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(GROCERDIR+'/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