matlab/@dseries/ydiff.m

@@ -41,7 +41,7 @@ function us = ydiff(ts) % --*-- Unitary tests --*--
 
 us = ts;
 
-switch ts.freq
+switch frequency(ts)
   case 1
     us.data(2:end,:) = ts.data(2:end,:)-ts.data(1:end-1,:);
     us.data(1,:) = NaN;
@@ -55,21 +55,21 @@ switch ts.freq
     for i = 1:ts.vobs
         us.name(i) = {['ydiff(' us.name{i} ')']};
         us.tex(i) = {['\Delta_4 ' us.tex{i}]};
-    end  
+    end
   case 12
     us.data(13:end,:) = ts.data(13:end,:)-ts.data(1:end-12,:);
     us.data(1:12,:) = NaN;
     for i = 1:ts.vobs
         us.name(i) = {['ydiff(' us.name{i} ')']};
         us.tex(i) = {['\Delta_{12} ' us.tex{i}]};
-    end    
+    end
   case 52
     us.data(53:end,:) = ts.data(53:end,:)-ts.data(1:end-52,:);
     us.data(1:52,:) = NaN;
     for i = 1:ts.vobs
         us.name(i) = {['ydiff(' us.name{i} ')']};
         us.tex(i) = {['\Delta_{52} ' us.tex{i}]};
-    end    
+    end
   otherwise
     error(['dseries::ygrowth: object ' inputname(1) ' has unknown frequency']);
 end

matlab/@dseries/ygrowth.m

@@ -41,7 +41,7 @@ function us = ygrowth(ts) % --*-- Unitary tests --*--
 
 us = ts;
 
-switch ts.freq
+switch frequency(ts)
   case 1
     us.data(2:end,:) = ts.data(2:end,:)./ts.data(1:end-1,:) - 1;
     us.data(1,:) = NaN;
@@ -55,7 +55,7 @@ switch ts.freq
     for i = 1:ts.vobs
         us.name(i) = {['ygrowth(' us.name{i} ')']};
         us.tex(i) = {['\delta_4 ' us.tex{i}]};
-    end  
+    end
   case 12
     us.data(13:end,:) = ts.data(13:end,:)./ts.data(1:end-12,:) - 1;
     us.data(1:12,:) = NaN;

matlab/dynare_config.m

@@ -62,6 +62,7 @@ addpath([dynareroot '/utilities/tests/'])
 addpath([dynareroot '/utilities/dates/'])
 addpath([dynareroot '/utilities/dataset/'])
 addpath([dynareroot '/utilities/general/'])
+addpath([dynareroot '/utilities/dseries/'])
 addpath([dynareroot '/reports/'])
 
 % For functions that exist only under some Octave versions
@@ -248,4 +249,8 @@ if verbose
     skipline()
 end
 
+% Save empty dates and dseries objects (necessary if a mod file is not preprocessed).
+dates('initialize');
+dseries('initialize');
+
 cd(origin);

matlab/utilities/dates/add_periods_to_array_of_dates.m

@@ -27,12 +27,16 @@ time(:,1) = time(:,1) + fix(p/freq);
 time(:,2) = time(:,2) + rem(p,freq);
 
 id1 = find(time(:,2)>freq);
-time(id1,1) = time(id1,1) + 1;
-time(id1,2) = time(id1,2) - freq;
+if ~isempty(id1)
+    time(id1,1) = time(id1,1) + 1;
+    time(id1,2) = time(id1,2) - freq;
+end
 
 id2 = find(time(:,2)<1);
-time(id2,1) = time(id2,1) - 1;
-time(id2,2) = time(id2,2) + freq;
+if ~isempty(id2)
+    time(id2,1) = time(id2,1) - 1;
+    time(id2,2) = time(id2,2) + freq;
+end
 
 %@test:1
 %$ t(1) = dyn_assert(add_periods_to_array_of_dates([1950 1], 4, 1),[1950 2]);

matlab/utilities/dates/add_periods_to_date.m

+function time = add_periods_to_date(time, freq, p)  % --*-- Unitary tests --*--
+
+% Adds a p periods (p can be negative) to a date (or a set of dates) characterized by array time and frequency freq.
+    
+% Copyright (C) 2013 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/>.
+
+time(1) = time(1) + fix(p/freq);
+time(2) = time(2) + rem(p,freq);
+
+if time(2)>freq
+    time(1) = time(1) + 1;
+    time(2) = time(2) - freq;
+end
+
+if time(2)<1
+    time(1) = time(1) - 1;
+    time(2) = time(2) + freq;
+end
+
+%@test:1
+%$ t(1) = dyn_assert(add_periods_to_date([1950 1], 4, 1),[1950 2]);
+%$ t(2) = dyn_assert(add_periods_to_date([1950 1], 4, 2),[1950 3]);
+%$ t(3) = dyn_assert(add_periods_to_date([1950 1], 4, 3),[1950 4]);
+%$ t(4) = dyn_assert(add_periods_to_date([1950 1], 4, 4),[1951 1]);
+%$ t(5) = dyn_assert(add_periods_to_date([1950 1], 4, 5),[1951 2]);
+%$ t(6) = dyn_assert(add_periods_to_date([1950 1], 4, 6),[1951 3]);
+%$ t(7) = dyn_assert(add_periods_to_date([1950 1], 4, 7),[1951 4]);
+%$ t(8) = dyn_assert(add_periods_to_date([1950 1], 4, 8),[1952 1]);
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ t(1) = dyn_assert(add_periods_to_date([1950 1], 4, -1),[1949 4]);
+%$ t(2) = dyn_assert(add_periods_to_date([1950 1], 4, -2),[1949 3]);
+%$ t(3) = dyn_assert(add_periods_to_date([1950 1], 4, -3),[1949 2]);
+%$ t(4) = dyn_assert(add_periods_to_date([1950 1], 4, -4),[1949 1]);
+%$ t(5) = dyn_assert(add_periods_to_date([1950 1], 4, -5),[1948 4]);
+%$ t(6) = dyn_assert(add_periods_to_date([1950 1], 4, -6),[1948 3]);
+%$ t(7) = dyn_assert(add_periods_to_date([1950 1], 4, -7),[1948 2]);
+%$ t(8) = dyn_assert(add_periods_to_date([1950 1], 4, -8),[1948 1]);
+%$ T = all(t);
+%@eof:2
\ No newline at end of file

matlab/utilities/dates/isdate.m

@@ -25,11 +25,11 @@ function b = isdate(str)  % --*-- Unitary tests --*--
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-if length(str)>1
+%if length(str)>1
     b = isquaterly(str) || isyearly(str) || ismonthly(str) || isweekly(str);
-else
-    b = 0;
-end
+    %else
+    %b = 0;
+    %end
 
 %@test:1
 %$

matlab/utilities/dates/ismonthly.m

@@ -26,7 +26,11 @@ function b = ismonthly(str)  % --*-- Unitary tests --*--
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 if ischar(str)
-    b = ~isempty(regexp(str,'^-?[0-9]*[Mm]([1-9]|1[0-2])$'));
+    if isempty(regexp(str,'^-?[0-9]*[Mm]([1-9]|1[0-2])$','once'))
+        b = 0;
+    else
+        b = 1;
+    end
 else
     b = 0;
 end

matlab/utilities/dates/isquaterly.m

@@ -25,8 +25,12 @@ function b = isquaterly(str)  % --*-- Unitary tests --*--
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-if ischar(str)    
-    b = ~isempty(regexp(str,'^-?[0-9]*[Qq][1-4]$'));
+if ischar(str)
+    if isempty(regexp(str,'^-?[0-9]*[Qq][1-4]$','once'))
+        b = 0;
+    else
+        b = 1;
+    end
 else
     b = 0;
 end

matlab/utilities/dates/isweekly.m

@@ -26,7 +26,11 @@ function b = isweekly(str)  % --*-- Unitary tests --*--
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 if ischar(str)
-    b = ~isempty(regexp(str,'^-?[0-9]*[Ww]([1-9]|[1-4][0-9]|5[0-2])$'));
+    if isempty(regexp(str,'^-?[0-9]*[Ww]([1-9]|[1-4][0-9]|5[0-2])$','once'))
+        b = 0;
+    else
+        b = 1;
+    end
 else
     b = 0;
 end

matlab/utilities/dates/isyearly.m

@@ -26,7 +26,11 @@ function b = isyearly(str)  % --*-- Unitary tests --*--
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 if ischar(str)
-    b = ~isempty(regexp(str,'^-?[0-9]*[YyAa]$'));
+    if isempty(regexp(str,'^-?[0-9]*[YyAa]$','once'))
+        b = 0;
+    else
+        b = 1;
+    end
 else
     b = 0;
 end

matlab/utilities/dates/string2date.m

@@ -26,7 +26,7 @@ end
 if isyearly(a)
     year = 1:(regexp(a,'[AaYy]')-1);
     date.freq = 1;
-    date.time = write_time_field(a, year);
+    date.time = write_time_field_y(a, year);
     return
 end
 
@@ -51,13 +51,14 @@ if isweekly(a)
     return
 end
 
+
 function b = write_time_field(c, d)
-    b(1) = str2num(c(d));
-    if ismember(c(d(end)+1),{'Y','y','A','a'})
-        b(2) = 1;
-    else
-        b(2) = str2num(c(d(end)+2:end));
-    end
+    b(1) = str2double(c(d));
+    b(2) = str2double(c(d(end)+2:end));
+
+function b = write_time_field_y(c, d)
+    b(1) = str2double(c(d));
+    b(2) = 1;
 
 %@test:1
 %$

matlab/utilities/dseries/from.m

+function from(varargin)
+
+% Copyright (C) 2014 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/>.
+
+lvarargin = lower(varargin);
+
+to_id = strmatch('to',lvarargin);
+do_id = strmatch('do',lvarargin);
+
+if isempty(to_id) || isempty(do_id)
+    error(get_error_message_0())
+end
+
+if do_id<to_id
+    msg = sprinf('dseries::from: Wrong syntax! The TO keyword must preceed the DO keyword.\n');
+    error(get_error_message_0(msg))
+end
+
+if ~isdate(varargin{1})
+    % The first argument is not a string formatted date. Test if this argument refers to a dates object
+    % in the caller workspace.
+    try
+        d1 = evalin('caller', varargin{1});
+        if ~isdates(d1)
+            error(['dseries::from: Variable ' varargin{1} ' is not a dates object!'])
+        end
+    catch
+        error(['dseries::from: Variable ' varargin{1} ' is unknown!'])
+    end
+    if ~exist('d1')
+        msg = sprintf('dseries::from: Wrong syntax! The FROM statement must be followed by a string formatted date.\n');
+        error(get_error_message_0(msg))
+    end
+else
+    d1 = dates(varargin{1}); % First date
+end
+
+if ~isequal(to_id,2)
+    msg = sprintf('dseries::from: Wrong syntax! The first dates object must be immediately followed by the TO keyword.\n');
+    error(get_error_message_0(msg))
+end
+
+if ~isdate(varargin{3})
+    % The third argument is not a string formatted date. Test if this argument refers to a dates object
+    % in the caller workspace.
+    try
+        d2 = evalin('caller', varargin{3});
+        if ~isdates(d2)
+            error(['dseries::from: Variable ' varargin{3} ' is not a dates object!'])
+        end
+    catch
+        error(['dseries::from: Variable ' varargin{3} ' is unknown!'])
+    end
+    if ~exist('d2')
+        msg = sprintf('dseries::from: Wrong syntax! The TO keyword must be followed by a second dates object.\n');
+        error(get_error_message_0(msg))
+    end
+else
+    d2 = dates(varargin{3}); % Last date
+end
+
+if d1>d2
+    error('dseries::from: The first date must preceed the second one!')
+end
+
+if ~isequal(do_id,4)
+    msg = sprintf('dseries::from: Wrong syntax! The second dates object must be immediately followed by the DO keyword.\n');
+    error(get_error_message_0(msg))
+end
+
+% Build the recursive expression.
+EXPRESSION = char([varargin{5:end}]);
+
+% Get all the variables involved in the recursive expression.
+variables = unique(regexpi(EXPRESSION, '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match'));
+
+% Copy EXPRESSION in expression. In the next loop we will remove all indexed variables from expression.
+expression = EXPRESSION;
+
+% Build an incidence table (max lag/lead for each variable)
+%
+% Column 1: Name of the variable.
+% Column 2: Maximum lag order.
+% Column 3: Equal to 1 if the variable appears at the current period, 0 otherwise.
+% Column 4: Maximum lead order.
+% Column 5: Vector of effective lag orders.
+% Column 6: Vector of effective lead orders.
+%
+% Initialization.
+leadlagtable = cell(0,6);
+% Loop over the variables (dseries objects).
+for i=1:length(variables)
+    expression = strrep(expression,variables{i},'');
+    current = ~isempty(regexpi(variables{i},'\(t\)'));
+    lag = ~isempty(regexpi(variables{i},'\(t\-\d\)'));
+    lead = ~isempty(regexpi(variables{i},'\(t\+\d\)'));
+    start = regexpi(variables{i},'\(t\)|\(t\-\d\)|\(t\+\d\)');
+    index = variables{i}(start:end);
+    variables(i) = {variables{i}(1:start-1)};
+    if isempty(leadlagtable)
+        leadlagtable(1,1) = {variables{i}};
+        if current
+            leadlagtable(1,3) = {1};
+        else
+            leadlagtable(1,3) = {0};
+        end
+        if lag
+            tmp = regexpi(index,'\d','match');
+            leadlagtable(1,2) = {str2double(tmp{1})};
+            leadlagtable(1,5) = {str2double(tmp{1})};
+        else
+            leadlagtable(1,2) = {0};
+            leadlagtable(1,5) = {[]};
+        end
+        if lead
+            tmp = regexpi(index,'\d','match');
+            leadlagtable(1,4) = {str2double(tmp{1})};
+            leadlagtable(1,6) = {str2double(tmp{1})};
+        else
+            leadlagtable(1,4) = {0};
+            leadlagtable(1,6) = {[]};
+        end
+    else
+        linea = strmatch(variables{i},leadlagtable(:,1));
+        if isempty(linea)
+            % This is a new variable!
+            linea = size(leadlagtable,1)+1;
+            leadlagtable(linea,1) = {variables{i}};
+            leadlagtable(linea,2) = {0};
+            leadlagtable(linea,3) = {0};
+            leadlagtable(linea,4) = {0};
+            leadlagtable(linea,5) = {[]};
+            leadlagtable(linea,6) = {[]};
+        end
+        if current
+            leadlagtable(linea,3) = {1};
+        end
+        if lag
+            tmp = regexpi(index,'\d','match');
+            leadlagtable(linea,2) = {max(str2double(tmp{1}),leadlagtable{linea,2})};
+            leadlagtable(linea,5) = {sortrows([leadlagtable{linea,5}; str2double(tmp{1})])};
+        end
+        if lead
+            tmp = regexpi(index,'\d','match');
+            leadlagtable(linea,4) = {max(str2double(tmp{1}),leadlagtable{linea,4})};
+            leadlagtable(linea,6) = {sortrows([leadlagtable{linea,6}; str2double(tmp{1})])};
+        end
+    end
+end
+
+% Set the number of variables
+number_of_variables = size(leadlagtable,1);
+
+% Initialize a cell array containing the names of the variables.
+variable_names = cell(1);
+
+% Test that all the involved variables are available dseries objects. Also check that
+% these time series are defined over the time range given by d1 and d2 (taking care of
+% the lags and leads) and check that each object is a singleton
+for i=1:number_of_variables
+    current_variable = leadlagtable{i,1};
+    idvar = strfind(current_variable,'.');
+    if isempty(idvar)
+        idvar = 0;
+    end
+    if idvar
+        current_variable_0 = current_variable(1:idvar-1);
+    else
+        current_variable_0 = current_variable;
+    end
+    try
+        var = evalin('caller',current_variable_0);
+    catch
+        error(['dseries::from: Variable ' current_variable_0 ' is unknown!'])
+    end
+    if idvar
+        try
+            eval(sprintf('var = var.%s;',current_variable(idvar+1:end)))
+        catch
+            error(sprintf('dseries::from: Variable %s is not a member of dseries oject %s!', current_variable(idvar+1:end), current_variable_0))
+        end
+    end
+    if ~isdseries(var)
+        error(['dseries::from: Variable ' current_variable ' is not a dseries object!'])
+    else
+        if ~var.vobs
+            msg = sprintf('dseries::from: Object %s must not be empty!\n',current_variable);
+            error(msg)
+        end
+        if var.vobs>1
+            msg = sprintf('dseries::from: Object %s must contain only one variable!\n',current_variable);
+            error(msg)
+        end
+        if i>1
+            if ismember(var.name,variable_names)
+                error('dseries::from: All the dseries objects should contain variables with different names!')
+            else
+                variable_names(i) = {var.name{1}};
+            end
+        else
+            variable_names(i) = {var.name{1}};
+        end
+        if d1<var.dates(1)+leadlagtable{i,2}
+            msg = sprintf('dseries::from: Initial date of the loop (%s) is inconsistent with %s''s range!\n',char(d1),current_variable);
+            msg = [msg, sprintf('               Initial date should be greater than or equal to %s.',char(var.dates(1)+leadlagtable{i,2}))];
+            error(msg)
+        end
+        if d2>var.dates(end)-leadlagtable{i,4}
+            msg = sprintf('dseries::from: Last date of the loop (%s) is inconsistent with %s''s range!\n',char(d2),current_variable);
+            msg = [msg, sprintf('               Last date should be less than or equal to %s.',char(var.dates(end)-leadlagtable{i,4}))];
+            error(msg)
+        end
+        eval(sprintf('%s = var;',current_variable));
+    end
+end
+
+% Check that the recursion is assigning something to a variable
+equal_id = strfind(EXPRESSION,'=');
+if isempty(equal_id)
+    error('dseries::from: Wrong syntax! The expression following the DO keyword must be an assignment (missing equal symbol).')
+end
+if isequal(length(equal_id),1)
+    % Get the name of the assigned variable (with time index)
+    assignedvariablename = regexpi(EXPRESSION(1:equal_id-1), '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match');
+    if isempty(assignedvariablename)
+        error('dseries::from: Wrong syntax! The expression following the DO keyword must be an assignment (missing variable before the equal symbol).')
+    end
+    if length(assignedvariablename)>1
+        error('dseries::from: No more than one variable can be assigned!')
+    end
+    % Check if the model is static
+    start = regexpi(assignedvariablename{1},'\(t\)|\(t\-\d\)|\(t\+\d\)');
+    index = assignedvariablename{1}(start:end);
+    assignedvariablename = assignedvariablename{1}(1:start-1);
+    indva = strmatch(assignedvariablename, leadlagtable(:,1));
+    dynamicmodel = ~isempty(regexpi(EXPRESSION(equal_id:end), ...
+                                    sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match'));
+    % Check that the dynamic model for the endogenous variable is not forward looking.
+    if dynamicmodel
+        indum = index2num(index);
+        if indum<leadlagtable{indva,4}
+            error('dseries::from: It is not possible to simulate a forward looking model!')
+        end
+    end
+    % Check that the assigned variable does not depend on itself (the assigned variable can depend on its past level but not on the current level).
+    if dynamicmodel
+        tmp = regexpi(EXPRESSION(equal_id+1:end), ...
+                      sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match');
+        tmp = cellfun(@extractindex, tmp);
+        tmp = cellfun(@index2num, tmp);
+        if ~all(tmp(:)<indum)
+            error(sprintf('dseries::from: On the righthand side, the endogenous variable, %s, must be indexed by %s at most.',assignedvariablename,num2index(indum-1)))
+        end
+    end
+else
+    error('dseries::from: Not yet implemented! Only one assignment is allowed in the FROM-TO-DO statement.')
+end
+
+% Put all the variables in a unique dseries object.
+list_of_variables = leadlagtable{1,1};
+for i=2:number_of_variables
+   list_of_variables = [list_of_variables, ',' leadlagtable{i,1}];
+end
+eval(sprintf('tmp = [%s];', list_of_variables));
+
+% Get base time index
+t1 = find(d1==tmp.dates);
+t2 = find(d2==tmp.dates);
+
+% Get data
+data = tmp.data;
+
+% Isolate the (potential) parameters in the expression to be evaluated
+[~, TMP314] = strsplit(expression,'([0-9]*\.[0-9]*|\w*)','DelimiterType','RegularExpression','CollapseDelimiters',false);
+% Here I remove the numbers (TMP314 -> TMP314159).
+TMP3141 = regexp(TMP314,'(([0-9]*\.[0-9]*)|([0-9]*))','match');
+TMP31415 = find(cellfun(@isempty,TMP3141));
+TMP314159 = TMP314(TMP31415);
+
+if dynamicmodel
+    % Transform EXPRESSION by replacing calls to the dseries objects by references to data.
+    for i=1:number_of_variables
+        EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}),sprintf('data(t,%s)',num2str(i)));
+        for j=1:length(leadlagtable{i,5})
+            lag = leadlagtable{i,5}(j);
+            EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)), ...
+                                   sprintf('data(t-%s,%s)',num2str(lag),num2str(i)));
+        end
+        for j=1:length(leadlagtable{i,6})
+            lead = leadlagtable{i,6}(j);
+            EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)), ...
+                                   sprintf('data(t+%s,%s)',num2str(lead),num2str(i)));
+        end
+    end
+    % Get values for the parameters (if any)
+    if ~isempty(TMP314159)
+        for i=1:length(TMP314159)
+            wordcandidate = TMP314159{i};
+            try % If succesful, word is a reference to a variable in the caller function/script.
+                thiswordisaparameter = evalin('caller', wordcandidate);
+                eval(sprintf('%s = thiswordisaparameter;',wordcandidate));
+            catch
+                % I assume that word is a reference to a function.
+            end
+        end
+    end
+    % Do the job. Evaluate the recursion.
+    eval(sprintf('for t=%s:%s, %s; end',num2str(t1),num2str(t2),EXPRESSION));
+else
+    % Transform EXPRESSION by replacing calls to the dseries objects by references to data.
+    for i=1:number_of_variables
+        EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}), ...
+                               sprintf('data(%s:%s,%s)',num2str(t1),num2str(t2),num2str(i)));
+        for j=1:length(leadlagtable{i,5})
+            lag = leadlagtable{i,5}(j);
+            EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)), ...
+                                   sprintf('data(%s:%s,%s)',num2str(t1-lag),num2str(t2-lag),num2str(i)));
+        end
+        for j=1:length(leadlagtable{i,6})
+            lead = leadlagtable{i,6}(j);
+            EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)), ...
+                                   sprintf('data(%s:%s,%s)',num2str(t1-lead),num2str(t2-lead),num2str(i)));
+        end
+    end
+    % Transform some operators (^ -> .^, / -> ./ and * -> .*)
+    EXPRESSION = strrep(EXPRESSION,'^','.^');
+    EXPRESSION = strrep(EXPRESSION,'*','.*');
+    EXPRESSION = strrep(EXPRESSION,'/','./');
+    % Get values for the parameters (if any)
+    if ~isempty(TMP314159)
+        for i=1:length(TMP314159)
+            wordcandidate = TMP314159{i};
+            try % If succesful, word is a reference to a variable in the caller function/script.
+                thiswordisaparameter = evalin('caller', wordcandidate);
+                eval(sprintf('%s = thiswordisaparameter;',wordcandidate));
+            catch
+                % I assume that word is a reference to a function.
+            end
+        end
+    end
+    % Do the job. Evaluate the static expression.
+    eval(sprintf('%s;',EXPRESSION));
+end
+
+% Put assigned variable back in the caller workspace...
+if isempty(strfind(assignedvariablename,'.'))
+    eval(sprintf('assignin(''caller'', ''%s'', dseries(data(:,indva),%s.init,%s.name,%s.tex));', ...
+                 assignedvariablename,assignedvariablename,assignedvariablename,assignedvariablename))
+else
+    DATA = num2cell(data(:,indva));
+    strdata = sprintf('%f ', DATA{:});
+    evalin('caller',sprintf('%s = dseries(transpose([%s]),%s.init,%s.name,%s.tex);', ...
+                            assignedvariablename,strdata,assignedvariablename,assignedvariablename,assignedvariablename))
+end
+
+function msg = get_error_message_0(msg)
+    if ~nargin
+        msg = sprintf('Wrong syntax! The correct syntax is:\n\n');
+    else
+        msg = [msg, sprintf('The correct syntax is:\n\n')];
+    end
+    msg = [msg, sprintf('    from d1 to d2 do SOMETHING\n\n')];
+    msg = [msg, sprintf('where d1<d2 are dates objects, and SOMETHING is a recursive expression involving dseries objects.')];
+
+
+function index = extractindex(str)
+    index = regexpi(str,'\(t\)|\(t\-\d\)|\(t\+\d\)','match');
+
+
+function i = index2num(id)
+    if isequal('(t)',id)
+        i = 0;
+        return
+    end
+    if isequal('-',id(3))
+        i = - str2num(id(4:end-1));
+    else
+        i = str2num(id(4:end-1));
+    end
+
+
+function id = num2index(i)
+    if isequal(i,0)
+        id = '(t)';
+        return
+    end
+    if i<0
+        id = ['(t-' int2str(abs(i)) ')'];
+    else
+        id = ['(t+' int2str(i) ')'];
+    end
\ No newline at end of file

matlab/utilities/general/name2tex.m

 function tex = name2tex(name, info) % --*-- Unitary tests --*--
 
 % Converts plain text name into tex name.
- 
+
 % Copyright (C) 2013 Dynare Team
 %
 % This file is part of Dynare.
@@ -64,7 +64,7 @@ if info
             if gotonextcondition && ndx>2
                 if idx(end)<ntx
                     texname = [ texname(1:idx(end)-2) '_{' texname(idx(end)+1:end) '}' ];
-                else 
+                else
                     texname = [ texname(1:idx(end-1)-2) '_{' texname(idx(end-1)+1:end) '}' ];
                 end
             end
@@ -93,9 +93,9 @@ end
 %$ t14 = name2tex('azert_uiop',1);
 %$ t15 = name2tex('azert_uiop_qsdfg',1);
 %$ t16 = name2tex('azert_uiop_qsdfg_',1);
-%$ t17 = name2tex('_azert_uiop_qsdfg',1); 
+%$ t17 = name2tex('_azert_uiop_qsdfg',1);
 %$ t18 = name2tex('_azert_uiop_qsdfg_',1);
-%$ 
+%$
 %$ t(1) = dyn_assert(strcmp(t1,'\\_azert'),1);
 %$ t(2) = dyn_assert(strcmp(t2,'azert\\_'),1);
 %$ t(3) = dyn_assert(strcmp(t3,'\\_azert\\_'),1);
@@ -106,7 +106,7 @@ end
 %$ t(8) = dyn_assert(strcmp(t8,'\\_azert\\_uiop\\_qsdfg\\_'),1);
 %$ t(9) = dyn_assert(strcmp(t11,'\\_azert'),1);
 %$ t(10) = dyn_assert(strcmp(t12,'azert\\_'),1);
-%$ t(11) = dyn_assert(strcmp(t13,'\\_azert\\_'),1); 
+%$ t(11) = dyn_assert(strcmp(t13,'\\_azert\\_'),1);
 %$ t(12) = dyn_assert(strcmp(t14,'azert_{uiop}'),1);
 %$ t(13) = dyn_assert(strcmp(t15,'azert\\_uiop_{qsdfg}'),1);
 %$ t(14) = dyn_assert(strcmp(t16,'azert\\_uiop_{qsdfg\\_}'),1);
@@ -185,7 +185,6 @@ end
 %@eof:3
 
 %@test:4
-%$ pwd
 %$ try
 %$     db = dseries('csv/dd.csv');
 %$     t(1) = 1;

preprocessor/ModFile.cc

@@ -554,6 +554,10 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
     mOutputFile << "clear all" << endl;
 
   mOutputFile << "tic;" << endl
+	      << "% Save empty dates and dseries objects in memory." << endl
+	      << "dates('initialize');" << endl
+	      << "dseries('initialize');" << endl
+	      << "% Define global variables." << endl
               << "global M_ oo_ options_ ys0_ ex0_ estimation_info" << endl
               << "options_ = [];" << endl
               << "M_.fname = '" << basename << "';" << endl