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explouniv

explosion of a sequence of variables

CALLING SEQUENCE

[y,namey,x,namexos,prests,boundsvarb,nonna]=explouniv(namey0,lx,b,defname,testna,dropna,mindat)

PARAMETERS

Input

* namey0 = a time series, a real (nx1) vector or a string equal to the name of a time series or a (nx1) real vector between quotes

* lx =  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' if the user wants a constant to be included automatically

* boundsvar = a (2x1) string matrix (of dates) equal to the maximum period over which to take the series (optional)

* defname = a (2x1) string matrix for the default name of each type of variables

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

* dropna = a boolean indicating whether the program will drop na values from the variables (assumes that listna 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 (Tx1) real vector or a ts

* namey = a string

* x = a (T x k) real matrix

* namexos = a (1 x k) string vector

* prests = a boolean indicating whether there is a ts in x

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

* nonna = a (T x 1) vector indicating the indexes of non NA observations

DESCRIPTION

From a series -that can be supposed to be an endogenous variable- and a list of series -that can be supposed to be exogenous variables- retrieves their names or give them names if they don't have (when an element is not string), store the values of these series in a vector and a matrix, and, if necessary, update the admissible estimation bounds

EXAMPLE

[y,namey,x,namexos,prests,boundsvarb]=explouniv('delts(lm1)',list('delts(ly)','delts(lp)','const'))
// Provides:
//
// boundsvarb  =
// 63q2  !
// !                    !
// !1989q2  !
//
//  prests  =
//   T
//
//  namexos  =
// !delts(ly)  !
// !               !
// !delts(lp)  !
// !               !
// !const      !
//
//  x  =
// !   0.0390034    0.0047424    1. !
// !   0.0030870    0.0080163    1. !
// !   0.0209885    0.0138010    1. !
// !   0.0157089    0.0007787    1. !
// !   0.0137243    0.0135667    1. !
// ! - 0.0008068    0.0116560    1. !
// !   0.0229969    0.0083836    1. !
// ! - 0.0128250    0.0142634    1. !
// !   0.0068007    0.0083169    1. !
// !   0.0098162    0.0112869    1. !
// !   0.0112467    0.0060656    1. !
// !   0.0022278    0.0101358    1. !
// !   0.0016613    0.0131184    1. !
// !   0.0061426    0.0104237    1. !
// ! - 0.0007133    0.0085061    1. !
// !   0.0258513  - 0.0013986    1. !
// !   0.0005722    0.0128876    1. !
// !   0.0090065    0.0024707    1. !
// ! - 0.0002298    0.0074279    1. !
// !   0.0392895    0.0175068    1. !
// ! - 0.0156918    0.0192279    1. !
// !   0.0248690    0.0123366    1. !
// !   0.0084429    0.0134938    1. !
// ! - 0.0106325    0.0116452    1. !
// !   0.0074253    0.0079896    1. !
...
//  namey  =
// delts(lm1)
//
//  y  =
// !   0.0219412 !
// !   0.0050507 !
// !   0.0304794 !
...

AUTHOR

Eric Dubois 2004

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