1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
|
function dd = dynDates(varargin)
%@info:
%! @deftypefn {Function File} {@var{dd} =} dynDates (@var{a},@var{b},...)
%! @anchor{dynDates}
%! @sp 1
%! Constructor for the Dynare dates class (unordered sequence of dates).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item a
%! String, date.
%! @item b
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item dd
%! Dynare dates object.
%! @end table
%! @sp 1
%! @strong{Properties}
%! @sp 1
%! The constructor defines the following properties:
%! @sp 1
%! @table @ @var
%! @item ndate
%! Scalar integer, the number of dates.
%! @item freq
%! Scalar integer, the frequency of the time series. @var{freq} is equal to 1 if data are on a yearly basis or if
%! frequency is unspecified. @var{freq} is equal to 4 if data are on a quaterly basis. @var{freq} is equal to
%! 12 if data are on a monthly basis. @var{freq} is equal to 52 if data are on a weekly basis.
%! @item time
%! Array of integers (nobs*2). The first column defines the years associated to each date. The second column,
%! depending on the frequency, indicates the week, month or quarter numbers. For yearly data or unspecified frequency
%! the second column is filled by ones.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @sp 2
%! @strong{This function calls:}
%!
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
dd = struct;
dd.ndat = [];
dd.freq = [];
dd.time = dynTime();
dd = class(dd,'dynDates');
switch nargin
case 0
% Returns an empty object
return
case 1
if isa(varargin{1},'dynDates')
% Returns a copy of the input argument
dd = varargin{1};
elseif ischar(varargin{1})
tmp = dynDate(varargin{1});
dd.ndat = 1;
dd.freq = tmp.freq;
dd.time = tmp.time;
else
error('dynDates:: Wrong calling sequence of the constructor!')
end
otherwise
tmp = dynDate(varargin{1});
dd.ndat = nargin;
dd.time = NaN(dd.ndat,2);
dd.freq = tmp.freq;
dd.time(1,:) = tmp.time;
for i=2:dd.ndat
tmp = dynDate(varargin{i});
if ~isequal(dd.freq,tmp.freq)
error(['dynDates:: The frequency declared in input argument number ' int2str(i) ' is different from the frequency declared in the first input argument!'])
end
dd.time(i,:) = tmp.time;
end
end
%@test:1
%$ addpath ../matlab
%$
%$ % Define some dates
%$ B1 = '1945Q3';
%$ B2 = '1950Q2';
%$ B3 = '1950Q1';
%$ B4 = '1953Q4';
%$
%$ % Define expected results.
%$ e.time = [1945 3; 1950 2; 1950 1; 1953 4];
%$ e.freq = 4;
%$ e.ndat = 4;
%$
%$ % Call the tested routine.
%$ d = dynDates(B1,B2,B3,B4);
%$
%$ % Check the results.
%$ t(1) = dyn_assert(d.time,e.time);
%$ t(2) = dyn_assert(d.freq,e.freq);
%$ t(3) = dyn_assert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:1
%@test:2
%$ addpath ../matlab
%$
%$ % Define some dates
%$ B1 = '1945M3';
%$ B2 = '1950M2';
%$ B3 = '1950M10';
%$ B4 = '1953M12';
%$
%$ % Define expected results.
%$ e.time = [1945 3; 1950 2; 1950 10; 1953 12];
%$ e.freq = 12;
%$ e.ndat = 4;
%$
%$ % Call the tested routine.
%$ d = dynDates(B1,B2,B3,B4);
%$
%$ % Check the results.
%$ t(1) = dyn_assert(d.time,e.time);
%$ t(2) = dyn_assert(d.freq,e.freq);
%$ t(3) = dyn_assert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:2
%@test:3
%$ addpath ../matlab
%$
%$ % Define some dates
%$ B1 = '1945';
%$ B2 = '1950';
%$ B3 = '1950';
%$ B4 = '1953';
%$
%$ % Define expected results.
%$ e.time = [1945 1; 1950 1; 1950 1; 1953 1];
%$ e.freq = 1;
%$ e.ndat = 4;
%$
%$ % Call the tested routine.
%$ d = dynDates(B1,B2,B3,B4);
%$
%$ % Check the results.
%$ t(1) = dyn_assert(d.time,e.time);
%$ t(2) = dyn_assert(d.freq,e.freq);
%$ t(3) = dyn_assert(d.ndat,e.ndat);
%$ T = all(t);
%@eof:3
%@test:4
%$ addpath ../matlab
%$
%$ % Define some dates
%$ B1 = '1945Q1';
%$ B2 = '1950Q3';
%$ B3 = '1950M10';
%$ B4 = '1953Q1';
%$
%$
%$ % Call the tested routine.
%$ try
%$ d = dynDates(B1,B2,B3,B4);
%$ t(1) = 0;
%$ T = 0;
%$ catch
%$ % Expected issue...
%$ t(1) = 1;
%$ T = 1;
%$ end
%@eof:4
|
