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explovars

explosion of a sequence of variables

CALLING SEQUENCE

[namexos,listts,vecy,indts,ndvec,indcte,nvar,listtsmat,indtsmat]=explovars(names,defname)

PARAMETERS

Input

* names = 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', 'const' or 'trend^p'

* defname = default name of variables

 

Output

* namexos = a (k x 1) string vector

* listts = a list of ts

* vecy = a (n x k) matrix of real values

* indts = a (k1 x 1) vector of integers that indicates the indexes of the ts in the original list

* indvec = a (k2 x 1) vector of integers that indicates the indexes of the real vectors in the original list

* indcte = a (k3 x 1) vector of integers that indicates the indexes of the terms 'cte' or 'const' in the original list

* nvar = # of variables in the list

* listtsmat = a list of tsmat

* indtsmat = a (k4 x 1) vector of integers that indicates the indexes of the tsmat in the original list

DESCRIPTION

From a list of series retrieve their names or give them names if they don't have (when an element is not string), store the ts in a list, store the values of the vectors and matrices in a unique matrix, store the index of the ts, the index of the vectors and the index of the 'cte' or 'const' string.

EXAMPLE

[namei,listtsi,grocer_veci,indtsi,indveci,indctei,ni,listtsmati,indtsmati]=explovars(grocer_li,grocer_named(grocer_i))
// Example taken from function explon. grocer_li is here the i-th list of variables. If it is a ts, then grocer_listtsy is the list containing this ts, grocer_y is empty, grocer_indtsy is equal to 1, grocer_indvecy is empty, grocer_indctey is empty. If it is a vector, then grocer_listtsy is empty, grocer_y is the corresponding vector, grocer_indtsy is empty, grocer_indvecy is equal to 1, grocer_indctey is empty and grocer_indctey is equal to 1. If it has been entered as 'cte', then grocer_listtsy, grocer_y, grocer_indtsy and grocer_indvecy are all empty and grocer_indctey is equal to 1.

AUTHOR

Eric Dubois 2005-2009

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