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explots

explosion of a list of ts

CALLING SEQUENCE

[x,boundsvarb]=explots(listts,searchna,mindat)

PARAMETERS

Input

* listts = a list of ts

* testna = a boolean indicating whether the program will test the existence of na's values in the matrices of values y and x

* 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

* x = a (T x k) real matrix

* boundsvarb = a (2 x 1) string matrix (of dates)

DESCRIPTION

From a list of ts find the greatest time span over which the series are simultaneously defined and non NA and store in a vector the corresponding values.

EXAMPLE

load(GROCERDIR+'/macros/grocer/db/bdhenderic.dat');
[x,boundsvarb]=explots(list(lm1,ly,lp,rnet))
// Determines the admissible bounds for a regression involving the variables m1,ly,lp, rnet of the database bdhenderic.dat: 1963q1 to 1989q2 and stores
// the values in the series on this period in matix x.

AUTHOR

Eric Dubois 2005-2009

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