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function [Y, lhssub, X, startdates, enddates, residnames] = common_parsing(ds, ast, overlapping_dates, param_names)
%function [Y, lhssub, X, startdates, enddates, residnames] = common_parsing(ds, ast, overlapping_dates, param_names)
%
% Code common to sur.m and pooled_ols.m
%
% INPUTS
% ds [dseries] dataset
% ast [cell array] JSON representation of abstract syntax tree
% overlapping_dates [boolean] if true, dates are same across equations
%
% OUTPUTS
% Y [cell array] dependent variables
% lhssub [cell array] RHS subtracted from LHS
% X [cell array] regressors
% startdates [cell array] first observed period for each
% equation
% enddates [cell array] last observed period for each
% equation
% startidxs [vector] rows corresponding to each
% equation's observations
% residnames [cell array] name of residual in each equation
% param_names [cellstr or cell] list of parameters to estimate (if
% empty, estimate all)
%
% SPECIAL REQUIREMENTS
% none
% Copyright © 2019 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 <https://www.gnu.org/licenses/>.
global M_
%% Initialize variables
neqs = length(ast);
Y = cell(neqs, 1);
lhssub = cell(neqs, 1);
X = cell(neqs, 1);
startdates = cell(neqs, 1);
enddates = cell(neqs, 1);
residnames = cell(neqs, 1);
%% Loop over equations
for i = 1:neqs
[Y{i}, lhssub{i}, X{i}, residnames{i}, startdates{i}, enddates{i}] = ...
parse_ols_style_equation(ds, ast{i});
end
if overlapping_dates
maxfp = max([startdates{:}]);
minlp = min([enddates{:}]);
for i = 1:neqs
Y{i} = Y{i}(maxfp:minlp);
if ~isempty(X{i})
X{i} = X{i}(maxfp:minlp);
end
if ~isempty(lhssub{i})
lhssub{i} = lhssub{i}(maxfp:minlp);
end
startdates{i} = maxfp;
enddates{i} = minlp;
end
end
if ~isempty(param_names)
if iscell(param_names) && ~iscellstr(param_names)
assert(length(param_names) == neqs, 'error w param_names arg');
else
pn = param_names;
pn_found_cellstr = false(length(param_names), 1);
end
for i = 1:neqs
if iscell(param_names) && ~iscellstr(param_names)
pn = param_names{i};
pn_found_cellstr_i = false(length(pn), 1);
end
names = X{i}.name;
newlhssub = dseries();
for j = 1:length(names)
idx = find(strcmp(names{j}, pn));
if isempty(idx)
pval = M_.params(strcmp(names{j}, M_.param_names));
if isnan(pval) || isinf(pval)
error(['Could not find param init value for ' names{j}])
end
newlhssub = newlhssub + pval * X{i}.(names{j});
X{i} = X{i}.remove(names{j});
else
if iscell(param_names) && ~iscellstr(param_names)
pn_found_cellstr_i = true;
else
pn_found_cellstr(idx) = true;
end
end
end
Y{i} = Y{i} - newlhssub;
lhssub{i} = lhssub{i} + newlhssub;
if iscell(param_names) && ~iscellstr(param_names)
if ~all(pn_found_cellstr_i)
error(['parameters specified in param_names (' ...
strjoin(pn(~pn_found_cellstr_i), ', ') ...
') were not found in eq ' num2str(i) ' to be estimated'])
end
end
end
if ~(iscell(param_names) && ~iscellstr(param_names))
if ~all(pn_found_cellstr)
error(['parameters specified in param_names (' ...
strjoin(pn(~pn_found_cellstr), ', ') ...
') were not found in the equation(s) to be estimated'])
end
end
end
end
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