explosion of one sequence of variables
[y,namey,prests,b,nonna]=explone(ly,b,named,testna,dropna,mindat)
ly = a real matrix, a string matrix or a list of variables, which can be:
- a matrix of names of variables
- 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' or 'const' if the user wants a constant to be included automatically
b = a (2*p x 1) string vector (of dates) (optional: if not given the function either takes the existing bounds or determines the bounds suitable to the given series)
named = a string representing the name that will be given to variables not entered between quotes
testna = a booelan indicating whether the program will test the existence of na's values in the matrices of values y
dropna = a boolean indicating whether the program should keep only lines of matrices y and x with non na values in both matrices (suppose that testna has been set to %f)
mindat =
- %t if the user wants to take the min and max dates over which any series exists
- %f if the user wants to take the time period over which all series exist
* y = a (T x k) matrix
* namey = a (ky x 1) string vector
* prests = a boolean indicating whether there is a ts in x
* b = a (2*p x 1) string matrix (of dates)
* nonna = a (T x 1) vector indicating the indexes of non NA observations
load(GROCERDIR+'/macros/grocer/db/bdhenderic.dat'); [y,namey,prests,b]=explone(list('lm1','lp',ly),['1964q1' ; '1988q4'],'endogenous') // results in (100 x 3) y matrix (not reported here) and the following results for the other variables: // // b = // !1964q1 ! // ! ! // !1988q4 ! // prests = // T // // namey = // !lm1 ! // ! ! // !lp ! // ! ! // !endogenous ! | ![]() | ![]() |