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Johannes Pfeifer
dynare
Commits
d7536360
Verified
Commit
d7536360
authored
Feb 15, 2020
by
Stéphane Adjemian
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We do not longer support weekly data.
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10c196de
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doc/manual/source/time-series.rst
doc/manual/source/time-series.rst
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doc/manual/source/time-series.rst
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d7536360
...
...
@@ -24,12 +24,11 @@ Dates in a mod file
-------------------
Dynare understands dates in a mod file. Users can declare annual,
quarterly,
monthly or week
ly dates using the following syntax::
quarterly,
or month
ly dates using the following syntax::
1990Y
1990Q3
1990M11
1990W49
Behind the scene, Dynare’s preprocessor translates these expressions
into instantiations of the MATLAB/Octave’s class ``dates`` described
...
...
@@ -165,14 +164,13 @@ The dates class
.. class:: dates
:arg int freq: equal to 1, 4,
12 or 5
2 (resp. for annual,
quarterly,
monthly or week
ly dates).
:arg int freq: equal to 1, 4,
or 1
2 (resp. for annual,
quarterly,
or month
ly dates).
:arg int ndat: the number of declared dates in the object.
:arg int time: a ``ndat*2`` array, the years are stored in the
first column, the subperiods (1 for annual dates,
1-4 for quarterly dates, 1-12 for monthly dates and
1-52 for weekly dates) are stored in the second
column.
1-4 for quarterly dates, and 1-12 for monthly
dates) are stored in the second column.
Each member is private, one can display the content of a member
but cannot change its value directly. Note that it is not possible
...
...
@@ -187,14 +185,14 @@ The dates class
|br| Returns an empty ``dates`` object with a given frequency
(if the constructor is called with one input
argument). ``FREQ`` is a character equal to ’Y’ or ’A’ for
annual dates, ’Q’ for quarterly dates,
’M’ for monthly dates
or ’W’ for weekly dates. Note that ``FREQ`` is not case
sensitive, so that, for instance, ’q’ is also allowed for
quarterly dates. The frequency can also be set with an integer
scalar equal to 1 (annual), 4 (quarterly), 12 (monthly) or 52
(weekly). The instantiation of empty objects can be used to
rename the ``dates`` class. For instance, if one only works
with quarterly dates, object
``qq`` can be created as::
annual dates, ’Q’ for quarterly dates,
or ’M’ for monthly
dates. Note that ``FREQ`` is not case sensitive, so that, for
instance, ’q’ is also allowed for quarterly dates. The
frequency can also be set with an integer scalar equal to 1
(annual), 4 (quarterly), or 12 (monthly). The instantiation of
empty objects can be used to rename the ``dates`` class. For
instance, if one only works with quarterly dates, object
``qq`` can be created as::
qq = dates('Q')
...
...
@@ -213,11 +211,11 @@ The dates class
given by the string ``STRING``. This string has to be
interpretable as a date (only strings of the following forms
are admitted: ``'1990Y'``, ``'1990A'``, ``'1990Q1'``,
``'1990M2'``
, ``'1990W5'``), the routine ``isdate`` can be
used to test if a string is interpretable as a date. If more
than one argument is provided, they should all be dates
represented as strings, the resulting ``dates`` object
contains as many elements as
arguments to the constructor.
``'1990M2'``
), the routine ``isdate`` can be used to test if a
string is interpretable as a date. If more than one argument
is provided, they should all be dates represented as strings,
the resulting ``dates`` object contains as many elements as
arguments to the constructor.
.. construct:: dates(DATES)
...
...
@@ -233,13 +231,13 @@ The dates class
.. construct:: dates (FREQ, YEAR, SUBPERIOD)
|br| where ``FREQ`` is a single character (’Y’, ’A’, ’Q’, ’M’
,
’W’) or integer (1, 4, 12 or 52) specifying the frequency,
``YEAR`` and ``SUBPERIOD`` are ``n*1`` vectors of
integers. Returns a ``dates`` object with ``n`` elements. If
``
FREQ`` is equal to ``'Y'``, ``'A'`` or ``1``, the thir
d
argument is not needed (because ``SUBPERIOD`` is necessarily a
vector of ones in this
case).
|br| where ``FREQ`` is a single character (’Y’, ’A’, ’Q’, ’M’
)
or integer (1, 4, or 12) specifying the frequency, ``YEAR``
and ``SUBPERIOD`` are ``n*1`` vectors of integers. Returns a
``dates`` object with ``n`` elements. If ``FREQ`` is equal to
``
'Y'``, ``'A'`` or ``1``, the third argument is not neede
d
(because ``SUBPERIOD`` is necessarily a vector of ones in this
case).
*Example*
...
...
@@ -319,8 +317,7 @@ The dates class
representation of a ``dates`` object, the integer and
fractional parts respectively corresponding to the year and
the subperiod. The fractional part is the subperiod number
minus one divided by the frequency (``1``, ``4``, ``12`` or
``52``).
minus one divided by the frequency (``1``, ``4``, or ``12``).
*Example*:
...
...
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