 = '1950Q2';
+%$ B3 = '1950M10';
+%$ B4 = '1950W50';
+%$
+%$ % Define expected results.
+%$ e1.Time = transpose([1950 1951 1952 1953 1954 1955 1956 1957 1958 1959]);
+%$ e1.freq = 1;
+%$ e2.Time = char('1950Q2','1950Q3','1950Q4','1951Q1','1951Q2','1951Q3','1951Q4','1952Q1','1952Q2','1952Q3');
+%$ e2.freq = 4;
+%$ e3.Time = char('1950M10','1950M11','1950M12','1951M1','1951M2','1951M3','1951M4','1951M5','1951M6','1951M7');
+%$ e3.freq = 12;
+%$ e4.Time = char('1950W50','1950W51','1950W52','1951W1','1951W2','1951W3','1951W4','1951W5','1951W6','1951W7');
+%$ e4.freq = 52;
+%$
+%$ % Call the tested routine.
+%$ ts1 = dynSeries(A,B1);
+%$ ts2 = dynSeries(A,B2);
+%$ ts3 = dynSeries(A,B3);
+%$ ts4 = dynSeries(A,B4);
+%$
+%$ % Check the results.
+%$ t(1) = dyn_assert(getTime(ts1),e1.Time);
+%$ t(2) = dyn_assert(getTime(ts2),e2.Time);
+%$ t(3) = dyn_assert(getTime(ts3),e3.Time);
+%$ t(4) = dyn_assert(getTime(ts4),e4.Time);
+%$ t(5) = dyn_assert(ts1.freq,e1.freq);
+%$ t(6) = dyn_assert(ts2.freq,e2.freq);
+%$ t(7) = dyn_assert(ts3.freq,e3.freq);
+%$ t(8) = dyn_assert(ts4.freq,e4.freq);
+%$ T = all(t);
+%@eof:1

matlab/@dynSeries/exp.m

+function ts = exp(ts)
+% Apply the exponential function to a Dynare time series object.
+
+%@info:
+%! @deftypefn {Function File} {@var{ts} =} log(@var{ts})
+%! @anchor{exp}
+%! Apply the exponential function to a Dynare time series object.
+%!
+%! @strong{Inputs}
+%! @table @var
+%! @item ts
+%! Dynare time series object, instantiated by @ref{dynSeries}
+%! @end table
+%!
+%! @strong{Outputs}
+%! @table @var
+%! @item ts
+%! Dynare time series object with transformed data field.
+%! @end table
+%!
+%! @strong{This function is called by:}
+%! None.
+%!
+%! @strong{This function calls:}
+%! None.
+%!
+%! @end deftypefn
+%@eod:
+
+% Copyright (C) 2011 Dynare Team
+% stephane DOT adjemian AT univ DASH lemans DOT fr
+%
+% 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/>.
+
+if ~isa(ts,'dynSeries')
+    error('dynSeries::exp: Input argument has to be a Dynare time series object!')
+end
+
+ts.data = exp(ts.data);
\ No newline at end of file

matlab/@dynSeries/getName.m

+function name = getName(ts,i)
+    name = deblank(ts.name(i,:));
\ No newline at end of file

matlab/@dynSeries/getTexName.m

+function texname = getTexName(ts,i)
+    texname = ['$' deblank(ts.tex(i,:)) '$'];
\ No newline at end of file

matlab/@dynSeries/getTime.m

+function time = getTime(ts)
+    
+if ts.freq==1
+    time = ts.time(:,1);
+    return
+end
+
+time = [];
+
+switch ts.freq
+  case 4
+    for i=1:ts.nobs
+        time = char(time,[num2str(ts.time(i,1)) 'Q' num2str(ts.time(i,2))]);
+    end
+  case 12
+    for i=1:ts.nobs
+        time = char(time,[num2str(ts.time(i,1)) 'M' num2str(ts.time(i,2))]);
+    end
+  case 52
+    for i=1:ts.nobs
+        time = char(time,[num2str(ts.time(i,1)) 'W' num2str(ts.time(i,2))]);
+    end
+  otherwise
+    error('dynSeries::getTime: Unknown type of frequency!')
+end
+
+time = time(2:end,:);
\ No newline at end of file

matlab/@dynSeries/getVarIndex.m

+function i = getVarIndex(ts,name)
+    switch size(name,1)
+      case 0
+        error('dynSeries::getVarIndex: Second input argument is empty!');
+      case 1
+        i = strmatch(deblank(name),ts.name,'exact');
+        if isempty(i)
+            i = 0;
+        end
+      otherwise
+        i = NaN(size(name,1))
+        for j = 1:size(name,1)
+            i(j) = strmatch(deblank(name(j,:)),ts.name,'exact');
+            if isempty(i)
+                i(j) = 0;
+            end
+        end
+    end
\ No newline at end of file

matlab/@dynSeries/horzcat.m

+function a = horzcat(b,c)
+
+%@info:
+%! @deftypefn {Function file} {@var{a} =} horzcat (@var{b},@var{c})
+%! @anchor{horzcat}
+%! @sp 1
+%! Method of the dynSeries class.
+%! @sp 1
+%! Merge two Dynare time series class. This method overloads the horizontal concatenation operator, so that
+%! two time series objects can be merged using the following syntax
+%!
+%!     a = [b, c];
+%! @sp 2
+%! @strong{Inputs}
+%! @sp 1
+%! @table @ @var
+%! @item b
+%! Dynare time series object, instantiated by @ref{dynSeries}.
+%! @item c
+%! Dynare time series object, instantiated by @ref{dynSeries}.
+%! @end table
+%! @sp 2
+%! @strong{Outputs}
+%! @sp 1
+%! @table @var
+%! @item a
+%! Dynare time series object.
+%! @end table
+%! @sp 2
+%! @strong{This function is called by:}
+%! @ref{descriptive_statistics}
+%!
+%! @strong{This function calls:}
+%! @ref{dynSeries}
+%!
+%! @strong{Remark 1.} It is assumed that the two time series objects have the same frequencies. The two time series objects can cover
+%! different time ranges.
+%!
+%! @end deftypefn
+%@eod:
+
+% Copyright (C) 2011 Dynare Team
+% stephane DOT adjemian AT univ DASH lemans DOT fr
+%
+% 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/>.
+
+if ~isa(b,'dynSeries')
+    error('dynSeries::horzcat: First input argument has to be a Dynare time series object!')
+end
+
+if ~isa(c,'dynSeries')
+    error('dynSeries::horzcat: Second input argument has to be a Dynare time series object!')
+end
+
+if b.freq ~= c.freq
+    error('dynSeries::horzcat: Two time series objects must have common frequency!')
+else
+    a = dynSeries();
+    a.freq = b.freq;
+end
+
+d_nobs_flag = 0;
+if b.nobs ~= c.nobs
+    % error('dynSeries::horzcat: Two time series objects must have the same number of observations!')
+    d_nobs_flag = 1;
+else
+    a.nobs = b.nobs;
+end
+
+d_init_flag = 0;
+if isequal(b.init,c.init)
+    a.init = b.init;
+else
+    % error('dynSeries:: Two time series objects must have common initial date!')
+    % set a.init equal to min(b.init,c.init)
+    if b.init(1)<c.init(1)
+        d_init_flag = 1;
+        a.init = b.init;
+    elseif b.init(1)==c.init(1)
+        if b.init(2)<c.init(2)
+            d_init_flag = 1;
+            a.init = b.init;
+        else
+            d_init_flag = 2;
+            a.init = c.init;
+        end
+    else
+        d_init_flag = 2;
+        a.init = c.init;
+    end
+end
+
+d_last_flag = 0;
+if isequal(b.last,c.last)
+    a.last = b.last;
+else
+    % error('dynSeries:: Two time series objects must have common initial date!')
+    % set a.last equal to max(b.last,c.last)
+    if b.last(1)<c.last(1)
+        d_last_flag = 2;
+        a.last = c.last;
+    elseif b.last(1)==c.last(1)
+        if b.last(2)<c.last(2)
+            d_last_flag = 2;
+            a.last = c.last;
+        else
+            d_last_flag = 1;
+            a.last = b.last;
+        end
+    else
+        d_last_flag = 1;
+        a.last = b.last;
+    end
+end
+
+a.vobs = b.vobs+c.vobs;
+a.name = char(b.name,c.name);
+a.tex  = char(b.tex,c.tex);
+
+if ~( d_nobs_flag(1) || d_init_flag(1) || d_last_flag(1) )
+    a.time = b.time;
+    a.data = [b.data,c.data];
+else
+    [junk,ib] = setdiff(b.time,c.time,'rows');
+    [junk,ic] = setdiff(c.time,b.time,'rows');
+    [junk,jb,jc] = intersect(b.time,c.time,'rows');
+    a.time = [b.time(ib,:); b.time(jb,:); c.time(ic,:)];
+    a.time = sortrows(a.time,[1 2]);
+    a.nobs = rows(a.time);
+    a.data = NaN(a.nobs,a.vobs);
+    [junk,ia,ib] = intersect(a.time,b.time,'rows');
+    a.data(ia,1:b.vobs) = b.data;
+    [junk,ia,ic] = intersect(a.time,c.time,'rows');
+    a.data(ia,b.vobs+(1:c.vobs)) = c.data;
+end
+
+
+%@test:1
+%$ addpath ../matlab
+%$ % Define a data set.
+%$ A = [transpose(1:10),2*transpose(1:10)];
+%$ B = [transpose(1:10),2*transpose(1:10)];
+%$
+%$ % Define names
+%$ A_name = char('A1','A2');
+%$ B_name = char('B1','B2');
+%$
+%$ % Define expected results.
+%$ e.time = [transpose(1:10), ones(10,1)];
+%$ e.freq = 1;
+%$ e.name = char('A1','A2','B1','B2');
+%$ e.data = [A,B];
+%$
+%$ % Instantiate two time series objects.
+%$ ts1 = dynSeries(A,[],A_name,[]);
+%$ ts2 = dynSeries(B,[],B_name,[]);
+%$
+%$ % Call the tested method.
+%$ ts3 = [ts1,ts2];
+%$
+%$ % Check the results.
+%$ t(1) = dyn_assert(ts3.time,e.time);
+%$ t(2) = dyn_assert(ts3.freq,e.freq);
+%$ t(3) = dyn_assert(ts3.data,e.data);
+%$ t(4) = dyn_assert(ts3.name,e.name);
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ addpath ../matlab
+%$ % Define a data set.
+%$ A = [transpose(1:10),2*transpose(1:10)];
+%$ B = [transpose(5:12),2*transpose(5:12)];
+%$
+%$ % Define names
+%$ A_name = char('A1','A2');
+%$ B_name = char('B1','B2');
+%$
+%$ % Define initial date
+%$ A_init = 2001;
+%$ B_init = 2005;
+%$
+%$ % Define expected results.
+%$ e.time = [transpose(2000+(1:12)), ones(12,1)];
+%$ e.freq = 1;
+%$ e.name = char('A1','A2','B1','B2');
+%$ e.data = [ [A; NaN(2,2)], [NaN(4,2); B]];
+%$
+%$ % Instantiate two time series objects.
+%$ ts1 = dynSeries(A,A_init,A_name,[]);
+%$ ts2 = dynSeries(B,B_init,B_name,[]);
+%$
+%$ % Call the tested method.
+%$ ts3 = [ts1,ts2];
+%$
+%$ % Check the results.
+%$ t(1) = dyn_assert(ts3.time,e.time);
+%$ t(2) = dyn_assert(ts3.freq,e.freq);
+%$ t(3) = dyn_assert(ts3.data,e.data);
+%$ t(4) = dyn_assert(ts3.name,e.name);
+%$ T = all(t);
+%@eof:2
+
+%@test:3
+%$ addpath ../matlab
+%$ % Define a data set.
+%$ A = [transpose(1:7),2*transpose(1:7)];
+%$ B = [transpose(5:11),2*transpose(5:11)];
+%$
+%$ % Define names
+%$ A_name = char('A1','A2');
+%$ B_name = char('B1','B2');
+%$
+%$ % Define initial date
+%$ A_init = '1950Q1';
+%$ B_init = '1950Q3';
+%$
+%$ % Define expected results.
+%$ e.time = [ 1950, 1; 1950, 2; 1950, 3; 1950, 4; 1951, 1; 1951, 2; 1951, 3; 1951, 4; 1952, 1];
+%$ e.freq = 4;
+%$ e.name = char('A1','A2','B1','B2');
+%$ e.data = [ [A; NaN(2,2)], [NaN(2,2); B]];
+%$
+%$ % Instantiate two time series objects.
+%$ ts1 = dynSeries(A,A_init,A_name,[]);
+%$ ts2 = dynSeries(B,B_init,B_name,[]);
+%$
+%$ % Call the tested method.
+%$ ts3 = [ts1,ts2];
+%$
+%$ % Check the results.
+%$ t(1) = dyn_assert(ts3.time,e.time);
+%$ t(2) = dyn_assert(ts3.freq,e.freq);
+%$ t(3) = dyn_assert(ts3.data,e.data);
+%$ t(4) = dyn_assert(ts3.name,e.name);
+%$ T = all(t);
+%@eof:3
+
+%@test:4
+%$ addpath ../matlab
+%$ % Define a data set.
+%$ A = [transpose(1:7),2*transpose(1:7)];
+%$ B = [transpose(5:9),2*transpose(5:9)];
+%$
+%$ % Define names
+%$ A_name = char('A1','A2');
+%$ B_name = char('B1','B2');
+%$
+%$ % Define initial date
+%$ A_init = '1950Q1';
+%$ B_init = '1950Q3';
+%$
+%$ % Define expected results.
+%$ e.time = [ 1950, 1; 1950, 2; 1950, 3; 1950, 4; 1951, 1; 1951, 2; 1951, 3];
+%$ e.freq = 4;
+%$ e.name = char('A1','A2','B1','B2');
+%$ e.data = [ A, [NaN(2,2); B]];
+%$
+%$ % Instantiate two time series objects.
+%$ ts1 = dynSeries(A,A_init,A_name,[]);
+%$ ts2 = dynSeries(B,B_init,B_name,[]);
+%$
+%$ % Call the tested method.
+%$ ts3 = [ts1,ts2];
+%$
+%$ % Check the results.
+%$ t(1) = dyn_assert(ts3.time,e.time);
+%$ t(2) = dyn_assert(ts3.freq,e.freq);
+%$ t(3) = dyn_assert(ts3.data,e.data);
+%$ t(4) = dyn_assert(ts3.name,e.name);
+%$ T = all(t);
+%@eof:4

matlab/@dynSeries/log.m

+function ts = log(ts)
+% Apply the logarithm function to a Dynare time series object.
+
+%@info:
+%! @deftypefn {Function File} {@var{ts} =} log(@var{ts})
+%! @anchor{log}
+%! Apply the logarithm function to a Dynare time series object.
+%!
+%! @strong{Inputs}
+%! @table @var
+%! @item ts
+%! Dynare time series object, instantiated by @ref{dynSeries}
+%! @end table
+%!
+%! @strong{Outputs}
+%! @table @var
+%! @item ts
+%! Dynare time series object with transformed data field.
+%! @end table
+%! 
+%! @strong{This function is called by:} 
+%! None.
+%! 
+%! @strong{This function calls:}
+%! None.
+%!
+%! @end deftypefn
+%@eod:
+
+% Copyright (C) 2011 Dynare Team
+% stephane DOT adjemian AT univ DASH lemans DOT fr
+%    
+% 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/>.
+    
+if ~isa(ts,'dynSeries')
+    error('dynSeries::log: Input argument has to be a Dynare time series object!')
+end
+
+if any(ts.data<eps)
+    error('dynSeries::log: Input argument has to be strictly positive!')
+end
+
+ts.data = log(ts.data);
\ No newline at end of file

matlab/@dynSeries/private/set_time.m

+function ts = set_time(ts)
+
+%@info:
+%! @deftypefn {Function File} {@var{ts} =} set_time(@var{ts})
+%! @anchor{dynSeries}
+%! @sp 1
+%! Fill the time field of a Dynare time series object instantiated by @ref{dynSeries}.
+%! @sp 2
+%! @strong{Inputs}
+%! @sp 2
+%! @table @ @var
+%! @item ts
+%! Dynare time series object, instantiated by @ref{dynSeries}.
+%! @end table
+%! @sp 2
+%! @strong{Outputs}
+%! @sp 1
+%! @table @ @var
+%! @item t
+%! Dynare time series object.
+%! @end table
+%! @sp 2
+%! @strong{This function is called by:}
+%! @table @ @ref
+%! @item dynSeries
+%! @item horzcat
+%! @end table
+%! @sp 2
+%! @strong{This function calls:}
+%!
+%! @end deftypefn
+%@eod:
+
+% Copyright (C) 2011 Dynare Team
+% stephane DOT adjemian AT univ DASH lemans DOT fr
+%
+% 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/>.
+ts.time = zeros(ts.nobs,2);
+ts.time(1,:) = ts.init;
+for obs=2:ts.nobs
+    if ts.time(obs-1,2)<ts.freq
+        ts.time(obs,1) = ts.time(obs-1,1);
+        ts.time(obs,2) = ts.time(obs-1,2)+1;
+    else
+        ts.time(obs,1) = ts.time(obs-1,1)+1;
+        ts.time(obs,2) = 1;
+    end
+end
\ No newline at end of file

matlab/@dynSeries/subsasgn.m.old

+function B = subsasgn(A, S, B)
+B = builtin('subsasgn', A, S, B);
\ No newline at end of file

matlab/@dynSeries/subsref.m

+function B = subsref(A, S)
+    B = builtin('subsref', A, S);
\ No newline at end of file