Grocer Function
NAME
explox - explosion of a sequence of variables
CALLING SEQUENCE
[x,namexos,boundsvar,prests]=explox(l,defname,boundsvar,y)
PARAMETERS
Input
-
l = either
- 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 grocer_l is 'cte' or 'const'
Output
-
x = a (T x k) real matrix
-
namexos = a (1 x k) string vector
-
b = a (2 x 1) string matrix (of dates)
-
prests = a boolean indicating whether there is a ts in x
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
1)[x,namexos,boundsvarb]=explox(lx,'exogenous',boundsvarb) (taken from ols)
2)[y,namey,boundsvar,prests]=explox(endo,'endogenous') (taken from var)
AUTHOR
Eric Dubois 2002