Name

subper — restrict a ts to a subperiod

CALLING SEQUENCE

tsout=subper(tsin,arg1,[arg2])

PARAMETERS

Input

• tsin = a timeseries

• arg1= either a (1 x 2) vector of dates strings or a dates strings, representing the begining of the subperiod

• arg2= (if arg1 was a dates string), a dates string, representing the end of the subperiod

Output

• tsout = the timeseries over the subperiod

DESCRIPTION

Restricts a timeseries to a subperiod.

EXAMPLE

load(GROCERDIR+'data/bdhenderic.dat') // load Hendry and Ericsson database
y = subper(lm1,'1970q1','1979q4') // take lm1 over the 70's
 
               

AUTHOR

Eric Dubois 2002