diff --git a/doc/bvar-a-la-sims.tex b/doc/bvar-a-la-sims.tex index e8c518d1944924d847efd2a66c473196c864a6d7..df48a0b2b49b8ace387843d7ec0e4352997d1ac6 100644 --- a/doc/bvar-a-la-sims.tex +++ b/doc/bvar-a-la-sims.tex @@ -26,7 +26,7 @@ }} \author{S\'ebastien Villemot\thanks{Paris School of Economics and - CEPREMAP.} \and Johannes Pfeifer\thanks{Universität der Bundeswehr München. E-mail: \href{mailto:johannes.pfeifer@unibw.de}{\texttt{johannes.pfeifer@unibw.de}}.}} + CEPREMAP.} \and Johannes Pfeifer\thanks{University of the Bundeswehr Munich. E-mail: \href{mailto:johannes.pfeifer@unibw.de}{\texttt{johannes.pfeifer@unibw.de}}.}} \date{First version: September 2007 \hspace{1cm} This version: May 2017} \maketitle diff --git a/doc/manual/source/index.rst b/doc/manual/source/index.rst index f1d0edb8273e726575fad40f9dcf09636ef9dcb8..54ff1b8f68c20632570f033315cc646a8161dd49 100644 --- a/doc/manual/source/index.rst +++ b/doc/manual/source/index.rst @@ -9,7 +9,7 @@ Currently the development team of Dynare is composed of: * Frédéric Karamé (Le Mans Université, Gains and CEPREMAP) * Junior Maih (Norges Bank) * Willi Mutschler (University of Tübingen) -* Johannes Pfeifer (Universität der Bundeswehr München) +* Johannes Pfeifer (University of the Bundeswehr Munich) * Marco Ratto (European Commission, Joint Research Centre - JRC) * Normann Rion (CY Cergy Paris Université and CEPREMAP) * Sébastien Villemot (CEPREMAP) diff --git a/doc/manual/source/time-series.rst b/doc/manual/source/time-series.rst index 34b2ddcbb86722ce5d4f3600c066c212bf29e414..f57b524990fa2f0e92d6bf63f1970c503cdec617 100644 --- a/doc/manual/source/time-series.rst +++ b/doc/manual/source/time-series.rst @@ -3189,7 +3189,7 @@ X-13 ARIMA-SEATS interface ts = dseries(y,'1949M1'); o = x13(ts); - o.transform('function','auto'); + o.transform('function','auto','savelog','atr'); o.automdl('savelog','all'); o.x11('save','(d11 d10)'); o.run(); @@ -3203,9 +3203,11 @@ X-13 ARIMA-SEATS interface The above example shows how to remove a seasonal pattern from a time series. - ``o.transform('function','auto')`` instructs the subsequent ``o.automdl()`` command - to check whether an additional or a multiplicative pattern fits the data better (the latter is - the case in the current example). The ``o.automdl('savelog','all')`` automatically selects a fitting + ``o.transform('function','auto','savelog','atr')`` instructs the subsequent + ``o.automdl()`` command to check whether an additional or a multiplicative + pattern fits the data better and to save the result. The result is saved in + `o.results.autotransform`, which in the present example indicates that a + log transformation, i.e. a multiplicative model was preferred. The ``o.automdl('savelog','all')`` automatically selects a fitting ARIMA model and saves all relevant output to the .log-file. The ``o.x11('save','(d11, d10)')`` instructs ``x11`` to save both the final seasonally adjusted series ``d11`` and the final seasonal factor ``d10`` into ``dseries`` with the respective names in the output structure ``o.results``. ``o.clean()`` removes the diff --git a/matlab/modules/dseries b/matlab/modules/dseries index bbfc1c6e09df75a39e2adda68459d0753c0a1b27..09846315f31dec7050bc1302eae7a07720dd253e 160000 --- a/matlab/modules/dseries +++ b/matlab/modules/dseries @@ -1 +1 @@ -Subproject commit bbfc1c6e09df75a39e2adda68459d0753c0a1b27 +Subproject commit 09846315f31dec7050bc1302eae7a07720dd253e