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Grocer >> General Functions for estimation > res2ts

res2ts

result vector object to timeseries

CALLING SEQUENCE

[tsout]=res2ts(res,nameobject)

PARAMETERS

Input

* res = a results tlist

* nameobject = the name of a tlist field that can be transformed into ts ('y','resid' or 'yhat')

 

Output

* tsout = the corresponding timeseries

DESCRIPTION

Transforms into a timeseries a vector object in a results tlist according to the bounds saved in the tlist.

EXAMPLE

load(GROCERDIR+'/macros/grocer/db/bdhenderic.dat') ;bounds('1964q3','1989q2');
rols=ols('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet','lagts(1,lm1-lp-ly)','cte') ;
he_yhat=res2ts(rols,'yhat');
// yhat from Hendry and Ericsson's estimate is transformed into the corresponding ts
 
rols_resid=res2ts(rols,'resid')
// Example taken from function cadf

AUTHOR

Eric Dubois 2003

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