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Grocer >> General Functions for estimation > explone

explone

explosion of one sequence of variables

CALLING SEQUENCE

[y,namey,prests,b,nonna]=explone(ly,b,named,testna,dropna,mindat)

PARAMETERS

Input

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

Output

* 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

DESCRIPTION

From a list of variables, which can be in various formats (matrices, vectors, ts,... strings representing such objects, lists of such objects), defines the corresponding matrix that will be used in an estimation process, the names that will be used for the display of results, and, if necessary, the bounds over which the estimation will be performed: this is a function useful mainly to develop new econometric functions. This is a particular case of a the more general function explon.

EXAMPLE

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  !

AUTHOR

Eric Dubois 2006-2009

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