diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 03a7b1a1caa3071689b89601fa62c0db35f80936..d12c8460482d2d433a86109f570e5f39eb557604 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -182,6 +182,7 @@ options_.ramsey_policy = 0;
options_.timeless = 0;
% estimation
+options_.initial_period = dynDate(1);
options_.Harvey_scale_factor = 10;
options_.MaxNumberOfBytes = 1e6;
options_.MaximumNumberOfMegaBytes = 111;
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index 78831ce14371762d823b70d7e23c2224442b3759..39993b13418cceb253dd21c9b8a2b69e888862ee 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1431,3 +1431,14 @@ SvarStatement::writeOutput(ostream &output, const string &basename) const
else
output << "'ALL';" << endl;
}
+
+SetTimeStatement::SetTimeStatement(const OptionsList &options_list_arg) :
+ options_list(options_list_arg)
+{
+}
+
+void
+SetTimeStatement::writeOutput(ostream &output, const string &basename) const
+{
+ options_list.writeOutput(output);
+}
diff --git a/preprocessor/ComputingTasks.hh b/preprocessor/ComputingTasks.hh
index 2c7a0e8692cf8a53ca2f8a3bd9af6d40afb11498..75851a611e7eac1d9304b7202c94d449422b8887 100644
--- a/preprocessor/ComputingTasks.hh
+++ b/preprocessor/ComputingTasks.hh
@@ -556,4 +556,14 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
+class SetTimeStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ SetTimeStatement(const OptionsList &options_list_arg);
+ virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
+
#endif
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index 0503ea970ac53ad0b335892384b84f6f2c28471b..a533cdec0a8a5be5cc67158a5f5de8e5d58cf46d 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -96,13 +96,14 @@ class ParsingDriver;
%token CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
-%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
+%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS SET_TIME
%token <string_val> FLOAT_NUMBER
%token FORECAST K_ORDER_SOLVER INSTRUMENTS
%token GAMMA_PDF GRAPH CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK
%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HP_FILTER HP_NGRID
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE
%token <string_val> INT_NUMBER
+%token <string_val> DATE_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS
%token KALMAN_ALGO KALMAN_TOL
%token LABELS LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR
@@ -173,7 +174,7 @@ class ParsingDriver;
%type <node_val> expression expression_or_empty
%type <node_val> equation hand_side
-%type <string_val> non_negative_number signed_number signed_integer
+%type <string_val> non_negative_number signed_number signed_integer date_number
%type <string_val> filename symbol
%type <string_val> vec_value_1 vec_value
%type <string_val> range prior
@@ -213,6 +214,7 @@ statement : parameters
| estimated_params
| estimated_params_bounds
| estimated_params_init
+ | set_time
| varobs
| observation_trends
| unit_root_vars
@@ -963,6 +965,10 @@ non_negative_number : INT_NUMBER
| FLOAT_NUMBER
;
+date_number : DATE_NUMBER
+ | INT_NUMBER
+ ;
+
signed_number : PLUS non_negative_number
{ $$ = $2; }
| MINUS non_negative_number
@@ -1153,6 +1159,10 @@ prior : BETA_PDF
{ $$ = new string("6"); }
;
+set_time : SET_TIME '(' date_number ')' ';'
+ { driver.set_time($3); }
+ ;
+
estimation : ESTIMATION ';'
{ driver.run_estimation(); }
| ESTIMATION '(' estimation_options_list ')' ';'
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index e9230dd4ee0aa7760052cacba479d84add899301..7f46f7caa08d30e0cefcd33045368a0c8a9defda 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -108,6 +108,7 @@ string eofbuff;
<INITIAL>periods {BEGIN DYNARE_STATEMENT; return token::PERIODS;}
<INITIAL>model_info {BEGIN DYNARE_STATEMENT; return token::MODEL_INFO;}
<INITIAL>estimation {BEGIN DYNARE_STATEMENT; return token::ESTIMATION;}
+<INITIAL>set_time {BEGIN DYNARE_STATEMENT; return token::SET_TIME;}
<INITIAL>varobs {BEGIN DYNARE_STATEMENT; return token::VAROBS;}
<INITIAL>unit_root_vars {BEGIN DYNARE_STATEMENT; return token::UNIT_ROOT_VARS;}
<INITIAL>rplot {BEGIN DYNARE_STATEMENT; return token::RPLOT;}
@@ -591,6 +592,11 @@ string eofbuff;
return token::INT_NUMBER;
}
+<DYNARE_STATEMENT,DYNARE_BLOCK>([1-2][0-9]{3}[Mm](([1-9])|(1[0-2])))|([1-2][0-9]{3}[Qq][1-4])|([1-2][0-9]{3}[Ww](([1-9]{1})|([1-5][0-9]))) {
+ yylval->string_val = new string(yytext);
+ return token::DATE_NUMBER;
+}
+
<DYNARE_STATEMENT,DYNARE_BLOCK>\'[^\']+\' {
yylval->string_val = new string(yytext + 1);
yylval->string_val->resize(yylval->string_val->length() - 1);
diff --git a/preprocessor/ParsingDriver.cc b/preprocessor/ParsingDriver.cc
index 73fc785fcb6fcc958d0e5c36d0f2e6826bec6570..bc734f8ff87a6dae25207045a4ac6860a3bb2c1e 100644
--- a/preprocessor/ParsingDriver.cc
+++ b/preprocessor/ParsingDriver.cc
@@ -1056,6 +1056,23 @@ ParsingDriver::option_str(const string &name_option, const string &opt)
options_list.string_options[name_option] = opt;
}
+void
+ParsingDriver::option_date(const string &name_option, string *opt)
+{
+ option_date(name_option, *opt);
+ delete opt;
+}
+
+void
+ParsingDriver::option_date(const string &name_option, const string &opt)
+{
+ if (options_list.date_options.find(name_option)
+ != options_list.date_options.end())
+ error("option " + name_option + " declared twice");
+
+ options_list.date_options[name_option] = opt;
+}
+
void
ParsingDriver::option_symbol_list(const string &name_option)
{
@@ -1184,6 +1201,17 @@ ParsingDriver::set_unit_root_vars()
symbol_list.clear();
}
+void
+ParsingDriver::set_time(string *arg)
+{
+ string arg1 = *arg;
+ for (size_t i=0; i<arg1.length(); i++)
+ arg1[i]= toupper(arg1[i]);
+ option_date("initial_period", arg1);
+ mod_file->addStatement(new SetTimeStatement(options_list));
+ options_list.clear();
+}
+
void
ParsingDriver::run_estimation()
{
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index dedf5e6db5007fae276deed454ece0074e443800..d3d7ac01c4012956e8d40e296768bc1d57a08e3b 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -319,6 +319,10 @@ public:
void option_str(const string &name_option, string *opt);
//! Sets an option to a string value
void option_str(const string &name_option, const string &opt);
+ //! Sets an option to a date value
+ void option_date(const string &name_option, string *opt);
+ //! Sets an option to a date value
+ void option_date(const string &name_option, const string &opt);
//! Sets an option to a list of symbols (used in conjunction with add_in_symbol_list())
void option_symbol_list(const string &name_option);
//! Sets an option to a vector of integers
@@ -351,6 +355,8 @@ public:
void external_function_option(const string &name_option, const string &opt);
//! Add a line in an estimated params block
void add_estimated_params_element();
+ //! Sets the frequency of the data
+ void set_time(string *arg);
//! Runs estimation process
void run_estimation();
//! Runs dynare_sensitivy()
diff --git a/preprocessor/Statement.cc b/preprocessor/Statement.cc
index ea34a236695beddc3a85dc3de7c1c0edc0a32a4d..5d61270f2bf653f85b9fb1a26703f8794781b92e 100644
--- a/preprocessor/Statement.cc
+++ b/preprocessor/Statement.cc
@@ -88,6 +88,10 @@ OptionsList::writeOutput(ostream &output) const
it != string_options.end(); it++)
output << "options_." << it->first << " = '" << it->second << "';" << endl;
+ for (date_options_t::const_iterator it = date_options.begin();
+ it != date_options.end(); it++)
+ output << "options_." << it->first << " = dynDate('" << it->second << "');" << endl;
+
for (symbol_list_options_t::const_iterator it = symbol_list_options.begin();
it != symbol_list_options.end(); it++)
it->second.writeOutput("options_." + it->first, output);
@@ -127,6 +131,10 @@ OptionsList::writeOutput(ostream &output, const string &option_group) const
it != string_options.end(); it++)
output << option_group << "." << it->first << " = '" << it->second << "';" << endl;
+ for (date_options_t::const_iterator it = date_options.begin();
+ it != date_options.end(); it++)
+ output << option_group << "." << it->first << " = dynDate('" << it->second << "');" << endl;
+
for (symbol_list_options_t::const_iterator it = symbol_list_options.begin();
it != symbol_list_options.end(); it++)
it->second.writeOutput(option_group + "." + it->first, output);
@@ -154,6 +162,7 @@ OptionsList::clear()
num_options.clear();
paired_num_options.clear();
string_options.clear();
+ date_options.clear();
symbol_list_options.clear();
vector_int_options.clear();
}
diff --git a/preprocessor/Statement.hh b/preprocessor/Statement.hh
index 1d27815ebfff4b78a52fb0d4a0448910aad04c1b..3b9aebd84fc48c2e96c114656dec9c56145b1ce7 100644
--- a/preprocessor/Statement.hh
+++ b/preprocessor/Statement.hh
@@ -118,11 +118,13 @@ public:
typedef map<string, string> num_options_t;
typedef map<string, pair<string, string> > paired_num_options_t;
typedef map<string, string> string_options_t;
+ typedef map<string, string> date_options_t;
typedef map<string, SymbolList> symbol_list_options_t;
typedef map<string, vector<int> > vec_int_options_t;
num_options_t num_options;
paired_num_options_t paired_num_options;
string_options_t string_options;
+ date_options_t date_options;
symbol_list_options_t symbol_list_options;
vec_int_options_t vector_int_options;
void writeOutput(ostream &output) const;