Commit 32f7f211 authored by Houtan Bastani's avatar Houtan Bastani
Browse files

doc: dseries and reporting presentation (draft)

parent 75291659
......@@ -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
......
SUBDIRS = preprocessor macroprocessor userguide parallel internals gsa
SUBDIRS = preprocessor macroprocessor userguide parallel internals gsa dseries-and-reporting
info_TEXINFOS = dynare.texi
......
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 *~
\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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