Grocer Function

NAME

res2ts - result vector object to timeseries

CALLING SEQUENCE

[tsout]=res2ts(res,nameobject)

PARAMETERS

Input

Output

DESCRIPTION

Transforms into a timeseries a vector object in a results tlist according to the bounds saved in the tlist.

EXAMPLE

1) load('SCI/macros/grocer/db/bdhenderic.dat') ;bounds('1964q3','1989q2'); rols=ols('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet','lagts(1,lm1-lp-ly)','cte') ; he_yhat=res2ts(rols,'yhat')
2) rols_resid=res2ts(rols,'resid')

In example 1, the yhat from Hendry and Ericsson's estimate is transformed into the corresponding ts
Example 2 is taken from function cadf

AUTHOR

Eric Dubois 2003