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Johannes Pfeifer
dynare
Commits
32f7f211
Commit
32f7f211
authored
Apr 29, 2014
by
Houtan Bastani
Browse files
doc: dseries and reporting presentation (draft)
parent
75291659
Changes
4
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configure.ac
View file @
32f7f211
...
...
@@ -181,6 +181,7 @@ AC_CONFIG_FILES([Makefile
doc/parallel/Makefile
doc/internals/Makefile
doc/gsa/Makefile
doc/dseries-and-reporting/Makefile
tests/Makefile
matlab/dynare_version.m
windows/dynare-version.nsi
...
...
doc/Makefile.am
View file @
32f7f211
SUBDIRS
=
preprocessor macroprocessor userguide parallel internals gsa
SUBDIRS
=
preprocessor macroprocessor userguide parallel internals gsa
dseries-and-reporting
info_TEXINFOS
=
dynare.texi
...
...
doc/dseries-and-reporting/Makefile.am
0 → 100644
View file @
32f7f211
if
HAVE_PDFLATEX
if
HAVE_BEAMER
pdf-local
:
dseriesReporting.pdf
endif
endif
SRC
=
dseriesReporting.tex
EXTRA_DIST
=
$(SRC)
dseriesReporting.pdf
:
$(SRC)
$(PDFLATEX)
dseriesReporting
$(PDFLATEX)
dseriesReporting
clean-local
:
rm
-f
dseriesReporting.pdf
*
.toc
*
.aux
*
.log
*
.nav
*
.snm
*
.vrb
*
.out
*
~
doc/dseries-and-reporting/dseriesReporting.tex
0 → 100644
View file @
32f7f211
\documentclass
[10pt]
{
beamer
}
\usepackage
[utf8]
{
inputenc
}
\usepackage
{
color
}
\usepackage
{
amsmath
}
\usepackage
{
epsf
}
\usepackage
{
graphicx
}
\usepackage
{
wasysym
}
\usepackage
{
tikz
}
\usetikzlibrary
{
positioning,shapes,shadows,arrows
}
\definecolor
{
links
}{
HTML
}{
0000CC
}
\hypersetup
{
colorlinks,linkcolor=,urlcolor=links
}
\mode
<handout>
{
\usepackage
{
pgfpages
}
\pgfpagesuselayout
{
4 on 1
}
[a4paper,border shrink=3mm,landscape]
\usetheme
{
CambridgeUS
}
\usecolortheme
{
lily
}
}
\mode
<beamer>
{
\usetheme
{
CambridgeUS
}
}
\title
{
Dynare Time Series
\&
Reporting
}
\author
{
Houtan Bastani
}
\institute
{
CEPREMAP
}
\date
{
13 June 2014
}
\AtBeginSection
[]
{
\begin{frame}
\frametitle
{
Outline
}
\tableofcontents
[currentsection]
\end{frame}
}
\setbeamerfont
{
frametitle
}{
family=
\rmfamily
,series=
\bfseries
,size=
{
\fontsize
{
10
}{
10
}}}
\setbeamertemplate
{
frametitle continuation
}
[from second]
\tikzstyle
{
abstract
}
=[rectangle, rounded corners, draw=black, anchor=north, fill=blue!10, text centered, minimum height=
{
height("Gp")+2pt
}
, minimum width=3cm, font=
\footnotesize
]
\begin{document}
\begin{frame}
\titlepage
\end{frame}
\begin{frame}
[t]
\frametitle
{
Outline
}
\tableofcontents
\end{frame}
%
% DSERIES
%
\section
{
Time Series
}
\subsection
{
Overview
}
\begin{frame}
[fragile,t]
\frametitle
{
Overview
}
\begin{itemize}
\item
Provide support for time series in Dynare
\item
Introduced in Dynare 4.4
\item
Currently only used for reporting.
\item
Use will increase with time (
\textit
{
e.g.,
}
to be included in new estimation code)
\end{itemize}
\end{frame}
\subsection
{
Syntax
}
\begin{frame}
[fragile,t]
\frametitle
{
Syntax
}
\begin{itemize}
\item
Two components of a time series:
\begin{itemize}
\item
A time component. In Dynare:
\texttt
{
dates
}
\item
A data component mapped to time. In Dynare:
\texttt
{
dseries
}
\end{itemize}
\end{itemize}
\end{frame}
\subsubsection
{
\texttt
{
dates
}
Syntax
}
\begin{frame}
[fragile,t]
\frametitle
{
\texttt
{
dates
}
Syntax
}
\begin{itemize}
\item
The
\texttt
{
dates
}
command creates an object that represents at least one date at a given frequency
\begin{itemize}
\item
Yearly:
\texttt
{
`Y', `y', 1
}
\item
Quarterly:
\texttt
{
`Q', `q', 4
}
\item
Monthly:
\texttt
{
`M', `m', 12
}
\item
Weekly:
\texttt
{
`W', `w', 52
}
\end{itemize}
\item
It has two slightly different syntaxes
\begin{itemize}
\item
One for inclusion in
\texttt
{
.m
}
files
\item
One for inclusion in
\texttt
{
.mod
}
files (simplified, taking advantage of the preprocessor)
\end{itemize}
\item
Minimal restrictions on dates. Can be
\begin{itemize}
\item
Negative
\item
Empty
\item
Noncontiguous
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
[fragile,t]
\frametitle
{
Creating a new
\texttt
{
dates
}
object
}
\begin{itemize}
\item
A single date:
\begin{itemize}
\item
In a
\texttt
{
.m
}
file:
\texttt
{
t = dates(`1999y');
}
\item
In a
\texttt
{
.mod
}
file:
\texttt
{
t = 1999y;
}
\end{itemize}
\item
A date range:
\begin{itemize}
\item
In a
\texttt
{
.m
}
file:
\texttt
{
t = dates(`1999y'):dates(`2020y');
}
\item
In a
\texttt
{
.mod
}
file:
\texttt
{
t = 1999y:2020y;
}
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
[fragile,t]
\frametitle
{
Modifying
\texttt
{
dates
}}
\begin{itemize}
\item
\texttt
{
append
}
: appends a date to the date
\begin{itemize}
\item
\texttt
{
t.append(dates(`2021y'));
}
\end{itemize}
\item
\texttt
{
pop
}
:
\item
\texttt
{
sort
}
:
\end{itemize}
\end{frame}
\begin{frame}
[fragile,t]
\frametitle
{
Getting info about
\texttt
{
dates
}}
\begin{itemize}
\item
\texttt
{
double
}
: returns a floating point representation of the date
\begin{itemize}
\item
\texttt
{
t.double;
}
\end{itemize}
\item
\texttt
{
freq
}
: returns the frequency
\begin{itemize}
\item
\texttt
{
t.freq;
}
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}
[fragile,t]
\frametitle
{
Comparing
\texttt
{
dates
}}
\begin{itemize}
\item
\end{itemize}
\end{frame}
\subsubsection
{
\texttt
{
dseries
}
Syntax
}
\subsection
{
Examples
}
%
% REPORTING
%
\section
{
Reporting
}
\subsection
{
Overview
}
\begin{frame}
\frametitle
{
Overview
}
\begin{itemize}
\item
Introduced in Dynare 4.4
\item
Introduce reporting functionality to Dynare
\begin{itemize}
\item
Input:
\texttt
{
dseries
}
\item
Output:
\LaTeX\
report
\&
compiled
\texttt
{
.pdf
}
\end{itemize}
\item
Graphs and Tables are modular
\begin{itemize}
\item
Can easily be included in another document
\end{itemize}
\item
Graphs are produced in Ti
$
k
$
Z
\begin{itemize}
\item
Scales well
\item
Formating follows that of enclosing document
\end{itemize}
\item
Works with Matlab
\&
Octave
\item
Works approximately 5 times faster than Iris reporting
\end{itemize}
\end{frame}
\begin{frame}
\frametitle
{
Reporting Class Hierarchy
}
\centering
{
\begin{tikzpicture}
[
node distance = .45cm,
auto,
line/.style=
{
->, >=stealth'
}
,
]
\node
(Report) [abstract, rectangle split, rectangle split parts=2]
{
\textbf
{
Report
}
\nodepart
{
second
}
\texttt
{
report(...);
}
}
;
\node
(Page) [abstract, rectangle split, rectangle split parts=2, below=of Report]
{
\textbf
{
Page
}
\nodepart
{
second
}
\texttt
{
addPage(...);
}
}
;
\node
(Section) [abstract, rectangle split, rectangle split parts=2, below=of Page]
{
\textbf
{
Section
}
\nodepart
{
second
}
\texttt
{
addSection(...);
}
}
;
\node
(Vspace) [abstract, rectangle split, rectangle split parts=2, below=of Section]
{
\textbf
{
Vspace
}
\nodepart
{
second
}
\texttt
{
addVspace(...);
}
}
;
\node
(Graph) [abstract, rectangle split, rectangle split parts=2, left=of Vspace]
{
\textbf
{
Graph
}
\nodepart
{
second
}
\texttt
{
addGraph(...);
}
}
;
\node
(Table) [abstract, rectangle split, rectangle split parts=2, right=of Vspace, text height=]
{
\textbf
{
Table
}
\nodepart
{
second
}
\texttt
{
addTable(...);
}
}
;
\node
(Series) [abstract, rectangle split, rectangle split parts=2, below=of Vspace]
{
\textbf
{
Series
}
\nodepart
{
second
}
\texttt
{
addSeries(...);
}
}
;
\draw
[line] (Series) to node
{
}
(Table);
\draw
[line] (Series) to node
{
}
(Graph);
\draw
[line] (Table) to node
{
}
(Section);
\draw
[line] (Graph) to node
{
}
(Section);
\draw
[line] (Vspace) to node
{
}
(Section);
\draw
[line] (Section) to node
{
}
(Page);
\draw
[line] (Page) to node
{
}
(Report);
\end{tikzpicture}
}
\end{frame}
\subsection
{
Syntax
}
\subsection
{
Examples
}
\end{document}
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