Grocer Function
NAME
contrib_logq2gra - contributions to an annual growth rate
CALLING SEQUENCE
[list_contrib_a_unb,list_contrib_a_bal,list_conttrim,mainf_l]=contrib_logq2gra(namey,arg1,...,argn)
PARAMETERS
Input
-
namey = a string represnting the name of a ts
arg1,...,argn =
- a ts
- a matrix
- a string representing the name of a ts or a vector
- a list of such objects
- the string 'prefix=xxxx' where xxxx is the prefix added to the name of the variables to produce the new variables
(optional: if not given, the names are given by the user through the output)
Output
-
list_cont = list of the balanced yearly contributions
-
list_conttrim = list of the quarterly contributions
-
grocer_mainf = the matrix of infinite moving averages
DESCRIPTION
Calculates contributions of exogenous variables to the annual growth rate of an endogenous variable when the econometric equation is estimated on the logarithm of the quarterly observations of the variable.
EXAMPLE
See contrib_d()
AUTHOR
Eric Dubois 2004