Grocer Function

NAME

extrap - extrapolate a ts by another ts

CALLING SEQUENCE

tsout=extrap(arg1,...argn)

PARAMETERS

Input

Output

DESCRIPTION

Extrapolates the first time series by the growth rate of the following ones over the future of each preceding time series. Can probably be made more efficient.

EXAMPLE

if x is a ts defined over the time span '10a'-'20a', y a ts defined over the time span '19a-28a' and z a ts defined over the time span '1a'-'35a':
1) a = overlay(x,y)
2) b= overlay(x,y,z)
3) c= overaly(x,z)

a is a ts defined over the time span '10a'-'28a', equal to x over the time span '10a'-'20a', y*value(x/y,'20a') over the time span '21a'-'28a'.
b is a ts defined over the time span '10a'-'35a', equal to x over the time span '10a'-'35a', y*value(x/y,'20a') over the time span '21a'-'28a', z*value(y/z,'25a')* value(x/y,'20a') over the time span '29a'-'35a'.
c is a ts defined over the time span '10a'-'35a', equal to x over the time span '10a'-'20a', y*value(x/y,'20a') over the time span '21a'-'35a'.

AUTHOR

Eric Dubois 2002