- Mar 24, 2022
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Johannes Pfeifer authored
Related to Dynare/dseries#51
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Johannes Pfeifer authored
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- Jan 03, 2022
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Sébastien Villemot authored
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Sébastien Villemot authored
load_m_file_data.m: pass structure instead of file See merge request Dynare/dseries!41
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Stéphane Adjemian authored
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- Dec 20, 2021
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Johannes Pfeifer authored
Next attempt to prevent horse race conditions, see Dynare/dseries!40
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- Dec 13, 2021
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Sébastien Villemot authored
load_m_file_data.m: prevent horse-race condition when saving and loading mat file See merge request Dynare/dseries!40
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- Dec 10, 2021
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Johannes Pfeifer authored
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- Nov 09, 2021
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Sébastien Villemot authored
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- Sep 24, 2021
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Sébastien Villemot authored
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- Sep 09, 2021
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Stéphane Adjemian authored
Add ability to use self-compiled x13as on Mac See merge request Dynare/dseries!39
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- Sep 08, 2021
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Note that conversion to lower frequencies are not implemented since months, quarters and semesters are not defined in the ISO specification.
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- Aug 17, 2021
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Willi Mutschler authored
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- Jul 30, 2021
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Stéphane Adjemian authored
Also add unit tests.
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- Jul 21, 2021
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Sébastien Villemot authored
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- Jun 09, 2021
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Sébastien Villemot authored
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- May 26, 2021
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Stéphane Adjemian authored
Closes #4. *Example* >> a = dseries(randn(4,5),'2000Q1') a is a dseries object: | Variable_1 | Variable_2 | Variable_3 | Variable_4 | Variable_5 2000Q1 | 2.4245 | -1.036 | -0.87587 | -0.57001 | -1.6989 2000Q2 | 0.9594 | 1.8779 | 0.31995 | -1.0257 | 0.6076 2000Q3 | -0.31577 | 0.9407 | -0.55829 | -0.90875 | -0.1178 2000Q4 | 0.42862 | 0.78735 | -0.31143 | -0.2099 | 0.69916 >> a.Variable_3>0 ans = 4x1 logical array 0 1 0 0 >> a(a.Variable_3>0) ans is a dseries object: | Variable_1 | Variable_2 | Variable_3 | Variable_4 | Variable_5 2000Q2 | 0.9594 | 1.8779 | 0.31995 | -1.0257 | 0.6076
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Stéphane Adjemian authored
Ref #4. If ts is a dseries object with T periods and N variables, then we can instantiate a new dseries object from ts by extracting periods or variables. Periods are selected by passing a vector of logicals with T elements. Variables are selected by passing a vector of logicals with N elements. If T==N, the convention is to pass a row vector to select variables and a colum vector to select periods. *Example* >> ts = dseries(randn(10,5), '2000Q1') ts is a dseries object: | Variable_1 | Variable_2 | Variable_3 | Variable_4 | Variable_5 2000Q1 | -0.53201 | -1.0642 | 0.39189 | -1.0667 | -0.73417 2000Q2 | 1.6821 | 1.6035 | -1.2507 | 0.93373 | -0.030814 2000Q3 | -0.87573 | 1.2347 | -0.94796 | 0.35032 | 0.23235 2000Q4 | -0.48382 | -0.22963 | -0.74111 | -0.029006 | 0.42639 2001Q1 | -0.712 | -1.5062 | -0.50782 | 0.18245 | -0.37281 2001Q2 | -1.1742 | -0.44463 | -0.32058 | -1.5651 | -0.23645 2001Q3 | -0.19224 | -0.15594 | 0.012469 | -0.084539 | 2.0237 2001Q4 | -0.27407 | 0.27607 | -3.0292 | 1.6039 | -2.2584 2002Q1 | 1.5301 | -0.26116 | -0.45701 | 0.098348 | 2.2294 2002Q2 | -0.24902 | 0.44342 | 1.2424 | 0.041374 | 0.33756 >> ts(mean(ts)>0) ans is a dseries object: | Variable_4 | Variable_5 2000Q1 | -1.0667 | -0.73417 2000Q2 | 0.93373 | -0.030814 2000Q3 | 0.35032 | 0.23235 2000Q4 | -0.029006 | 0.42639 2001Q1 | 0.18245 | -0.37281 2001Q2 | -1.5651 | -0.23645 2001Q3 | -0.084539 | 2.0237 2001Q4 | 1.6039 | -2.2584 2002Q1 | 0.098348 | 2.2294 2002Q2 | 0.041374 | 0.33756 >> ts(ts.dates>=dates('2001Q3')) ans is a dseries object: | Variable_1 | Variable_2 | Variable_3 | Variable_4 | Variable_5 2001Q3 | -0.19224 | -0.15594 | 0.012469 | -0.084539 | 2.0237 2001Q4 | -0.27407 | 0.27607 | -3.0292 | 1.6039 | -2.2584 2002Q1 | 1.5301 | -0.26116 | -0.45701 | 0.098348 | 2.2294 2002Q2 | -0.24902 | 0.44342 | 1.2424 | 0.041374 | 0.33756
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- May 13, 2021
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Stéphane Adjemian authored
Concatenation was failing if the empty object had no frequency set. Closes #46
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- May 03, 2021
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Sébastien Villemot authored
Closes: #47
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- Mar 17, 2021
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Sébastien Villemot authored
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- Mar 12, 2021
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Sébastien Villemot authored
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- Mar 08, 2021
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Sébastien Villemot authored
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- Feb 26, 2021
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Stéphane Adjemian authored
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- Feb 25, 2021
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Stéphane Adjemian authored
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Stéphane Adjemian authored
The returned argument is the first input argument.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Conversion to yearly and bi-annual frequencies.
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Stéphane Adjemian authored
Returned year was wrong for yearly frequency.
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- Feb 24, 2021
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Stéphane Adjemian authored
The dates2S routine was plain wrong.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Feb 11, 2021
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Stéphane Adjemian authored
H (half year) is still allowed.
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Stéphane Adjemian authored
Bug introduced in 7bb6a68f when changing the implementation of the @dates class. Also: - added unit tests, - added conversion to bi annual dates.
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- Jan 15, 2021
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Stéphane Adjemian authored
For all frequencies, counts the number of subperiods since year 0.
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