Grocer Function
NAME
res2ts - result vector object to timeseries
CALLING SEQUENCE
[tsout]=res2ts(res,nameobject)
PARAMETERS
Input
-
res = a results tlist
-
nameobject = the name of a tlist field that can be transformed into ts ('y','resid' or 'yhat')
Output
-
tsout = the corresponding timeseries
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