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function [Yvec, lhssubvec, Xmat, constrained] = put_in_sur_form(Y, lhssub, X)
%function [Yvec, lhssubvec, Xmat, constrained] = put_in_sur_form(Y, lhssub, X)
%
% INPUTS
% Y [cell array] dependent variables
% lhssub [cell array] RHS subtracted from LHS
% X [cell array] regressors
%
% OUTPUTS
% Yvec [vector] dependent variables
% lhssubvec [cell array] RHS subtracted from LHS
% Xmat [matrix] regressors
% constrained [cellstr] names of parameters that were constrained
%
% 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/>.
%% Check inputs
if nargin ~= 3
error('function expects 3 arguments');
end
if isempty(Y) || ~iscell(Y) ...
|| isempty(lhssub) || ~iscell(lhssub) ...
|| isempty(X) || ~iscell(X) ...
|| length(Y) ~= length(X) ...
|| length(Y) ~= length(lhssub)
error('function arguments should be cells of the same size');
end
%% Organize output
neqs = length(Y);
nobs = zeros(neqs, 1);
for i = 1:neqs
if ~isempty(X{i})
% X{i} is empty for AR(1) equations
assert(size(X{i}, 1) == size(Y{i}, 1), 'Y{i} and X{i} must have the same nuber of observations');
end
nobs(i) = size(Y{i}, 1);
end
fd = Y{1}.firstdate;
nrows = sum(nobs);
Xmat = dseries();
Yvec = dseries();
lhssubvec = dseries();
constrained = {};
for i = 1:neqs
if ~isempty(X{i})
to_remove = [];
nr = sum(nobs(1:i-1));
nxcol = size(X{i}, 2);
names = X{i}.name;
Xtmp = dseries([zeros(nr, nxcol); X{i}.data; zeros(nrows-nr-nobs(i), nxcol)], fd, names);
Xmatnames = Xmat.name;
for j = 1:length(names)
idx = find(strcmp(Xmatnames, names{j}));
if ~isempty(idx)
Xmat.(Xmatnames{idx}) = Xmat.(Xmatnames{idx}) + Xtmp.(names{j});
Xtmp = Xtmp.remove(names{j});
constrained{end+1} = Xmatnames{idx};
end
end
if ~isempty(Xtmp)
Xmat = [Xmat Xtmp];
end
end
Yvec = dseries([Yvec.data; Y{i}.data], fd);
if isempty(lhssub{i})
lhssubvec = dseries([lhssubvec.data; zeros(size(Y{i}.data, 1), 1)], fd);
else
lhssubvec = dseries([lhssubvec.data; lhssub{i}.data], fd);
end
end
assert(size(Yvec, 1) == size(Xmat, 1));
assert(size(Yvec, 1) == size(lhssubvec, 1));
end
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