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Grocer >> Time series > extrap

extrap

extrapolate a ts by another ts

CALLING SEQUENCE

tsout=extrap(arg1,...argn)

PARAMETERS

Input

* argi = a time series

 

Output

* tsout = a time series

DESCRIPTION

Extrapolates the first time series by the growth rate of the following ones over the future of each preceding time series. Can probably be made more efficient.

EXAMPLE

x=reshape(1:11,'10a');
y=reshape(exp([0:0.01:0.09]),'19a');
z=reshape(exp([0:0.01:0.34]),'1a');
a = extrap(x,y)
// a is a ts defined over the time span '10a'-'28a', equal to x over the time span '10a'-'20a', y*value(x/y,'20a') over the time span '21a'-'28a'.
b= extrap(x,y,z)
// b is a ts defined over the time span '10a'-'35a', equal to x over the time span '10a'-'35a', y*value(x/y,'20a') over the time span '21a'-'28a', z*value(y/z,'25a')* value(x/y,'20a') over the time span '29a'-'35a'.
c= extrap(x,z)
// c is a ts defined over the time span '10a'-'35a', equal to x over the time span '10a'-'20a', y*value(x/y,'20a') over the time span '21a'-'35a'.

AUTHOR

Eric Dubois 2002

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