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tsmat_extrap

exatrpolates series in a tsmat

CALLING SEQUENCE

tsmat2=tsmat_extrap(tsmat,arg1,...,argn)

PARAMETERS

Input

* tsmat = a tsmat

* arg1,...,argn = N sequences variable,bounds,type_extrap,vari_extrap with:

   - variable = a string, the names of a variable in the tsmat that will be extrapolated

   - bounds = the bounds over which the extrapolation is made

   - type_extrap = a string, the way the extrapolation will be made

       * 'level' if it is done by entering its values in vari_extrap;

       * 'growthr rate' if it is done by applying the growth rate given in vari_extrap to the previous value;

       * 'delta rate' if it is done by adding the value(s) given in vari_extrap to the previous one;

       * 'av growth rate' is like 'growth rate' but with the average growth rate calculated on the last vari_extrap periods;

       * 'series' together with the name of a series vari_extrap existing in the tsmat applies to the extrapolated series the growth rates of the reference series, over the chosen time bounds.

   - vari_extrap = a string, a scalar or a vector of the size of the bounds, providing the name of the variables or the svalue(s) or used for extrapolation

Output

* tsmat2 = the original tsmat with the given variables extrapolated

DESCRIPTION

Extrapolates variables of a tsmat.

EXAMPLE

global GROCERDIR;
// load the database small_db:
load(GROCERDIR+'\data\small_db.dat')
// extrapolate variables demmon with a 1% growth rate, time with a 1 increment and trim1
// (first quarter), with the values [1;0;0;0] over period ['2007q1';'2007q4']:
small_ext=tsmat_extrap(small_db,'demmon',['2007q1';'2007q4'],'growth rate',0.01,...
'time',['2007q1';'2007q4'],'delta rate',1,...
'trim1',['2007q1';'2007q4'],'level',[1;0;0;0],...
'petfx',['2007q1';'2007q4'],'av growth rate',8,...
'petfm',['2007q1';'2007q4'],'series','petfx');
// note here that the values of one variable can be exatrapolated by the values of an extrapolated variable
// provided that variable used for extrapolation has itself been put before the one to extrapolate
// check that the new values have been taken into account in the new database and that
// this is not the case for variable trim2:
prt_tsmat('level',['2006q1';'2007q4'],list('small_ext'),['demmon';'time';'trim1';'petfx';'petfm';'trim2'])

AUTHOR

Éric Dubois 2019

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