Grocer Function
NAME
explouniv - explosion of a sequence of variables
CALLING SEQUENCE
[y,namey,x,namexos,prests,boundsvarb]=explouniv(namey0,lx)
PARAMETERS
Input
-
namey0 = a time series, a real (nx1) vector or a
string equal to the name of a time series or a (nx1) real vector between quotes
-
lx =
- a list of variables, each element could be a timeseries, a real vector, a real matrix or a string (the name of a variable with one of the types cited above, between quotes)
- a matrix of strings, each one being the name of a variable
- the string 'cte' if the user wants a constant to be included automatically
-
defname = default name of variables
-
boundsvar = a (2x1) string matrix (of dates) equal to the maximum period over which to take the series (optional)
-
y = a (nobsx1) vector used when the only variable in l is 'cte' or 'const'
Output
-
y = a (Tx1) real vector or a ts
-
namey = a string
-
x = a (T x k) real matrix
-
namexos = a (1 x k) string vector
-
prests = a boolean indicating whether there is a ts in x
-
boundsvarb = a (2 x 1) string matrix (of dates)
DESCRIPTION
From a list of series retrieves their names or give them names if they don't have (when an element is not string), store the values of these series in a matrix, and, if necessary, update the admissible estimation bounds
EXAMPLE
[y,namey,x,namexos,prests,boundsvarb]=explouniv('delts(lm1)',list('delts(ly)','delts(lp)','const'))
Provides:
boundsvarb =
!1963q2 !
!             !
!1989q2 !
prests =
T
namexos =
!delts(ly) !
!     !
!delts(lp) !
!     !
!const !
x =
! 0.0390034 0.0047424 1. !
! 0.0030870 0.0080163 1. !
! 0.0209885 0.0138010 1. !
! 0.0157089 0.0007787 1. !
! 0.0137243 0.0135667 1. !
! - 0.0008068 0.0116560 1. !
! 0.0229969 0.0083836 1. !
! - 0.0128250 0.0142634 1. !
! 0.0068007 0.0083169 1. !
! 0.0098162 0.0112869 1. !
! 0.0112467 0.0060656 1. !
! 0.0022278 0.0101358 1. !
! 0.0016613 0.0131184 1. !
! 0.0061426 0.0104237 1. !
! - 0.0007133 0.0085061 1. !
! 0.0258513 - 0.0013986 1. !
! 0.0005722 0.0128876 1. !
! 0.0090065 0.0024707 1. !
! - 0.0002298 0.0074279 1. !
! 0.0392895 0.0175068 1. !
! - 0.0156918 0.0192279 1. !
! 0.0248690 0.0123366 1. !
! 0.0084429 0.0134938 1. !
! - 0.0106325 0.0116452 1. !
! 0.0074253 0.0079896 1. !
...
namey =
delts(lm1)
y =
! 0.0219412 !
! 0.0050507 !
! 0.0304794 !
...
AUTHOR
Eric Dubois 2004