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Grocer >> Time series > def_basets

def_basets

creation of the frequencies data base

CALLING SEQUENCE

def_basets(basefqnum,basefqlit)

PARAMETERS

Input

* basefqnum = a (nr x nc) matrix of frequencies

  --> if nc == 1 then all frequencies are at most annual (monthly, quarterly, ... as well as annual)

  --> if nc == 2 then frequencies can be less than annual; in that case each row has a 1 in the first or second cell

      - a 1 in the first cell means that the frequency is less than annual (decades, centuries,...) and the second cell is the frequency (10 for decades, 100 for centuries,...)

      - a 1 in the second cell means that the frequency is more than annual (monthly, quarterly, weekly, ... as well as annual) and the first cell is the frequency (12 for monthly, 4 for quarterly, ... 1 for annual)

* basefqlit = a string matrix associating a symbol to the daily and weekly ts, and then to each frequency in basefqnum

 

Output

* nothing: data are saved into the file SCI\macros\grocer\db\basets.dat

DESCRIPTION

Creates the data base of the frequencies and their literal representation.

EXAMPLE

def_basets([1 1 ; 2 1 ; 4 1 ; 12 1 ; 1 10 ],['da' ; 'w' ; 'a' ; 'h' ; 'q' ; 'm'  ; 'd'])
// Taken from function def0_basets. This is how the basic fequencies given with grocer can be built. There are 7 frequencies: , daily ("frequency" imposed : 365 1) weekly ("frequency" imposed: 52 1), annual (frequency 1), half-yearly (frequency 2, entered here as the couple 2 1), quarterly (frequency 4, entered here as the couple 4 1), monthly (frequency 12, entered here as the couple 12 1), decadly (frequency 1/10, entered here as the couple 1 10). The corresponding letters are 'da' 'w' 'a' 'h' 'q' 'm' and 'd' .

AUTHOR

Eric Dubois 2005-2007

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