manual de iris
TRANSCRIPT
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I R I S T o o l b o x
R e f e r e n c e M a n u a l
V e r s i o n #213523
R u n s i n M a t l a b
©
R 2 0 1 0 a o r l a t e r
b y
J a r o m í r B e n e ²
2 3 M a y 2 0 1 3
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s s o o l o n w n l
g o © P H H U ! P H I Q t o m í f n ² F
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P r e f a c e
s s w l
®
o o l o o m o o n o m m o l l n F s D o n E o o
n f h l n m F n o n o s s n n w l P H I H o l F
Q
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C o n t e n t s
P a r t I I R I S s e s s i o n s 7
1 I n s t a l l i n g I R I S 8
2 S t a r t i n g , q u i t t i n g , a n d c o n g u r i n g I R I S 1 0
3 G e t t i n g o n - l i n e h e l p 2 0
P a r t I I M o d e l l i n g 2 2
4 M o d e l l e l a n g u a g e 2 3
5 M o d e l o b j e c t s a n d f u n c t i o n s 6 6
6 S i m u l a t i o n p l a n s 1 5 2
7 S y s t e m p r i o r s 1 6 4
8 P o s t e r i o r o b j e c t s a n d f u n c t i o n s 1 6 9
9 P r o b a b i l i t y d i s t r i b u t i o n p a c k a g e 1 7 6
1 0 S t e a d y - s t a t e l e l a n g u a g e 1 8 2
1 1 S t e a d y - s t a t e o b j e c t s a n d f u n c t i o n s 1 8 7
1 2 M a t r i c e s w i t h n a m e d r o w s a n d c o l u m n s 1 9 0
P a r t I I I M u l t i v a r i a t e t i m e s e r i e s a n a l y s i s 1 9 5
1 3 V e c t o r a u t o r e g r e s s i o n s : V A R o b j e c t s a n d f u n c t i o n s 1 9 6
1 4 S t r u c t u r a l v e c t o r a u t o r e g r e s s i o n s : S V A R o b j e c t s a n d f u n c t i o n s 2 3 1
R
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1 5 B a y e s i a n V A R p r i o r d u m m i e s : B V A R p a c k a g e 2 4 1
1 6 F a c t o r - a u g m e n t e d v e c t o r a u t o r e g r e s s i o n s : F A V A R o b j e c t s a n d f u n c t i o n s 2 4 6
P a r t I V T i m e s e r i e s a n d d a t a b a s e m a n a g e m e n t 2 5 6
1 7 D a t e s a n d d a t e r a n g e s 2 5 7
1 8 T i m e s e r i e s o b j e c t s a n d f u n c t i o n s 2 8 0
1 9 B a s i c d a t a b a s e m a n a g e m e n t 3 4 9
P a r t V R e p o r t i n g a n d p u b l i s h i n g 3 7 5
2 0 R e p o r t f u n c t i o n s 3 7 6
2 1 Q u i c k - r e p o r t l e l a n g u a g e 4 1 5
2 2 Q u i c k - r e p o r t f u n c t i o n s 4 2 1
2 3 G r a p h i c s f u n c t i o n s 4 2 6
S
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P r e f a c e
s s w l
®
o o l o o m o o n o m m o l l n F s D o n E o o
n f h l n m F n o n o s s n n w l P H I H o l F
T
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P a r t I
I R I S s e s s i o n s
U
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s n l l n s s
1 I n s t a l l i n g I R I S
R e q u i r e m e n t s
w l P H H W o l F
O p t i o n a l c o m p o n e n t s
O p t i m i z a t i o n T o o l b o x
y m z o n o o l o n o o m o n o n E l n m o l D n o n
m o n F
L a T e X
v n m o o h p o n s s F o m m n w u D
l l o m www.miktex.orgF
C o m p o n e n t s n o t n e e d e d
o m o m o n n n n n o n l o n F
X 1 2 - A R I M A
g o o F F g n f D I P E e s w e o m n o n o o n D n E
s s F o o n 9 n o o n n o l o F
S y m b o l i c M a t h T o o l b o x
s s n o o n m o l G o m ' n o D o o o n o n o
m o l w o o l o n l l o l o o m l o n o n F
I n s t a l l i n g I R I S
S t e p 1
h o n l o l s s z D IRIS_Tbx_#_YYYYMMDD.zipD o m www.iris-toolbox.comD n
n m o l o o n o n o k F
S t e p 2
n z n o o l o n o D F F C:\IRIS_TbxF l l l l o
s s o o o l F
V
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s n l l n s s
s n l l n s s o n n o k m o m m n o o l m D l l o n w n o
m Y k o help changeNotification n w l F
S t e p 3
e n l l n n o n o s s D o m m n o m o l l o l o n o s s
o m w l D n w l F
G e t t i n g s t a r t e d
i m o n o o k n s s D n o l l o n l n
>> addpath C:\IRIS_Tbx; irisstartup
C:\IRIS_Tbx n o D o o l D l o s s o o o l o n n
P o F
e l n l D o n s s o o o l m n n l o n w l @ n
m n p l E A D n o n l n irisstartup o m m n n n n o s s
o n F
l o o n o n n n n s s P 1 0 F
S y n t a x h i g h l i g h t i n g
o n m o l ( l @ F F ( l m o l o n D l D m A
n E l F n l n m o n o m o l l o ( l F s l
o n n m o l D n o o n m k m o k l F
e n n m o n o n o n o o m o l ( l @ ’mod’D ’model’D F A o
w l o F y n m n p l E n D n l k o n i o G h E v n
@ m k w l 9 l o v n A F e o n n p l
n o n n l o o n n m o n n o n o F E o F
s s m o l ( l l l n l o m m o m n o n F
W
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n D n D n o n ( n s s
2 S t a r t i n g , q u i t t i n g , a n d c o n g u r i n g I R I S
o n o o n n s s o n D n o o o m o m o
s s o n ( o n o o n F
m o o m m o n o n n s s o n @ o n l l s s ( l o n o
k A o n o l l o n l n n w l o m m n n o X
addpath C:\IRIS_Tbx; irisstartup();
( o m m n D addpathD s s o o o l o w l F o n
o m m n D irisstartupD n l s s n o n s s o l D l D n
n n l k o n F x o o l D l n k o
o l F
S t a r t i n g a n d q u i t t i n g I R I S
irisstartup P 1 6
E n s s o n F
irisfinishP 1 1
E g l o n s s o n F
iriscleanup P 1 1
E m o s s o m w l n l n F
G e t t i n g i n f o r m a t i o n a b o u t I R I S
irisget P 1 2
E n s s o n ( o o n F
irisroot P 1 4
E g n s s o o o l F
irisrequiredP 1 3
E o o n l l o n o s s l o o m l
m n m m F
irisversion P 1 8
E g n s s o n F
C h a n g e s i n c o n g u r a t i o n
irisset P 1 5
E g n o n ( l s s o o n F
irisreset P 1 4
E s s o n ( o n o o n o E l F
irisuserconfig P 1 7 E o n ( o n ( l l l s s E F
I H
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n D n D n o n ( n s s X irisfinish
G e t t i n g o n - l i n e h e l p o n c o n g u r a t i o n f u n c t i o n s
help config
help function_name
i r i s c l e a n u p
R e m o v e I R I S f r o m M a t l a b a n d c l e a n u p
S y n t a x
iriscleanup
D e s c r i p t i o n
m o s s o l D n l n o o o l D o m o w l D n
l n l n o m o k n n o n F e o m l
l o o l m o o m F
i r i s n i s h
C l o s e t h e c u r r e n t I R I S s e s s i o n
S y n t a x
irisfinish
irisfinish -shutup
D e s c r i p t i o n
n o n m o l l s s o l o m m o w l D n l
n l n o m o k n n o n F e o m l l o
I I
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n D n D n o n ( n s s X irisget
o l m o o m n l o l l o o n -shutupF x o s s o o
o l o n m n n w l F
E x a m p l e
i r i s g e t
Q u e r y c u r r e n t I R I S c o n g o p t i o n s
S y n t a x
Value = irisget(Option)
S = irisget()
I n p u t a r g u m e n t s
Option E x m o s s o n ( o n o o n F
O u t p u t a r g u m e n t s
Value F F F E g n l o o n ( o n o o n F
S E l l o n ( o n o o n n n l F
D e s c r i p t i o n
o n n o m o ( l o o n l n irisset P 1 5
D l o l l o n n o n E m o ( l
o n @ n n o n A X
’userConfigPath=’ E o o n ( o n ( l l l l
irisstartup P 1 6
F
’irisRoot=’ E n s s o o o F
’version=’ E n s s o n n F
n l l o n n m n D irisget n o n n l l o o n
n n l F
I P
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n D n D n o n ( n s s X irisrequired
E x a m p l e
irisget(’dateformat’)
ans =
YFP
g = irisget();
g.dateformat
ans =
YFP
i r i s r e q u i r e d
T h r o w e r r o r i f t h e i n s t a l l e d v e r s i o n o f I R I S f a i l s t o c o m p l y w i t h t h e r e q u i r e d m i n -
i m u m
S y n t a x
irisrequired(V)
I n p u t a r g u m e n t s
V E n n o l l o n o s s F
D e s c r i p t i o n
s o n o s s n o n o m o n o o m l m n m m m n vD
n o o n F
E x a m p l e
e l l o l l l X
I Q
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n D n D n o n ( n s s X irisroot
irisrequired(2111222);
irisrequired(’2111222’);
irisrequired 2111222;
i r i s r e s e t
R e s e t I R I S c o n g u r a t i o n o p t i o n s t o s t a r t - u p v a l u e s
S y n t a x
irisreset
D e s c r i p t i o n
irisreset n o n l l o n ( o n o o n o l o l D o o o
n irisuserconfig.m ( l @ o n A F
i r i s r o o t
C u r r e n t I R I S r o o t f o l d e r
S y n t a x
irisroot
X = irisroot()
O u t p u t a r g u m e n t s
X E o s s o o o l F
D e s c r i p t i o n
irisroot n o n l n o o l l o n l l o irisget P 1 2
I R
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n D n D n o n ( n s s X irisset
irisget(’irisroot’)
i r i s s e t
C h a n g e c o n g u r a b l e I R I S o p t i o n s
S y n t a x
irisset(Option,Value)
irisset(Option,Value,Option,Value,...)
I n p u t a r g u m e n t s
Option E x m o s s o n ( o n o o n l l m o ( F
Value F F F E x l l l n o o o n F
M o d i a b l e I R I S c o n g u r a t i o n o p t i o n s
D a t e s a n d f o r m a t s
’dateFormat=’ | p 9 E h o m o l n o m m n n o D
g D n o F x o l o m o o n o l l
’plotdateformat=’ o o n F l p 9 m n D n l D n
o l F l o l o n dat2strP 2 6 3
o m o o m n l F
’dateformat=’ o o n l o o n n m n s s n o n n l n D n n
o o ’irisset=’ n F
’freqLetters=’ | r f w 9 E p l o n ( o l n
o s s X l D l E l D l D E m o n l D n m o n l D 9 n
P H I H I 9 n o n F
’months=’ l l | { t n 9 D F F F D h m 9 } E l n n n n m o
l m o n F o o n n n o n o l l i n l
n m o l o l l n F F
’plotDateFormat=’ | X 9 E h o m o l n n l n
n o F l X 9 D ' n o m ’dateformat=’ o o n F
I S
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n D n D n o n ( n s s X irisstartup
’tseriesFormat=’ | m E p o m n o l n m o n
n F l o n w l sprintf n o n o o o o m n F s m
l o m o num2str n o n F
tseriesMaxWSpace=’ n m |
5 E w m m n m o n n
n l o l m n o m l o j o n n F
’standinMonth=’ ( 9 | l 9 | n m E o o n ( m o n l l
o n l o E n o @ A n m o n E l n o m
n ’dateformat=’F
E x t e r n a l t o o l s u s e d b y I R I S
’pdflatexPath=’ E v o o n o pdflatex.exe o m F o m l l
o o m l o n l m E ( l F f l D s s m o l o pdflatex.exe
n n n 9 kpsewhichD n which o n n l o m F
’epstopdfPath=’ E v o o n o epstopdf.exe o m F o m l l o
o n i ( l o h p n o F
O t h e r o p t i o n s
’extensions=’ l l | { m o l 9 D 9 9 D 9 } E v o n o n o m l l o E
w l o F n o o o n s s m o l
( l
P 2 3
D E ( l
P 1 8 2
D n k E o
P 4 2 1
( l n E l F
D e s c r i p t i o n
E x a m p l e
i r i s s t a r t u p
S t a r t a n I R I S s e s s i o n
S y n t a x
irisstartup
irisstartup -shutup
I T
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n D n D n o n ( n s s X irisuserconfig
D e s c r i p t i o n
o m m n o k s s o o o o n m n n w l F i
m o o o k n s s D o n irisstartup o m o m m n l n F e
n o o n D o n n irisfinish P 1 1
o m o s s o l o m m o
w l D n o l n l n o m o k n n o n F
irisstartup P 1 6 o m o l l o n X
e n s s o o m o w l F
m o n n s s o l @ F F o o o l n l l o n A o m w l
F
s s o n ( o n o o n o l D l o o n o G v l D
n l l irisuserconfig P 1 7
o m o o n ( o n o o n F
e o l s s n o n w l i o F s n o n o
o D w l m E o o o n o k ' F
n n n o o m o n n n l irisstartup l l -shutup
n m n F
i r i s u s e r c o n g
U s e r c o n g u r a t i o n l e c a l l e d a t t h e I R I S s t a r t - u p
S y n t a x
function c = irisuserconfig(c)
c.option = value;
c.option = value;
...
end
D e s c r i p t i o n
o n o o n o n ( o n ( l o m o n l s s o o n o o o o n
s s E F ( l m irisuserconfig.m o n w l F
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n D n D n o n ( n s s X irisversion
irisuserconfig.m ( l m n m E ( l n o n k n o n n m n @
o n A D n n n o n o m n @ E m o ( n A Y
irisset P 1 5
o l o o o n o n n F s n o n D o n l o o o n
n o o n D l l n l o l o irisset P 1 5
n irisget P 1 2
F
E x a m p l e
s o n n m o m o n o l n p n n D o l l o n m E ( l n
n o l o n w l X
function c = irisuserconfig(c)
c.months = { ...
’Tammikuu’,’Helmikuu’,’Maaliskuu’, ...
’Huhtikuu’,’Toukokuu’,’Kesakuu’, ...
’Heinakuu’,’Elokuu’,’Syyskuu’, ...
’Lokakuu’,’Marraskuu’,’Joulukuu’};end
m o ( o n l l k ' o n n irisstartup P 1 6 F o l l n
) n n p n n X
x = tseries(mm(29,1):mm(29,6),@rand);
plot(x,’dateformat’,’MmmmYY’);
i r i s v e r s i o n
C u r r e n t I R I S v e r s i o n
S y n t a x
irisversion
X = irisversion()
O u t p u t a r g u m e n t s
X E n n n l n l l s s o n F
I V
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n D n D n o n ( n s s X irisversion
D e s c r i p t i o n
o n n o n o n o n n m D o l l o o n o n
@ m m A F
irisversion n o n l n o o l l o n l l o l l n irisget(’version’)F
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q n o n E l n l
3 G e t t i n g o n - l i n e h e l p
help o idoc o l o n s s n o n X
help l l o n o m m n n o D
idoc l l o n n r w v o n o F
o l l o n l o l l X
help dates
help dates/function_name
help dbase
help dbase/function_name
help modellang
help modellang/keywordhelp model
help model/function_name
help plan
help plan/function_name
help poster
help poster/function_name
help logdist
help logdist/function-name
help sstatelang
help sstatelang/keyword
help sstate
help sstate/function_name
help tseries
help tseries/function_name
help VAR
help VAR/function_name
help SVAR
help SVAR/function_name
help BVAR
help BVAR/function_name
help FAVAR
help FAVAR/function_name
help reporthelp report/function_name
help qreportlang
help qreportlang/keyword
P H
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q n o n E l n l
help qreport
help qreport/keyword
help grfun
help grfun/function_name
o n idoc n o help n o l F
P I
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P a r t I I
M o d e l l i n g
P P
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w o l ( l l n
4 M o d e l l e l a n g u a g e
w o l ( l l n o m o l ( l F m o l ( l l n ( l @ n
n ( l n m n n o n A m o l X o n D l D m D
F m o l ( l D o n o n D o n o o o m o l F o n
k o n o o m m o l D o n ( o l o m o l ( l n o w l n
model P 1 1 9
n o n F n o n m o l o j F n o o o n m E ( l
n w l n s s n o n o o m k m o l o j F
o l l k o @ o n o n A n l m o n o n c o
o m m n m l n w l c o o n n E n
o l l n c f D o n m o l ( l n E l n w l
o F n l n m o n o m o l l o ( l D n l n n
m o l m o k l F n o n
P 8
o m o l F
V a r i a b l e s , p a r a m e t e r s , s u b s t i t u t i o n s a n d f u n c t i o n s
!transition_variables P 5 2
E v o n o n l F
!transition_shocks P 5 1 E v o n o n o k F
!measurement_variables P 4 4
E v o m m n l F
!measurement_shocks P 4 3
E v o m m n o k F
!exogenous_variables P 3 1 E v o o n o l F
!parameters P 4 6
E v o m F
!autoexogeniseP 2 9
E h ( n o n o l G o k o n o o n m l o n
l n F
E q u a t i o n s
!transition_equationsP 5 0
E f l o k o n o n o n F
!measurement_equations P 4 2 E f l o k o m m n o n F
!dtrends P 3 0
E f l o k o m n n o n F
!linksP 4 0
E h ( n n m l n k F
P Q
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w o l ( l l n
L i n e a r i s e d a n d l o g - l i n e a r i s e d v a r i a b l e s
!log_variables P 4 1
E v o l o E l n l F
!allbutP 2 9
E s n l o l o E l n l F
<...> P 5 6 E l o n n l o E l l F
M o d e l p s e u d o f u n c t i o n s
o n o n o n o n l m o n o n F
min P 6 0 E h ( n l o n o n n m E o n n o m l o l m o l F
S p e c i a l o p e r a t o r s
!!P 2 8
E E o n o n o n F
!! P 2 7
E f n n n o l n n o n n l l F
!ttrend P 5 4
E v n m n n m n n o n F
{...} P 6 4 E v o l F
& P 5 5
E n o E l l o l F
=# P 5 6
E w k n o n o n o n E l n m l o n F
P r e p a r s e r p s e u d o f u n c t i o n s
o n o n o n o n l m o n o n F
diff P 5 7
E p ' n o n o n F
dotP 5 9
E q o o o o n o n F
difflog P 5 8
E p l o E ' n o n o n F
movavg P 6 1
E w o n o n o n F
movprod P 6 3 E w o n o o n o n F
movsum P 6 2
E w o n m o n o n F
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w o l ( l l n
P r e p a r s e r c o n t r o l c o m m a n d s
!substitutions P 4 7
E h ( n o n F
!importP 3 9
E s n l o n n o n o m o l ( l F
!export P 3 2 E g E o n ( l o o n k F
!if...!elseif...!else...!end P 3 7
E g o o l o k o o n n o n o n o n F
!switch...!case...!endP 4 8
E m o n l n o m o l o n n
o n l o n o n F
!for...!do...!end P 3 2
E p o l o o o o m o n o m o l o F
% P 5 4
E v n o m m n F
%{...%} P 5 4 E f l o k o m m n F
G e t t i n g o n - l i n e h e l p o n m o d e l l e l a n g u a g e
n n l o n m o l ( l l n D n m o k o n o m m n o
l m o n o n X
help modellang
help modellang/!keyword
help modellang/!command
help modellang/pseudofunction
M a t l a b f u n c t i o n s a n d u s e r f u n c t i o n s i n m o d e l l e s
o n n o l E n n o n @ w l n o n D n o n n o o l o o
o n o o m D n o o n A F s n o n D o n l o o o n n o n @ n
n m E ( l A l o n m E ( l o n w l o n n o F
s n o o n m E ( l n o n D o n l o @ o o n l l A l ( l l
o o m l o n o n n m o l n o l D n l o o n
l l n n o n o n l o n o n F p n o n n o o o
o n m l n !userdiff P ? ? o n n m o l ( l F
p m o D n o n l m o m l o l l o n m n F n k o
D n o n l l o n m n o n o o n o n 9 l
n m n F ( n m n n ’diff’ @ n n l l o
n o n o o n A F o n n m n n m o
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w o l ( l l n
o o o n m Y m n o n m n o m n (
o o n F
p o n n D o n o n k n m n D myfunc(x,y,z)F o l o l
o n n m l ' n o n D n o n m n o o l l o n
l l
myfunc(x,y,z,’diff’,1)
myfunc(x,y,z,’diff’,2)
myfunc(x,y,z,’diff’,3)
n ( o ( D o n D n n m n D l D l
myfunc(x,y,z,’diff’,[1,2])
n o n o ( n o n n m n F x o o n
o n l n o n o n o n n o n ( n n o m l o l o j D
m n
P 6 0
F
s n o l l l D l l m l l n m l l F
B a s i c r u l e s I R I S m o d e l l e s
n o o o n n s s m o l X n o n o n m l
n o n o n m o n D m m n o n l n k m o l o o l D
m n n o n n o o m m n o n D n
n m l n k n o l n k o m m o E l o o F
n o o l n o o o k n s s m o l X n o n
l n o k D n m m n l n o k F
i m o l m l o n n o n @ k n o n o A l n o n n o n
o n F
i l D o k D o m m l n o l o n o n F
l o n o n n o n o n n n n n o F
o n m n l o n o n o o n o n o m k n o
n o n m o l ( l Y l l o m n o m m o l n l o F
n o n l n o l n l n n o n o n F n o n l
n n o D o D l n m m n o n F
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w o l ( l l n X !!
w m n l n o k n n o n l o l F
n o n o k n n o o n m m n o n D n m m n o k n E
n o o n n o n o n F
i o n o l n o n l o n n @ m n n o n A D n m
l l n n o o m m n l k model/simulateD model/jforecastD
model/filterD model/estimateD F n o n n o F
o n o o n l n o n n l o E l n o n o n l n o n n
m m n l F o k l l n F i o n o l m l
n o o ' o n m m n l l n F
! !
B e g i n n i n g o f a l i a s i n g i n d e s c r i p t i o n s a n d l a b e l s
S y n t a x i n d e s c r i p t i o n s o f v a r i a b l e s , s h o c k s , a n d p a r a m e t e r s
’Description !! Alias’ Name
S y n t a x i n e q u a t i o n s l a b e l s
’Label !! Alias’ Equation;
D e s c r i p t i o n
n n o n o l D o k D n m D o n o n l l D o l
l m o n m k n l @ l m o n m k n o n l n A F l n
o D o m l D v o o l D o k D m D o
o n F l n o m m o l o n o n
n o n model/get P 1 0 0
F
E x a m p l e
!transition_variables
’Output gap !! $\hat y_t$‘ Y_GAP
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w o l ( l l n X !!
s n l n m o l o j D o n o l Y_GAP l l
Output gap
l l l l
$\hat y_t$.
! !
S t e a d y - s t a t e v e r s i o n o f a n e q u a t i o n
S y n t a x
Equation !! Steady_state_equation;
D e s c r i p t i o n
p o n o n o m m n o n D o n o E o n o F
E o n n o n sstate P 1 3 8
n o n F l n o
n n l l m l o m o n m o n D n l o n m l
o l o n m o l F
o l l m o n o n D !!D o E o n o o n c f
o o o m o l ( l n o n w l o D n n n l m o n
o n l m k n o o E o n F
E x a m p l e 1
o l l o n o n l l D o o D l o n l n o n m o l n
l m o l n l F
Lambda = Lambda{1}*(1+r)*beta !! r = 1/beta - 1;
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w o l ( l l n X !autoexogenise
E x a m p l e 2
log(A) = log(A{-1}) + epsilon_a !! A = 1;
! a l l b u t
I n v e r s e l i s t o f l o g - l i n e a r i s e d v a r i a b l e s
S y n t a x
!log_variables
!allbut
VARIABLE_NAME, VARIABLE_NAME,
VARIABLE_NAME, ...
D e s c r i p t i o n
l o n !log_variables P 4 1
F
! a u t o e x o g e n i s e
D e n i t i o n o f v a r i a b l e / s h o c k p a i r s f o r u s e i n a u t o e x o g e n i s e d s i m u l a t i o n p l a n s
S y n t a x
!autoexogenise
Variable_Name := Shock_Name; Variable_Name := Shock_Name;
Variable_Name := Shock_Name;
D e s c r i p t i o n
o n !autoexogenise ( n l G o k n o o m o n
o o n E n o n o m l o n l n P 1 5 2 n n o n autoexogenise P 1 5 3 F
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w o l ( l l n X !dtrends
E x a m p l e
! d t r e n d s
B l o c k o f d e t e r m i n i s t i c t r e n d e q u a t i o n s
S y n t a x f o r l i n e a r i s e d m e a s u r e m e n t v a r i a b l e s
!dtrends
Variable_Name += Expression;
Variable_Name += Expression;
Variable_Name += Expression;
...
S y n t a x f o r l o g - l i n e a r i s e d m e a s u r e m e n t v a r i a b l e s
!dtrends
log(Variable_Name) += Expression;
log(Variable_Name) += Expression;
log(Variable_Name) += Expression;
...
S y n t a x w i t h e q u a t i o n l a b e l s
!dtrends
’Equation label’ Variable_Name += Expression;
’Equation label’ LOG(Variable_Name) += Expression;
D e s c r i p t i o n
E x a m p l e
!dtrends
Infl += pi_;
Rate += rho_ + pi_;
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w o l ( l l n X !exogenous_variables
! e x o g e n o u s _ v a r i a b l e s
L i s t o f e x o g e n o u s v a r i a b l e s
S y n t a x
!exogenous_variables
Variable_Name, Variable_Name, ...
...
S y n t a x w i t h d e s c r i p t o r s
!exogenous_variables
Variable_Name, Variable_Name, ...
’Description of the variable...’ Variable_Name
S y n t a x w i t h s t e a d y - s t a t e v a l u e s
!exogenous_variables
Variable_Name, Variable_Name, ...Variable_Name = Value
D e s c r i p t i o n
!exogenous_variables k o n l o n l o k o o n o l D F F E
l n o n l n !dtrends P 3 0
o n F n m o l m E
o m m D m E o l o n D o l n k F o n m n l o n l o k o
n n o n o m o l ( l X l l o m n o n o m o l ( l
n F i l m l @ l o n A F
o n o o l @ n l o n n l o o l o D n n m
o l A Y l l o n D n l o m D m o l o j F o n l o n
E l o l n m o l ( l @ o l l o n n l n n m
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w o l ( l l n X !for...!do...!end
o l A Y D o D n n n o n n n
n E l m o o n n n l n m o l o j F
E x a m p l e
!exogenous_variables
X, ’Tax effects’ Y
’Population growth effects’ Z = + .5i;
! e x p o r t
C r e a t e a c a r r y - a r o u n d l e t o b e s a v e d o n t h e d i s k
S y n t a x
!export(FILENAME)
FILE_CONTENTS
!end
D e s c r i p t i o n
o n n l n m o l ( l o n n o ( l o n o n o o n o
m o l Y l m l o o n m E ( l n o n n m o l o n F
( l o ( l n n n m ( n !export k o
m o l o m o l n n o n model P 1 1 9
F o n n o o ( l
l o o n m o l o j F o n m n l l E n E ( l n n n
n o n export P 9 0
F
x o n o ( l n m o o FILENAME m D o o n n !export l o k
o n o o n n F
! f o r . . . ! d o . . . ! e n d
F o r l o o p f o r a u t o m a t e d c r e a t i o n o f m o d e l c o d e
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w o l ( l l n X !for...!do...!end
S h o r t - c u t s y n t a x
!for
List_of_Tokens
!doTemplate
!end
F u l l s y n t a x
!for
?Control_Name = List_of_Tokens
!do
Template
!end
D e s c r i p t i o n
9 3 o F F F 3 o F F F 3 n 9 o m m n o m l n l s s o m l l
m l l n n o m l n o l o o k n F l
o n l n o m l Y n o n D n n o l
l l o n o o n o l l n m l F n m o o n o l n m
o n m k D 9 c 9 D n n D o n n @ n o o l n k A (
n o n m k n l l n D 9 c 9 D 9 c 5 9 D 9 c x e w i 9 D F
o k n @ n A n l m o m m D l n k D o l n k n
m l m n o o n n n o o F s n o n D
l l o n o o n o l l n m l l n l o
n Y
l l o n n m l o ?.Control_Name l n l o
n o n o l o Y o o n x y l l o E n Y
l l o n n m l o ?:Control_Name l n l o
n o n o Y o o n x y l l o E n Y
l o o k n n o n w l o n F o n m n l o n
k D n m l n o n m o D o D o l l o n m
n G o n F
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w o l ( l l n X !for...!do...!end
E x a m p l e 1
s n m o l o ( l D n o n n m o ( n o n o o l k o l l o n
o n
dP = P/P{-1} - 1;
dW = W/W{-1} - 1;
dX = X/X{-1} - 1;
dY = Y/Y{-1} - 1;
o n 9 3 o F F F 3 o F F F 3 n 9 o l l o X
!for
P, W, X, Y
!dod? = ?/?{-1} - 1;
!end
E x a m p l e 2
o m l I D n n o o n m n l l o n
o n o o n o n o F 9 3 o F F F 3 o F F F 3 n 9 n o n o o n l
o o n o o D l o m k l l o l o l l F
!forP, W, X, Y
!do
!transition_variables
d?
!transition_equations
d? = ?/?{-1} - 1;
!end
n o o l l o n X
!transition_variables
dP
!transition_equations
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w o l ( l l n X !for...!do...!end
dP = P/P{-1} - 1;
!transition_variables
dW
!transition_equations
dW = W/W{-1} - 1;
!transition_variables
dX
!transition_equations
dX = X/X{-1} - 1;
!transition_variables
dY
!transition_equations
dY = Y/Y{-1} - 1;
y o l D o n o o n o n l o l n o n o l
o l F
E x a m p l e 3
s n m o l o ( l D n o n n m o o o n o l k o l l o n o n
X = rhox*X{-1} + ex;
Y = rhoy*Y{-1} + ey;
Z = rhoz*Z{-1} + ez;
o n 9 3 o F F F 3 o F F F 3 n 9 o l l o X
!for
? # = X , Y , Z
!do
?# = rho?.#*?{-1} + e?.#;
!end
E x a m p l e 4
o i m l Q D n o o l n m e I 9 D e P 9 D f I 9 D f P 9 D g I 9 D g P 9 D n n o
9 3 o F F F 3 o F F F 3 n 9 o n n o X
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w o l ( l l n X !for...!do...!end
!for
?letter = A, B, C
!do
!for
?number = 1, 2
!do
?letter?number = rho?.letter?number*?letter?number{-1}
+ e?.letter?number;
!end
!end
o o l l o n o n X
A1 = rhoa1*A1{-1} + ea1;
A2 = rhoa2*A2{-1} + ea2;
B1 = rhob1*B1{-1} + eb1;
B2 = rhob2*B2{-1} + eb2;
C1 = rhoc1*C1{-1} + ec1;
C2 = rhoc2*C2{-1} + ec2;
E x a m p l e 5
w l o n @ o l o n o o A o m l l o o k n F o l l o n l o k
o o
!for
1, 2, 3, 4, 5, 6, 7
!do
a? = a?{-1} + res_a?;
!end
n m l ( o l l o X
!for
[ 1 : 7 ]
!doa? = a?{-1} + res_a?;
!end
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w o l ( l l n X !if...!elseif...!else...!end
! i f . . . ! e l s e i f . . . ! e l s e . . . ! e n d
C h o o s e b l o c k o f c o d e d e p e n d i n g o n a c o n d i t i o n
S y n t a x w i t h e l s e a n d e l s e i f c l a u s e s
!if Condition1
Block1
!elseif Condition2
Block2
!elseif Condition3
...
!else
Block3
!end
S y n t a x w i t h a n e l s e c l a u s e o n l y
!if Condition1
Block1
!else
Block2
!end
S y n t a x w i t h o u t a n e l s e c l a u s e
!if Condition
Block1
!end
D e s c r i p t i o n
!if...!elseif...!else...!end o m m n o k m o n n w l
o m m n l n F
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w o l ( l l n X !if...!elseif...!else...!end
!if...!else...!end o m m n o n o o n o m o l o F
l o k o o n l n o D n o n o n o n
o n n !if o m m n n o n o n n !elseif o m m n n F
o n o n m w l o n l o o l F o n o n n o
m o l m D o o o ( l n l n n o o o n assign=9
n model P 1 1 9
n o n F
E x a m p l e 1
!if B < Inf
% This is a linearised sticky-price Phillips curve.
pi = A*pi{-1} + (1-A)*pi{1} + B*log(mu*rmc);
!else
% This is a flexible-price mark-up rule.
rmc = 1/mu;
!end
s o m B o s n n m n n n m o l ( l D n
) l E o D rmc = D n l l o n F o
l l o n n D o n o E m o l ( l B o n m o
n s n F s n m l D B n o D o o l D l m o l m F
E x a m p l e 2
!if exogenous == true
x = y ;!else
x = rho*x{-1} + epsilon;
!end
n n m o l ( l n D m D n l l ( l n m
exogenous n D n ’assign=’ o o n o n F x o o o n o
n o l exogenous m n m o l ( l F
P = struct();
P.exogenous = true;...
m = model(’my.model’,’assign=’,P);
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w o l ( l l n X !links
s n D m o l l l o n n ( o n D x = rho*x{-1} + epsilon; l l D
n o F o o o n D x = yD o n o E m o l ( l
exogenous o l X
P = struct();
P.exogenous = false;
...
m = model(’my.model’,’assign=’,P);
o n l o n n o n o n o l m n n m o l ( l Y o
n n
m = model(’my.model’,’exogenous=’,true);
! i m p o r t
I n c l u d e t h e c o n t e n t o f a n o t h e r m o d e l l e
S y n t a x
!import(FILENAME)
D e s c r i p t i o n
!import o m m n l o o n n o ( ( l FILENAMEF l l o o o l
m o l o n o l @ n ( l A n o o m o m o l F
E x a m p l e
!import(mesurement_equations.model)
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w o l ( l l n X !log_variables
! l i n k s
D e n e d y n a m i c l i n k s
S y n t a x
!links
Parameter_Name := Expression;
Variable_Name := Expression;
S y n t a x w i t h e q u a t i o n l a b e l s
!links
’Equation label’ Parameter_Name := Expression;
’Equation label’ Variable_Name := Expression;
D e s c r i p t i o n
n m l n k l l m @ o E l A o n v r o n o n o
o m o E l o n r F Expression n n o n n o l n
m n m D l n m D w l n o n n o n n D o o o n m E ( l n o n
o n Y m n o o n l o l F Expression m l o n l n m F
s 9 o n l o o l n l m n @ F F o A o E
l F
l n k o m l l n solve P 1 3 4 D sstate P 1 3 8 D n chksstate P 7 6 n o n D
n l o n o n n estimate P 8 2
n o n F n l o m n l l
l l n refresh P 1 2 4
F
l n k m n o n o l m o n n !dtrends P 3 0
o n l l m
n ’outoflik=’ o o n o estimate P 8 2
n o n F
E x a m p l e
!links
R := 1/beta;
alphak := 1 - alphan - alpham;
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w o l ( l l n X !log_variables
! l o g _ v a r i a b l e s
L i s t o f l o g - l i n e a r i s e d v a r i a b l e s
S y n t a x
!log_variables
VARIABLE_NAME, VARIABLE_NAME,
VARIABLE_NAME, ...
I n v e r t e d s y n t a x
!log_variables
!allbut
VARIABLE_NAME, VARIABLE_NAME,
VARIABLE_NAME, ...
S y n t a x w i t h r e g u l a r e x p r e s s i o n ( s )
!log_variables
VARIABLE_NAME, VARIABLE_NAME,
VARIABLE_NAME, ...
<REGEXP>, <REGEXP>, ...
D e s c r i p t i o n
v l l l o E l n n F y n l m m n o n o n l n l
l o E l F
s n n o n E l n m o l D l l l l n o n o l n E o F
s o o l o E l n o m o m n D m o n !log_variables l F o n l o
!allbut k o o n n n l X l l l l l l o E l n o
l F
o l o l o E l D o n l o l o n D n l o n o
n l k D < n >F e l l m m n n n o n l o n m m o n o
l o n l l l l o E l F l o l o n l o n n
w l o m n o n F
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w o l ( l l n X !measurement_equations
E x a m p l e 1
o l l o n l o k o o l l l YD CD ID n K o l l o E l D
n n l o E l n n m o l o l o n D l r n pie l l l n X
!transition_variables
Y, C, I, K, r, pie
!log_variables
Y, C, I, K
o n o m j o n
!transition_variables
Y, C, I, K, r, pie
!log_variables
!allbut
r, pie
E x a m p l e 2
n m l o D n o n l o n F
!transition_variables
Y, C, I, K, r, pie
!log_variables
<[A-Z]\w*>
l o n [A-Z]\w* l l l l o n m n E l F
r n D n l YD CD ID n K l l l l o E l F
! m e a s u r e m e n t _ e q u a t i o n s
B l o c k o f m e a s u r e m e n t e q u a t i o n s
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w o l ( l l n X !measurement_shocks
S y n t a x
!measurement_equations
Equation1;
Equation2;Equation3;
...
S y n t a x w i t h e q u a t i o n l a b e l s
!measurement_equations
Equation1;
’Equation label’ Equation2;
Equation3;
...
D e s c r i p t i o n
!measurement_equations k o n l o k o m m n o n Y o n
n o m l l l n n m m E o l o n F o n m n
o n l o k o n n o n o m o l ( l X l l o m n o n
o m o l ( l n F
o n l l o o n @ n n l o o l o D n o n A Y
l l o n D n l o m D m o l o j F
E x a m p l e
!measurement_equations
’Inflation observations’ Infl = 4*(P/P{-1} - 1);
! m e a s u r e m e n t _ s h o c k s
L i s t o f m e a s u r e m e n t s h o c k s
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w o l ( l l n X !measurement_variables
S y n t a x
!measurement_shocks
SHOCK_NAME, SHOCK_NAME, ...
...
S y n t a x w i t h d e s c r i p t o r s
!measurement_shocks
SHOCK_NAME, SHOCK_NAME, ...
’Description of the shock...’ SHOCK_NAME
D e s c r i p t i o n
!measurement_shocks k o n l o n l o k o m m n o k @ F F o k
o o o m m n o n A Y n m o o k m o m m D m E
o l o n D o l n k F o n m n l o n l o k o n n o n o
m o l ( l X l l o m n o n o m o l ( l n F i o k m
l @ l o n A F
o n o o o k @ n l o n n l o o l o D n n m o
o k A Y l l o n D n l o m D m o l o j F
E x a m p l e
!measurement_shocks
u1, ’Output measurement error’ u2
u3
! m e a s u r e m e n t _ v a r i a b l e s
L i s t o f m e a s u r e m e n t v a r i a b l e s
S y n t a x
!measurement_variables
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w o l ( l l n X !measurement_variables
Variable_Name, Variable_Name, ...
...
S y n t a x w i t h d e s c r i p t o r s
!measurement_variables
Variable_Name, Variable_Name, ...
’Description of the variable...’ Variable_Name
S y n t a x w i t h s t e a d y - s t a t e v a l u e s
!measurement_variables
Variable_Name, Variable_Name, ...
Variable_Name = Value
D e s c r i p t i o n
!measurement_variables k o n l o n l o k o m m n l
@ F F o l A Y n m o l m o m m D m E o l o n D o l n
k F o n m n l o n l o k o n n o n o m o l ( l X
l l o m n o n o m o l ( l n F i l m l @ l
o n A F
o n o o l @ n l o n n l o o l o D n n m
o l A Y l l o n D n l o m D m o l o j F o n l o n
E l o l n m o l ( l @ o l l o n n l n n m
o l A Y D o D n n n o n n n
n E l m o o n n n l n m o l o j F
p o n l l n n o n E l n m o l D o n l o o l n o
l o E l n l n n m n !log_variables P 4 1
o n F
E x a m p l e
!measurement_variables
pie, ’Real output’ Y
’Real exchange rate’ Z = 1 + 1.5i;
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w o l ( l l n X !parameters
! p a r a m e t e r s
L i s t o f p a r a m e t e r s
S y n t a x
!parameters
parameter_name, parameter_name, ...
...
S y n t a x w i t h d e s c r i p t o r s
!parameters
parameter_name, parameter_name, ...
’Description of the parameter...’ parameter_name
S y n t a x w i t h s t e a d y - s t a t e v a l u e s
!parameters
parameter_name, parameter_name, ...
parameter_name = value
D e s c r i p t i o n
!parameters k o n l o n l o k o m Y n m o m E
m o m m D m E o l o n D o l n k F o n m n l o n
l o k o n n o n o m o l ( l X l l o m n o n o
m o l ( l n F i m m l @ l o n A F
o n o o m @ n l o n n l o o l o D n n m
o m A Y l l o n D n l o m D m o l o j F o n l o
n m l n m o l ( l @ o l l o n n l n n m o
m A Y D o D n n n o n n n n
m l m o o n n n l n m o l o j F
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w o l ( l l n X !substitutions
E x a m p l e
!parameters
alpha, ’Discount factor’ beta
’Labour share’ gamma = .6
! s u b s t i t u t i o n s
D e n e t e x t s u b s t i t u t i o n s
S y n t a x
!substitutions
SUBSTITUTION_NAME := TEXT_STRING;
SUBSTITUTION_NAME := TEXT_STRING;
...
D e s c r i p t i o n
!substitutions l o k o n ( n o n F ( n o n o o n
m n n m o o n D o l l o o l o n E l n D :=D n n
n m E o l o n F m E o l o n n o o o n F
o n n n n o m o l o n D F F n n o n o n
P 5 0
D
m m n o n
P 4 2
D m n n o n
P 3 0
D n n m l n k
P 4 0
F i
o n o n m o o n n l o n o l l n D F F $substitution_name$D n
m o l o n l l l n o m o n 9 ( n o n F
o n n l o o o o n Y m k D o D n o F
e l o D m m o n ( n o n o o n @ o n o m A n
o n o l o l n m m l o n l o l F
E x a m p l e
!substitution
a := ((omega1+omega2)/(omega1+omega2+omega3));
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w o l ( l l n X !switch...!case...!otherwise...!end
!transition_equations
X = $a$^2*Y + (1-$a$^2)*Z;
s n m l D m omega1D omega2D n omega3 l m F
o n l l n o
X = ((omega1+omega2)/(omega1+omega2+omega3))^2*Y + ...
(1-((omega1+omega2)/(omega1+omega2+omega3))^2)*Z;
x o n o o m o n n ( n o n o o n D
l n o n o l n o n m n X o o o l o n l
l o n o m n o F
! s w i t c h . . . ! c a s e . . . ! o t h e r w i s e . . . ! e n d
S w i t c h a m o n g s e v e r a l b r a n c h e s o f t h e m o d e l c o d e d e p e n d i n g o n t h e v a l u e o f a n
e x p r e s s i o n
S y n t a x w i t h a n o t h e r w i s e c l a u s e
!switch Expression
!case Balue1
Block1!case Balue2
Block2
...
!otherwise
Otherwise_Block
!end
S y n t a x w i t h o u t a n o t h e r w i s e c l a u s e
!switch Expression!case Value1
Block1
!case Value2
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w o l ( l l n X !switch...!case...!otherwise...!end
Block2
...
!end
D e s c r i p t i o n
!switch...!case...!otherwise...!end o m m n o k m o n n
w l o m m n l n F
!switch...!case...!end o m m n o l n m o n o m o l
o F l o k o o l l n n l o k n o n
l n !case l m l o !switch o n F o k l
switch...case...end o m m n n w l F o n !switch o o m m n
m m l w l o n D n n o m o l m D o o o ( l
n l n m n n o n model P 1 1 9
n o n Y o o n
’assign=’ P 1 1 9
F
s o n l o m n l n !case l D n n !otherwise
l F s !switch o m m n o !otherwise l D o l o m m n
F w l n o n isequal o m !switch o n !case
l F
E x a m p l e
!switch policy_regime
!case ’IT’r = rho*r{-1} + (1-rho)*kappa*pie{4} + epsilon;
!case ’Managed_exchange_rate’
s = s{-1} + epsilon;
!case ’Constant_money_growth’
m-m{-1} = m{-1}-m{-2} + epsilon;
!end
n n m o l ( l n D m D n l l ( l n m
policy_regime n D n o o n ’assign=’ o n F x o o o
n o n o l policy_regime m n m o l ( l F
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w o l ( l l n X !transition_equations
P = struct();
P.policy_regime = ’Managed_exchange_rate’;
...
m = model(’my.model’,’assign’,P);
s n D m n n o l l D s = s{-1} + epsilon; n n
o !switch o m m n F o n o n o !switch o m m n o n o
E m o l ( l n ' n l n o policy_regime ( l o n
F
! t r a n s i t i o n _ e q u a t i o n s
B l o c k o f t r a n s i t i o n e q u a t i o n s
S y n t a x
!transition_equations
Equation1;
Equation2;
Equation2;
...
S h o r t - c u t s y n t a x
!equations
Equation1;
Equation2;
Equation3;
...
S y n t a x w i t h e q u a t i o n l a b e l s
!transition_equationsEquation1;
’Equation label’ Equation2;
Equation3;
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w o l ( l l n X !transition_shocks
...
D e s c r i p t i o n
!transition_equations k o n l o k o n o n o n @ F F n o n o
o n A Y o n n o m l l l n n m m E o l o n F
o n m n o n l o k o n n o n o m o l ( l X l l
o m n o n o m o l ( l n F
o n l l o o n @ n n l o o l o D n o n A Y
l l o n D n l o m D m o l o j F
E x a m p l e
!transition_equations’Euler equation’ C{1}/C = R*beta;
! t r a n s i t i o n _ s h o c k s
L i s t o f t r a n s i t i o n s h o c k s
S y n t a x
!transition_shocks
shock_name, shock_name, ...
...
S h o r t - c u t s y n t a x
!shocks
shock_name, shock_name, ...
...
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w o l ( l l n X !transition_variables
S y n t a x w i t h d e s c r i p t o r s
!transition_shocks
shock_name, shock_name, ...
’Description of the shock...’ shock_name
D e s c r i p t i o n
!transition_shocks k o n l o n l o k o n o n o k @ F F o k
o n o n o n A Y n m o o k m o m m D m E o l o n D o l n
k F o n m n l o n l o k o n n o n o m o l ( l X
l l o m n o n o m o l ( l n F i o k m l @ l
o n A F
o n o o o k @ n l o n n l o o l o D n n m o
o k A Y l l o n D n l o m D m o l o j F
E x a m p l e
!transition_shocks
e1, ’Aggregate supply shock’ e2
e3
! t r a n s i t i o n _ v a r i a b l e s
L i s t o f t r a n s i t i o n v a r i a b l e s
S y n t a x
!transition_variables
Variable_Name, Variable_Name, ...
...
S h o r t - c u t s y n t a x
!variables
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w o l ( l l n X !transition_variables
Variable_Name, Variable_Name, ...
...
S y n t a x w i t h d e s c r i p t o r s
!transition_variables
Variable_Name, Variable_Name, ...
’Description of the variable...’ Variable_Name
S y n t a x w i t h s t e a d y - s t a t e v a l u e s
!transition_variables
Variable_Name, Variable_Name, ...
Variable_Name = Value
D e s c r i p t i o n
!transition_variables k o n l o n l o k o n o n l @ F F n E
o n o l A Y n m o l m o m m D m E o l o n D o l n
k F o n m n l o n l o k o n n o n o m o l ( l X
l l o m n o n o m o l ( l n F i l m l @ l
o n A F
o n o o l @ n l o n n l o o l o D n n m
o l A Y l l o n D n l o m D m o l o j F o n l o n
E l o l n m o l ( l @ o l l o n n l n n m
o l A Y D o D n n n o n n n
n E l m o o n n n l n m o l o j F
p o n l l n n o n E l n m o l D o n l o o l n o
l o E l n l n n m n !log_variables P 4 1
o n F
E x a m p l e
!transition_variables
pie, ’Real output’ Y
’Real exchange rate’ Z = 1 + 1.5i;
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w o l ( l l n X %{...%}
! t t r e n d
L i n e a r t i m e t r e n d i n d e t e r m i n i s t i c t r e n d e q u a t i o n s
S y n t a x
!ttrend
D e s c r i p t i o n
E x a m p l e
!dtrends
log(Y) += a*!ttrend;
%
L i n e c o m m e n t s
S y n t a x
% Anything between the percent sign and the line break is discarded.
D e s c r i p t i o n
E x a m p l e
% { . . . % }
B l o c k c o m m e n t s
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w o l ( l l n X &
S y n t a x
%{ Anything between
the opening block comment sign
and the closing block comment signis discarded %}
D e s c r i p t i o n
n l k n w l D o n n n l o n l o k o m m n n o n o n o n l o n o n
o l n k l n F o n n l o k o m m n o n n n n l l n F
E x a m p l e
!transition_equations
x = rho*x{-1} %{ this is a valid block comment %} + epsilon;
&
R e f e r e n c e t o t h e s t e a d y - s t a t e l e v e l o f a v a r i a b l e
S y n t a x
&Variable_Name
$Variable_Name
D e s c r i p t i o n
& o $ n n o n o l n m o n o l 9 E
l l n n o n o m m n o n F o n D & n $D n n l F
E n l l l
l l m m o l 9 n l l D F F n l l n
n o n sstateP 1 3 8
Y
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w o l ( l l n X =#
l l n E l m m o l n o l D F F n
l l n n o n o l 9
P 1 3 4
9 F
E x a m p l e
x = rho*x{-1} + (1-rho)*&x + epsilon_x !! x = 1;
< . . . >
R e g u l a r e x p r e s s i o n i n l o g - v a r i b l e l i s t
S y n t a x
!log_variables
<REGEXP>, <REGEXP>, ...
D e s c r i p t i o n
l o n !log_variablesP 4 1
F
= #
M a r k a n e q u a t i o n f o r e x a c t n o n - l i n e a r s i m u l a t i o n
S y n t a x
LHS =# RHS;
D e s c r i p t i o n
i o n l n m k n # n m l n n n o n E l n m o F
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w o l ( l l n X diff
n n l n D #D o m k o n o n o n E l n m l o n c
f o o o m o l ( l n o n w l o D n n l n
l m k n o o m F
d i
F i r s t d i e r e n c e p s e u d o f u n c t i o n
S y n t a x
diff(EXPR)
diff(EXPR,K)
D e s c r i p t i o n
s n m n K n o ( D o n o n n o
((EXPR)-(EXPR{-1}))
s n m n K ( D n o
((EXPR)-(EXPR{K}))
o o n D EXPR{-1} n EXPR{K}D o n EXPRD n l l m
! I o K o D l F
E x a m p l e
o l n
diff(Z)
diff(log(X{1})-log(Y{-1}),-2)
l l n o
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w o l ( l l n X difflog
((Z)-(Z{-1}))
((log(X{1})-log(Y{-1}))-(log(X{-1})-log(Y{-3})))
d i o g
F i r s t l o g - d i e r e n c e p s e u d o f u n c t i o n
S y n t a x
difflog(EXPR)
difflog(EXPR,K)
D e s c r i p t i o n
s n m n K n o ( D o n o n n o
(log(EXPR)-log(EXPR{-1}))
s n m n K ( D n o
(log(EXPR)-log(EXPR{K}))
o o n D EXPR{-1} n EXPR{K}D o n EXPRD n l l m
! I o K o D l F
E x a m p l e
o l l o n o l n o o
difflog(Z)
difflog(X{1}/Y{-1},-2)
l l n o
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w o l ( l l n X dot
(log(Z)-log(Z{-1}))
(log(X{1}/Y{-1})-log(X{-1}/Y{-3}))
d o t
G r o s s r a t e o f g r o w t h p s e u d o f u n c t i o n
S y n t a x
dot(EXPR)
dot(EXPR,K)
D e s c r i p t i o n
s n m n k n o ( D o n o n n o
((expression)/(expression{-1}))
s n m n k ( D n o
((expression)/(expression{k}))
o o n D expression{-1} n expression{k}D o n expressionD n
l l m ! I o k o D l F
E x a m p l e
o l l o n o l n
dot(Z)
dot(X+Y,-2)
l l n o
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w o l ( l l n X min
((Z)/(Z{-1}))
((X+Y)/(X{-2}+Y{-2}))
m i n
D e n e t h e l o s s f u n c t i o n i n a t i m e - c o n s i s t e n t o p t i m a l p o l i c y m o d e l
S y n t a x
min(DISC) EXPRESSION;
S y n t a x f o r e x a c t n o n - l i n e a r s i m u l a t i o n s
min#(DISC) EXPRESSION;
D e s c r i p t i o n
l o n o n m o n o n o n o n F DISC m o n
o n ( n n o n o @ l o A D EXPRESSION ( n l o
o n o F
s o min#(DISC) n D l l o n ' n n l n n F F F
n l l l l m k o n o n E l n m l o n o
n o n z o F
E x a m p l e
m l m o l ( l l l n l o n o n F
!transition_variables
x, pi
!transition_shocks
u
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w o l ( l l n X movavg
!parameters
alpha, beta, gamma
!transition_equations
min(beta) pi^2 + lambda*x^2;
pi = alpha*pi{-1} + (1-alpha)*pi{1} + gamma*y + u;
m o v a v g
M o v i n g a v e r a g e p s e u d o f u n c t i o n
S y n t a x
movavg(EXPR)
movavg(EXPR,K)
D e s c r i p t i o n
s o n n m n D KD n D n o n n o m o n o
l u o @ n l n n o A D F F
(((EXPR)+(EXPR{-1})+ ... +(EXPR{-(K-1)})/-K)
EXPR{-N} o m EXPR n l l m -N @ ( A F
s o n n m n D KD o D n o n n o m o n o
n u o @ n l n n o A D F F
(((EXPR)+(EXPR{1})+ ... +(EXPR{K-1})/K)
s o n n m n D KD n o ( D l l E R @ o n
m o o m o o n o m m o l l A F
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w o l ( l l n X movsum
E x a m p l e
o l l o n l n
movavg(Z)
movavg(Z,-3)
movavg(X+Y{-1},2)
l l n o
(((Z)+(Z{-1})+(Z{-2})+(Z{-3}))/4)
(((Z)+(Z{-1})+(Z{-2}))/3)
(((X+Y{-1})+(X{1}+Y))/2)
m o v s u m
M o v i n g s u m p s e u d o f u n c t i o n
S y n t a x
movsum(EXPR)
movsum(EXPR,K)
D e s c r i p t i o n
s o n n m n D KD n D n o n n o m o n m o l
u o @ n l n n o A D F F
((EXPR)+(EXPR{-1})+ ... +(EXPR{-(K-1)})
EXPR{-N} o m
EXPR n l l m
-N@ ( A F
s o n n m n D KD o D n o n n o m o n m o n
u o @ n l n n o A D F F
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w o l ( l l n X movsum
((EXPR)+(EXPR{1})+ ... +(EXPR{K-1})
s o n n m n D KD n o ( D l l E R @ o n
m o o m o o n o m m o l l A F
E x a m p l e
o l l o n l n
movsum(Z)
movsum(Z,-3)
movsum(X+Y{-1},2)
l l n o
((Z)+(Z{-1})+(Z{-2})+(Z{-3}))
((Z)+(Z{-1})+(Z{-2}))
((X+Y{-1})+(X{1}+Y))
m o v s u m
M o v i n g p r o d u c t p s e u d o f u n c t i o n
S y n t a x
movprod(Expr)
movprod(Expr,K)
D e s c r i p t i o n
s o n n m n D KD n D n o n n o m o n o o
l u o @ n l n n o A D F F
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w o l ( l l n X {...}
((Expr)*(Expr{-1})* ... *(Expr{-(K-1)})
Expr{-N} o m Expr n l l m -N @ ( A F
s o n n m n D KD o D n o n n o m o n o o
n u o @ n l n n o A D F F
((Expr)*(Expr{1})* ... *(Expr{K-1})
s o n n m n D KD n o ( D l l E R @ o n
m o o m o o n o m m o l l A F
E x a m p l e
o l l o n l n
movprod(Z)
movprod(Z,-3)
movprod(X+Y{-1},2)
l l n o
((Z)*(Z{-1})*(Z{-2})*(Z{-3}))
((Z)*(Z{-1})*(Z{-2}))
((X+Y{-1})*(X{1}+Y))
{ . . . }
L a g o r l e a d
S y n t a x
VARIABLE_NAME{-lag}VARIABLE_NAME{lead}
VARIABLE_NAME{+lead}
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w o l ( l l n X {...}
D e s c r i p t i o n
o l o l o l D o l k F
E x a m p l e
!transition_equations
x = rho*x{-1} + epsilon_x;
pi = 1/2*pie{-1} + 1/2*pie{1} + gamma*y + epsilon_pi;
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w o l o j n n o n
5 M o d e l o b j e c t s a n d f u n c t i o n s
w o l o j l o n m o l ( l
P 2 3
F y n m o l o j D o n
m o l n o n n n w l n o n o o o n m E ( l o o m
k D l o m m o l D ( n D o l n m l D o
o D n l o D n o o n F
w o l m o X
C o n s t r u c t o r
model P 1 1 9
E g n m o l o j o n m o l ( l F
G e t t i n g i n f o r m a t i o n a b o u t m o d e l s
addparam P 7 1
E e m o l m o @ A F
autocaption @ m o l G o o n A E
autoexogenise P 7 5
E q o l G o k o n o o n m l o n
l n F
comment P 7 7 E q o o m m n n n s s o j F
eig P 8 1
E i n l o m o l n o n m F
findeqtn P 9 6
E p n o n l l F
findnameP 9 7
E p n n m o l D o k D o m o F
get P 1 0 0
E m o l o j o F
iscompatible P 1 0 7 E o m o l n o o o n v r n r n n
n m n F
islinear P 1 0 8
E o m o l l l n F
islog P 1 0 9
E o l o E l n l F
isnanP 1 1 0
E g k o x x n m o l o j F
isname P 1 1 0
E o l n m o l D m D o o k n m o l o j F
issolved P 1 1 1 E m o l o l o n F
isstationary P 1 1 2
E m o l o ( o m n o n o l o n F
length P 1 1 4 E x m o l n m o n F
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w o l o j n n o n
omega P 1 2 3
E q o o n m o o k F
sspace P 1 3 7
E E m n m o l o l o n F
systemP 1 4 5
E m m o m o l o l F
userdata P 1 4 7
E q o n n s s o j F
R e f e r e n c i n g m o d e l o b j e c t s
subsasgn P 1 4 3 E n m n o m o l n m ( o j F
subsref P 1 4 4
E n o m o l n m ( o j F
C h a n g i n g m o d e l o b j e c t s
alterP 7 2
E i n o n m o l n m o n F
assignP 7 3
E e n m D D o n o o E o l o n F
export P 9 0 E E o n ( l o n k F
horzcat P 1 0 5
E g o m n o o m l m o l o j n o n o j m l l m E
o n F
refresh P 1 2 4 E n m l n k F
stdscale P 1 4 2
E E l l l o n m o F
set P 1 2 8
E g n m o ( l m o l o j o F
single P 1 3 4 E g o n o l o n m o n l o n F
S t e a d y s t a t e
chksstate P 7 6 E g k o n o l o n l n H l F
sstate P 1 3 8
E g o m o l n E o o m o l F
sstatefile P 1 4 1
E g E ( l o n m o l o j 9 E E
o n F
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w o l o j n n o n
S o l u t i o n , s i m u l a t i o n a n d f o r e c a s t i n g
diffsrf P 8 0 E h ' n o k o n n o n F F F ( m F
expand P 8 9
E g o m o n o n o m o l o l o n o n o k F
jforecastP 1 1 2
E p o j m n l j m n @ o n o n l o A F
icrf P 1 0 6
E s n l E o n o n o n n o n F
lhsmrhsP 1 1 5
E i l n n v r n r o m o l o n
n n F
resample P 1 2 7
E m l o m m o l m l o n F
reportingP 1 2 6
E n o n o n F
shockplot P 1 3 0
E o E o n n n n l o n l n o k m l o n F
simulate P 1 3 1
E m l m o l F
solve P 1 3 4 E g l l ( E o o l o n o m o l F
srf P 1 3 6
E o k o n n o n F
M o d e l d a t a
data4lhsmrhs P 7 8
E o n n n lhsmrhsF
emptydb P 8 2
E g m o l E ( l D o k D n m F
sstatedb P 1 4 0 E g m o l E ( E o l n E o E F
zerodbP 1 5 0
E g m o l E ( z o E o n F
S t o c h a s t i c p r o p e r t i e s
acf P 6 9
E e o o n n o o l o n n o n o m o l l F
ifrfP 1 0 7
E p n o n n o n o o k F
fevd P 9 0 E p o o n o m o o n o m o l l F
ffrf P 9 2
E p l n o n n o n o n o n l o m m n E
l F
fmse P 9 9 E p o m n o m F
vma P 1 4 8
E o m o n n o n o m o l F
xsf P 1 4 9 E o m n l n o m o l l F
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w o l o j n n o n X acf
I d e n t i c a t i o n , e s t i m a t i o n a n d l t e r i n g
bn P 7 5
E f E x l o n n F
diffloglik P 7 9
E e o m n n n o l o E l k l o o n o n F
estimate P 8 2
E i m m o l m o m n l o j n o n F
evalsystempriors P 8 8
E i l m n l o o m o n F
filter P 9 3
E u l m n m o o n m o o o E o E l k l o o m F
fisherP 9 7
E e o m p n o m o n m n n o m n F
lognormalP 1 1 8
E g o l o E n o m l o n n ( l o o F
loglikP 1 1 6
E i l m n l o E l k l o o n o n n m o n o m n F
neighbourhood P 1 2 2 E i l l o l o o o j n o n o n
m m l F
regress P 1 2 5 E g n o l o n o n o l m o l l F
VAR P 1 4 7
E o l o n e o l m o l l F
G e t t i n g o n - l i n e h e l p o n m o d e l f u n c t i o n s
help model
help model/function_name
a c f
A u t o c o v a r i a n c e a n d a u t o c o r r e l a t i o n f u n c t i o n s f o r m o d e l v a r i a b l e s
S y n t a x
[C,R,List] = acf(M,...)
I n p u t a r g u m e n t s
M m o l E o l m o l o j o e g p l l o m F
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w o l o j n n o n X acf
O u t p u t a r g u m e n t s
C n m m | n m E e o G o E o n m F
R n m m | n m E e o G o E o l o n m F
List l l E v o l n o n o l m n o C n RF
O p t i o n s
’applyTo=’ l l | | Inf E v o l o ’filter=’ l l l Y
Inf m n l l l F
’contributions=’ true | false E s true o n o n o n l o k o e g p
l l o m n o n S m n o n o C n R m F
’filter=’ | m E v n ( l l o l ( l o 9 F
’nFreq=’ n m | 256 E x m o l l n o ( l n
o o n ’filter=’ n m l l n F
’order=’ n m | E y o e g p l l o m F
’output=’ ’namedmat’ | ’numeric’ E y m C n R l l n m m o E
j o l n n m Y o o n ’select=’ D ’output=’ l n m m
o j F
’select=’ l l | Inf E n e g p o l l o n l Y Inf m n l l l F
D e s c r i p t i o n
C n R o x E E x E E @ C I A E E e l m D x n m o m m n n
n o n l @ n l n l l n l n o A D o
o e g p o m @ o n o l l o o n ’order=’A D n e l n m
o l n m o n n n m o l o j D MF s ’contributions=’ trueD z
o o m x E E x E E @ C I A E E i E e l D i n m o m m n n
n o n o k n m o l F
A C F w i t h l i n e a r l t e r s
o n o o n ’filter=’ o e g p o l o ( l o
l n ( l F o n ( l n o m o m n @ ( E ' n ( l D o
r o k E o A n n o m n @ n o n n o o A F
( l n n o n o l l o n n X
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w o l o j n n o n X addparam
’L’D l o o D l l l exp(-1i*freq)Y
’per’D o Y
’freq’D n F
E x a m p l e 1
e ( E ' n ( l @ F F o m e g p o ( ' n o l A X
[C,R] = acf(m,’filter=’,’1-L’)
E x a m p l e 2
l l o m o n n o r o k E o ( l m o o n m D l a m b d a D I D T H H F
o m l o ( l o l l o o m l l n E u o l m o o o n l o n o D
w @ L A a
C
1
j ( 1 L ) ( 1 L ) j
2
[C,R] = acf(m,’filter’,’16/(16 + 1/abs((1-L)^2)^2)’)
E x a m p l e 3
e n E ( l E ( l o n n F n E ( l n ( n
n n o o Y l l l m o o n n n F o l l o n ( l
n o n R n R H o @ o l n I n I H n
l m o l A D
[C,R] = acf(m,’filter’,’per >= 4 & per <= 4’)
a d d p a r a m
A d d m o d e l p a r a m e t e r s t o a d a t a b a s e ( s t r u c t )
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w o l o j n n o n X alter
S y n t a x
D = addparam(M,D)
I n p u t a r g u m e n t s
M m o l E w o l o j o m l l o @ A DF
D E h o m o l m l l F
O u t p u t a r g u m e n t s
h E h m o l m F
D e s c r i p t i o n
s n n D o n m o n n m o l m D l l
o n F
E x a m p l e
D = struct();
D = addparam(M,D);
a l t e r
E x p a n d o r r e d u c e n u m b e r o f a l t e r n a t i v e p a r a m e t e r i s a t i o n s
S y n t a x
M = alter(M,N)
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w o l o j n n o n X assign
I n p u t a r g u m e n t s
M m o l E w o l o j n n m o m o n l l n F
N n m E x n m o m o n F
O u t p u t a r g u m e n t s
M m o l E w o l o j n n m o m o n F
D e s c r i p t i o n
E x a m p l e
a s s i g n
A s s i g n p a r a m e t e r s , s t e a d y s t a t e s , s t d d e v i a t i o n s o r c r o s s - c o r r e l a t i o n s
S y n t a x
[M,Assigned] = assign(M,P)
[M,Assigned] = assign(M,Name,Value,Name,Value,...)
[M,Assigned] = assign(M,List,Values)
S y n t a x f o r f a s t a s s i g n
% Initialise
assign(M,List);
% Fast assign
M = assign(M,Values);
...
M = assign(M,Values);
...
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w o l o j n n o n X autoexogenise
S y n t a x f o r a s s i g n i n g o n l y s t e a d y - s t a t e l e v e l s
M = assign(M,’-level’,...)
S y n t a x f o r a s s i g n i n o n l y s t e a d y - s t a t e g r o w t h r a t e s
M = assign(M,’-growth’,...)
I n p u t a r g u m e n t s
M m o l E w o l o j F
P | m o l E h o ( l o m n m D l n m D
o n D o o E o l o n Y o n o m o l o j F
Name E e m n m D l n m D o n D o E o l o n D o l
o n l l m n m o l n m F
Value n m E e l @ o o o l n o m l l m o n A
l l n F
List l l E e l o m n m D l n m D o n D o o E o l o n F
Values n m E e o o l F
O u t p u t a r g u m e n t s
M m o l E w o l o j n l n m n G o F
Assigned l l | Inf E v o l l n m n m D l n m @
A D o n D n o E o l o n Y Inf n l l l n n
o m n o m o l o j F
D e s c r i p t i o n
E x a m p l e
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w o l o j n n o n X bn
a u t o e x o g e n i s e
G e t o r s e t v a r i a b l e / s h o c k p a i r s f o r u s e i n a u t o e x o g e n i s e d s i m u l a t i o n p l a n s
S y n t a x f o g e t t i n g a u t o e x o g e n i s e d v a r i a b l e / s h o c k p a i r s
A = autoexogenise(M)
S y n t a x f o s e t t i n g a u t o e x o g e n i s e d v a r i a b l e / s h o c k p a i r s
M = autoexogenise(M,A)
I n p u t a r u g m e n t s
M m o l E w o l o j F
A | m E h ( l n n l G o k D e F l x m
a o k x m 9 D n n l n m l o n l n
P 1 5 2
l n n o n
autoexogenise P 1 5 3
F
O u t p u t a r g u m e n t s
M m o l E w o l o j ( n o n o o o n l G o k F
D e s c r i p t i o n
n o o o n l G o k D o l n E
m o D n l n o n n AF s n o o D n n o o
n o n D l m F
E x a m p l e
b n
B e v e r i d g e - N e l s o n t r e n d s
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w o l o j n n o n X chksstate
S y n t a x
Outp = bn(M,Inp,Range,...)
I n p u t a r g u m e n t s
M m o l E o l m o l o j F
Inp | l l E s n o n f x n l l o m F
Range n m E h n o n f x n l l o m F
O u t p u t a r g u m e n t s
Outp | l l E y f x n F
O p t i o n s
’deviations=’ true | false E s n n o o n o m l n E o
F
’dtrends=’ ’auto’ | true | false E w m n l n n n o n l
m n n ( n !dtrendsP 3 0
o n F
D e s c r i p t i o n
E x a m p l e
c h k s s t a t e
C h e c k i f e q u a t i o n s h o l d f o r c u r r e n t l y a s s i g n e d s t e a d y 0 s t a t e v a l u e s
S y n t a x
[Flag,List] = chksstate(M,...)
[Flag,Discr,List] = chksstate(M,...)
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w o l o j n n o n X comment
I n p u t a r g u m e n t s
M m o l E w o l o j F
O u t p u t a r g u m e n t s
Flag true | false E n n v r n r m l l n ’tolerance=’
n o n F
Discr n m E h n n v r n r l o o n o
o n m F
List l l E v o o n n n n v r n r
n ’tolerance=’F
O p t i o n s
’error=’ true | false E o n o o n o m o o n o n o o l F
’refresh=’ true | false E n m l n k o l n o n F
’sstateEqtn=’ true | false E s falseD n m m o l o n l l k Y
trueD E o n o o n @ l l A l l k F
’tolerance=’ n m | getrealsmall() E o l n F
’warning=’ true | false E h l n n o n o n F
D e s c r i p t i o n
E x a m p l e
c o m m e n t
G e t o r s e t u s e r c o m m e n t s i n a n I R I S o b j e c t
S y n t a x f o r g e t t i n g u s e r c o m m e n t s
Cmt = comment(Obj)
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w o l o j n n o n X data4lhsmrhs
S y n t a x f o r a s s i g n i n g u s e r c o m m e n t s
Obj = comment(Obj,Cmt)
I n p u t a r g u m e n t s
Obj m o l | | e | e | p e e | E y n o s s o j F
Cmt E o m m n l l o o j F
O u t p u t a r g u m e n t s
Cmt E o m m n n l o o j F
D e s c r i p t i o n
E x a m p l e
d a t a 4 l h s m r h s
P r e p a r e d a t a a r r a y f o r r u n n i n g ` l h s m r h s `
S y n t a x
[YXE,List,XRange] = data4lhsmrhs(M,D,Range)
I n p u t a r g u m e n t s
M m o l E w o l o j o o n l l l l l l n lhsmrhs P 1 1 5 F
D E s n o o n o n m m n l D n o n l D
n o k o n lhsmrhs P 1 1 5
l l l F
Range n m E h n o n lhsmrhsP 1 1 5
l l l F
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w o l o j n n o n X diffloglik
O u t p u t a r g u m e n t s
YXE n m E x m o o n o n m m n l D n o n
l D n o k o n o E F
List l l E v o m m n l D n o n l n o k n o o
n n o o YXEF
XRange n m E i n n n l n E m l n o E m l o o n
n o l l n l o n o n l F
D e s c r i p t i o n
l n D YXED nVar nXPer nDataD nVar o l n m o m m n
l D n o n l D n o k D nXPer n m o o n l n E m l
n o E m l o n o l l n l D n nData n m o l n
@ F F n m o o l m n n n m A n n D DF
E x a m p l e
YXE = data4lhsmrhs(M,d,range);
D = lhsmrhs(M,YXE);
d i o g l i k
A p p r o x i m a t e g r a d i e n t a n d h e s s i a n o f l o g - l i k e l i h o o d f u n c t i o n
S y n t a x
[MinusLogLik,Grad,Hess,V] = diffloglik(M,D,Range,PList,...)
I n p u t a r g u m e n t s
M m o l E w o l o j o l k l o o n o n l l ' n F
D l l | E s n o m m m n l l l k n F
Range n m E h n o n l k l o o n o n l l l F
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w o l o j n n o n X diffsrf
List l l E v o m o l m o l k l o o n o n l l
' n F
O u t p u t a r g u m e n t s
MinusLogLik n m E l o m n l k l o o n o n n F
Grad n m E q n @ o o A o F
Hess n m E r n @ o n o m o n A m F
V n m E i m n l o ’relative=’ o o n Y o v
I F
O p t i o n s
’chkSstate=’
true|
false| l l E g k n o n Y o k o n l n
n o n E l n m o l F
’refresh=’ true | false E n m l n k o n n m F
’solve=’ true | false E E o m o l o n o n n m F
’sstate=’ true | false | l l E E o m n ' n o n Y
m o l n o n E l n D o n n l l o o n n sstate n o n F
l o n model/filterP 9 3
o o o o n l l F
D e s c r i p t i o n
E x a m p l e
d i s r f
D i e r e n t i a t e s h o c k r e s p o n s e f u n c t i o n s w . r . t . s p e c i e d p a r a m e t e r s
S y n t a x
S = diffsrf(M,RANGE,LIST,...)
S = diffsrf(M,NPER,LIST,...)
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w o l o j n n o n X eig
I n p u t a r g u m e n t s
M m o l E w o l o j o o n n o n l l m l n ' n F
RANGE n m E m l o n n ( n o k F
NPER n m E x m o m l o n o F
LIST | l l E v o m F F F o k o n n o n l l
' n F
O u t p u t a r g u m e n t s
S E h o k o n o n m l m F
O p t i o n s
model/srfP 1 3 6
o o o n l l F
D e s c r i p t i o n
E x a m p l e
e i g
E i g e n v a l u e s o f t h e m o d e l t r a n s i t i o n m a t r i x
S y n t a x
e = eig(m)
I n p u t a r g u m e n t s
m m o l E w o l o j o n l l l n F
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w o l o j n n o n X estimate
O u t p u t a r g u m e n t s
e n m E e o l l n l o m o l D F F l l l D n D n
n l o o n l F
D e s c r i p t i o n
E x a m p l e
e m p t y d b
C r e a t e m o d e l - s p e c i c d a t a b a s e w i t h v a r i a b l e s , s h o c k s , a n d p a r a m e t e r s
S y n t a x
D = emptydb(M)
I n p u t a r g u m e n t s
M m o l | k m o l E w o l o k m o l o j o m l l
F
O u t p u t a r g u m e n t s
D E h n m o j o l n o k D n n
m o m F
D e s c r i p t i o n
E x a m p l e
e s t i m a t e
E s t i m a t e m o d e l p a r a m e t e r s b y o p t i m i s i n g s e l e c t e d o b j e c t i v e f u n c t i o n
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w o l o j n n o n X estimate
S y n t a x
[PEst,Pos,Cov,Hess,M,V,Delta,PDelta] = estimate(M,D,Range,Est,...)
[PEst,Pos,Cov,Hess,M,V,Delta,PDelta] = estimate(M,D,Range,Est,SPr,...)
I n p u t a r g u m e n t s
M E w o l o j F
D | l l E s n o k o m m m n l l l
k n F
Range E h n F
Est E h l o m l l m D n m
o ( o n @ l o A F
SPr m | m o E m o o j D systempriors P 1 6 4
F
O u t p u t a r g u m e n t s
PEst E h o n m o m F
Pos o E o o D posterP 1 6 9
D o j Y o j l o o o
l o o j n o n o m m o n o n n m D
poster/evalP 1 7 1
n o n F
Cov n m E e o m o n m o m o m l k
o n o n m o p n o m o n m @ n o o n r n n o m
o m o n o n A F
Hess l l E Hess{1} o l n o o j n o n Y Hess{2} o n o n
o o o n F
M m o l E w o l o j o l m m @ n l n o E o E l k l o o
m n o m m o n n o A F
m n n o m n D VD DeltaD PDeltaD m model/loglikP 1 1 6
o m n o m n m F
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w o l o j n n o n X estimate
O p t i o n s
’chkSstate=’ true | false | l l E g k n o n Y o k o n l n
n o n E l n m o l F
’evalFrfPriors=’ true | false E s n o n D l n o n n o n
o n D n n l o o l l o j n o n o o m F
’evalLik=’ true | false E s n o n D l l k l o o @ o n o
o n A D n n l o o l l o j n o n o o m F
’evalPPriors=’ true | false E s n o n D l m o n D n
n l o o l l o j n o n o o m F
’evalSPriors=’ true | false E s n o n D l m o n D n n l
o o l l o j n o n o o m F
’filter=’ l l | m E g l l o o o n l l o n o u l m n
( l n l n o o j n o n Y l o n model/filterP 9 3
o o o n
l l F
’initVal=’ model | struct | E s struct l n n Est o
o n Y model n l n m l n n m o l D
MF
’maxIter=’ n m | 5 E w m m n m o o n l l o F
’maxFunEvals=’ n m | 2 E w m m n m o o j n o n l l l l o F
’noSolution=’ ’error’ | ’penalty’ E ( n o l o n o
l o o l n n o n X ’error=’ o o n n o m D ’penalty=’
n n m l l o l o l k l o o F
’optimSet=’ l l | m E g l l o y m z o n o o l o o o n
Y o k o n l o o n ’optimiser=’ ’default’F
’refresh=’ true | false E n m l n k n o n F
’solve=’ true | false E E o m o l o n n o n F
’optimiser=’ ’default’ | ’pso’ | l l | n o n n l E w n m o n o F
’default’X y m z o n o o l o n o n fminunc o fmincon l l l l E
n n o n n o n o l o n G o o n F
’pso’X l m y m z l l l l Y o o n ’pso=’ o
o o n o o n o l o m z @ y o n o l m y m z
l o A F
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w o l o j n n o n X estimate
n o n n l o l l X i n n o n n l o o o n o m o n o D
o l l n o n n l n o n l n m n @ l o A F
’sstate=’ true | false | l l | n o n n l E E o m n o n F
o n l l o o n o
sstate n o n D o n o n n l o
o l o F
’tolFun=’ n m | 1e-6 E m n o n o l n o n o j n o n F
’tolX=’ n m | 1e-6 E m n o n o l n o n m m F
O p t i o n s f o r P a r t i c l e S w a r m O p t i m i z e r
o l l o n o o n n ( o m n o o n ’optimset=’ n ’optimiser=pso’F
’cognitiveAttraction=’ n m | .5 E l n n 1 o o n o l l
o n o l o o n l n m m F
’constrBoundary=’ absorb | reflect | soft E g o n o l m o o n n
n l n o l F
’soft’X l l l o o l o o n ( n n o n
@ l k l o o A l n o Y
’reflect’X l l o n n l n o n o n
l o n o ' l m k o n o ' o o n Y
’absorb’X l o n n o n n l l
l o o z o F
’display=’ ’off’ | ’final’ | ’iter’ E v l o l n o o n n o Y
’iter’ l l o n l o o m o ’updateInterval=’ o n F
’fitnessLimit=’ n m | -Inf E e l o m l l m n n n o n l l o
n o n F
’generations=’ n m | 1 E o n n m m m l n o m
o l o n F
’hybridFcn=’ true | false | ’fmincon’ | ’fminunc’ | l l E n o n o m z o n
y @ o n l l l y m z o n n l l A X
falseX x o o n o m z o n D n l m o n l F
trueX e y D n fminunc o fminconD y m z o n o o l o o n D
n n o n n o n o l o n o n o n m m E
F
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w o l o j n n o n X estimate
’fminunc’D ’fmincon’X e y D n ( y m z o n o o l o o n F
l l X e l l n ( m n ( n o n o l n
o n m n o n n o o n o n o n Y o n n
{@fmincon,optimset(’Display’,’iter’)}F
’includeInitialValue=’ true | false E s n l n l o o m n
n l o l o n F
’initialPopulation=9 n m | m E e n x E E x o o n n n n l
o n o l D x n m o m m D n x o
z o o l o n F s m D o l o n l l o n n n n l m
o n o l l l n o m l n o n o ’popInitRange=’F
o o n ’includeInitialValue=’ false o o l n l l o m n l
o l o n o n o l o n n o m l n F
’socialAttraction=’ n m | 1.25 E o l o o n o l l o n o
l o l o o n o o m o l F
’plotFcns=’ l l | m E g l l o n o n n l o n o n
(options,state,flag) l n m n F o n l l E n n l E o l o n
n o n @optim.scoreDiversityF
’populationSize=’ n m | 4 E o n m n n m o l
n m F
’popInitRange=’ n m | m E e P E E x n o
n l o l o n l l D x n m o m m D
o P E E I n o l l m F s m n ’PopInitRange=’ n o
D n l o o n l l o ( n F s o o n
n ( n D n l l [;1]F
’stallGenLimit=’ n m | 1 E w m m n m o m o n l n
n o m o m n n ( n n o n @ l k l o o A l o l o m m n F
’timeLimit=’ n m | Inf E w m m n n n m n o n F
’tolCon=’ n m | 1e-6 E v o l o n n o l o n F
’tolFun=’ n m | 1e-6 E p n o n o l n Y n n n ( n n E
o n l @ l k l o o A m o m n n o n l l l o l l o m l l
m n F
’velocityLimit=’ n m | Inf E o l o o n l n o m o F
’updateInterval=’B n m | 5 E w n m m l n o m n o n m
o n o m m n n o o l l o F
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w o l o j n n o n X estimate
’useParallel=’ true | false E parfor l o o o l
matlabpool o n F y l l o o n n o l m n n o n n
o l m F
D e s c r i p t i o n
s n n m D ED o n o o l l o n o ( o n o
m X
E.parameter_name = {start,lower,upper,logprior}
start l o m n m l o m o n l l D lower l o o n D
upper o n D n logprior n o n n l o n l o o o
n F o n logdist P 1 7 6
k o n o n n l o o m o
o o n F
o n NaN o start o o l n l n n m o l o j F o
n -Inf n Inf o o n D o l o n m o n o m l l F o
n l o o n m o n o l l F
U s e r - s u p p l i e d o p t i m i s a t i o n ( m i n i m i s a t i o n ) r o u t i n e
o n l n o n n l o o o n m n m o n o n o o o n ’optimiser=’F
o n l l n o y m 9 fminunc o fmincon n o n F E
l n o n o k l ( n m n n n o E
m n X
[PEst,ObjEst,Hess] = yourminfunc(F,P,PLow,PHigh,Opt)
o l l o n n m n X
F n o n n l o n o n m n m Y
P I E E x o o n l m l Y
PLow I E E x o o l o o n @ -Inf n n n o l o o n A Y
PHigh I E E x o o o n @ Inf n n n o o n A Y
Opt n y m l o m o n n @ o l n D n m o E
o n D A Y o o o m m l n o n o m o n n l n m n
n F
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w o l o j n n o n X evalsystempriors
n o l l o n o m n X
PEst I E E x o o m m Y
ObjEst l o o j n o n o m m Y
Hess x E E x o m r n m o m m F
s o n o n m n n o m n m o n n o n D n l l n
o l n n o n n l X
{@yourminfunc,Arg1,Arg2,...}
s n D o m l l l l o l l o n X
[PEst,ObjEst,Hess] = yourminfunc(F,P,PLow,PHigh,Opt,Arg1,Arg2,...)
U s e r - s u p p l i e d s t e a d y - s t a t e s o l v e r
o n l n o n n l o o o n o l @ F F n o n ( n
o n m A o ’sstate=’ o o n F
n o n o k o n n m n D m o l o j n l n E
m D n n l o o m n D m o l o j n @ o
l n E o A n ) F ) true n l l
o m D n false n o X
[M,Success] = yoursstatesolver(M)
s o o n l o o o m o m o l l o
m F s n o o D o n o k o m n o l n
m o l o j n o l F
E x a m p l e
e v a l s y s t e m p r i o r s
E v a l u a t e m i n u s l o g o f s y s t e m p r i o r d e n s i t y
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w o l o j n n o n X expand
S y n t a x
[P,C,X] = evalsystempriors(M,S)
I n p u t a r g u m e n t s
M m o l E w o l o j o n n m o n m o l l
l F
S m o E m o o j F
O u t p u t a r g u m e n t s
P n m E w n l o o m o n F
C n m E g o n o n o n l o o o l l m o n F
X n m E l o m o o o n ( n n m
o o j D SF
D e s c r i p t i o n
E x a m p l e
e x p a n d
C o m p u t e f o r w a r d e x p a n s i o n o f m o d e l s o l u t i o n f o r a n t i c i p a t e d s h o c k s
S y n t a x
m = expand(m,k)
I n p u t a r g u m e n t s
m m o l E w o l o j o o l o n l l n F
k n m E x m o o D C k D o o l o n o n o k
l l n F
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w o l o j n n o n X fevd
O u t p u t a r g u m e n t s
m m o l E w o l o j o l o n n F
D e s c r i p t i o n
E x a m p l e
e x p o r t
S a v e c a r r y - a r o u n d l e s o n t h e d i s k
S y n t a x
export(M)
I n p u t a r g u m e n t s
M m o l E w o l o j o E o n m E ( l @ n n n l n m o l ( l A
l l o n k F
D e s c r i p t i o n
s s m o l l n k o !exportP 3 2
o l o n o o E o n m E ( l
n m o l ( l F
E x a m p l e
f e v d
F o r e c a s t e r r o r v a r i a n c e d e c o m p o s i t i o n f o r m o d e l v a r i a b l e s
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w o l o j n n o n X ffrf
S y n t a x
[X,Y,List,A,B] = fevd(M,Range,...)
[X,Y,List,A,B] = fevd(M,NPer,...)
I n p u t a r g u m e n t s
M m o l E w o l o j o o m o o n l l o m F
Range n m E h o m o o n n ( n ( o o F
NPer n m E x m o o o o m o o n l l o m F
O u t p u t a r g u m e n t s
X n m m | n m E e o l o n o n o n l o k o o l
n o l F
Y n m m | n m E e l o n o n o n l o k o o l
n o l F
List l l E v o l n o o X n Y D n o k n o l m n o X
n Y F
A E h o l o n o n o n o m F
B E h l o n o n o n o m F
O p t i o n s
’output=’ n m m 9 | n m E y m X n Y l l n m m o j
o l n n m Y o o n ’select=’ D ’output=’ l ’namedmat’F
’select=’ | l l E n p i h o l l n G o o k o n l Y Inf
m n l l l F o o n o n o l o o D A n BF
D e s c r i p t i o n
E x a m p l e
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w o l o j n n o n X ffrf
r f
F i l t e r f r e q u e n c y r e s p o n s e f u n c t i o n o f t r a n s i t i o n v a r i a b l e s t o m e a s u r e m e n t v a r i a b l e s
S y n t a x
[F,List] = ffrf(M,Freq,...)
I n p u t a r g u m e n t s
M m o l E w o l o j o n o n n o n l l o m F
Freq n m E o o n o o n n o n l l o m F
O u t p u t a r g u m e n t s
F n m E e n o n o n o n l @ n o A o m m n
l @ n o l m n A F
List l l E v o n o n l n o o F m D n l o m m n
l n o l m n o F m F
O p t i o n s
’include=’ | l l | Inf E s n l ' o l m m n l o n l Y
Inf m n l l m m n l F
’exclude=’ | l l | m E m o ' o l m m n l F
’maxIter=’ n m | S H H E w m m n m o o n n o m n E
u l m n ( l F
’output=’ n m m 9 | n m E y m F l l n m m o j o
l n n m Y o o n ’select=’ D ’output=’ l ’namedmat’F
’select=’ | l l | Inf E n n o n n o n o l l
o n l Y Inf m n l l l F
’tolerance=’ n m | I E U E g o n n o l n n o m n E
u l m n ( l F
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w o l o j n n o n X filter
D e s c r i p t i o n
E x a m p l e
l t e r
K a l m a n s m o o t h e r a n d e s t i m a t o r o f o u t - o f - l i k e l i h o o d p a r a m e t e r s
S y n t a x
[M,Outp,V,Delta,PE,SCov] = filter(M,Inp,Range,...)
[M,Outp,V,Delta,PE,SCov] = filter(M,Inp,Range,J,...)
I n p u t a r g u m e n t s
M m o l E o l m o l o j F
Inp | l l E s n o k o m m m n l l l
k n F
Range n m E p l n F
J E h n o n m n o o k n G o m E n o
o k F
O u t p u t a r g u m e n t s
M m o l E w o l o j o @ ’relative=’ A n G o
o o E o E l k l o o m @ ’outoflik=’ n o n E m A F
Outp | l l E y m o o o o n F
V n m E i m n l o ’relative=’ o o n Y o V
I F
Delta E h m o o E o E l k l o o m F
PE E h o n o o m m n l F
SCov n m E m l o n m o m o o o k Y o n m
o m n o k m n o n l n o o n ’objrange=’ n D
m m D o n n l o n o o n o m m n l F
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w o l o j n n o n X filter
O p t i o n s
’ahead=’ n m | 1 E o n l l o m n m o o F
’condition=’ | l l | m E v o o n o n n m m n l F g o n o n
m | E I o n o @ n l k l o o n o n A o n m o o n o
m m n l F
’deviation=’ true | false E n n o o n o m l n E
o F
’dtrends=’ o 9 | true | false E w m n o n n m n n F
’data=’ ’predict’ | ’smooth’ | ’predict,smooth’ E n m o o o o n
o o F
’initCond=’ ’fixed’ | ’optimal’ | ’stochastic’ | E w o o o n l
u l m n ( l Y E l n l o n o n m m n o m n E w i
F
’lastSmooth=’ n m | Inf E v o o m o o k o m
n o n Y Inf m o o l l n o n n n F
’meanOnly=’ true | false E n l n m n o n l Y o o n
o ’return*=’ o o n D F F ’returnCont=’D ’returnMse=’D ’returnStd=’F
’outOfLik=’ l l | m E v o m n m n n l l
m o n n n m o o l k l o o n o n F
’objFunc=’ ’-loglik’ | ’prederr’ E y j n o n o m Y n m n
l o l k l o o n o n o m o o n o F
’objRange=’ n m | Inf E o j n o n l l o m o n n
o n l Y Inf m n n ( l n F
’precision=’ ’double’ | ’single’ E x m o n o o l l o Y
l l l l o n m l l n o o l o n F
’rollback=’ n m | m E h o o o l l k n l o o n o n
m m n l o m n o m l F
’relative=’ true | false E o o k n n m o l o j l l
l D n o m m o n n l o l l m F
’returnCont=’ true | false E n o n o n o m m n l o E
m o l l l n o k F
’returnMse=’ true | false E n w i m o m n l Y
n o n n l o n o n n n l l o n o filter o jforecastF
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w o l o j n n o n X filter
’returnStd=’ true | false E n o m o l l F
’tolMse=’ n m | E o l n n o w i m n o o n o
l l l D n u l m n n m l l E D n o E o m F
’weighting=’ n m | m E n o o m o o n o n
’objective=’ ’prederr’Y m m n o n o l l F
O p t i o n s f o r m o d e l s w i t h n o n - l i n e a r i s e d e q u a t i o n s
’nonlinearise=’ n m | E s n o n E z o o n n u l m n ( l l l
n n n n o n E l n m o n m n model/simulate P 1 3 1 F
’simulate=’ l l | m E y o n n o simulate n n o k n n o n E l n
m l o n n o n Y o n l n nonlinearise= n F
D e s c r i p t i o n
’ahead=’ n ’rollback=’ o o n n n o o m n o n n o D o m l l
D o m l l m o n F
I n i t i a l c o n d i t i o n s i n t i m e d o m a i n
f l @ ’initCond=’ ’stochastic’A D u l m n ( l o m m o l E m l
m o o n F o n n o n o o n ’initCond=’ o o n
o o l l o n o ' n l X
’fixed’ ! ( l o m m o l E m l m o m n @ A
n o n l n n F n l o n o n o o ( D n o n E o D
n m F
’optimal’ ! ( l o m o o ( n m m o m l l
@ l k l o o m m n A F
@ F F ( l o n l m o l l A ! o
o l m n o l l n l o n o n D l o n model/getP 1 0 0
o
o o l o n l o n o n F
m n E m @ F F ( l .mean n .mseA ! o o l
m n n w i o l l n l o n o n F
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w o l o j n n o n X findeqtn
C o n t r i b u t i o n s o f m e a s u r e m e n t v a r i a b l e s t o t h e e s t i m a t e s o f a l l v a r i a b l e s
o o n ’returnCont=’ true o o m o o n o m m n l D n E
o n l D n o k n o o n o n o n l m m n l F
l n o l l n l o n l l
.contF s n
.cont E
D m l l x o l m n x n m o m m n l
n m o l F k E o l m n l l o n o n o o o n o n k E m m n
l F
o n o n o l n l D n m l l o l o E l n l
@ l o E l A F ' n n l o l l n m o
o n o n @ o o n o l o E l A o ' o o n n m n
m n n F
E x a m p l e
n d e q t n
F i n d e q u a t i o n s b y t h e l a b e l s
S y n t a x
[Eqtn,Eqtn,...] = findeqtn(M,Label,Label,...)
[List,List,...] = findeqtn(M,’-rexp’,Rexp,Rexp,...)
I n p u t a r g u m e n t s
M m o l E w o l o j n o n l l o F
Label E i o n l l l l o F
Rexp E l o n l l m n o n l l F
O u t p u t a r g u m e n t s
Eqtn E p o n o n l l
LabelF
List l l E v o o n o l l m l o n RexpF
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w o l o j n n o n X fisher
D e s c r i p t i o n
E x a m p l e
n d n a m e
F i n d n a m e s o f v a r i a b l e s , s h o c k s , o r p a r a m e t e r s b y t h e i r d e s c r i p t o r s
S y n t a x
[Name,Name,...] = findname(M,Desc,Desc,...)
[List,List,...] = findname(M,’-rexp’,Rexp,Rexp,...)
I n p u t a r g u m e n t s
M m o l E w o l o j n n m l l o F
Desc E l D o k D o m o l l o F
Rexp E l o n l l m n l D o k D n m
o F
O u t p u t a r g u m e n t s
Name E p n m o n o DescF
List l l E v o n m o o m l o n RexpF
D e s c r i p t i o n
E x a m p l e
s h e r
A p p r o x i m a t e F i s h e r i n f o r m a t i o n m a t r i x i n f r e q u e n c y d o m a i n
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w o l o j n n o n X fisher
S y n t a x
[F,FF,Delta,Freq] = fisher(M,NPer,List,...)
I n p u t a r g u m e n t s
M m o l E o l m o l o j F
NPer n m E v n o o l n o p n o m o n l l
o m F
List l l E v o m o l k l o o n o n l l
' n F
O u t p u t a r g u m e n t s
F n m E e o m o n o p n o m o n m F
FF n m E g o n o n o n l n o o l p n o m o n m F
Delta n m E u o n k l o n o n n Fi n o m l l
o m o FF
Freq n m E o o n p n o m o n m l F
O p t i o n s
’chkSstate=’ true | false | l l E g k n o n Y o k o n l n
n o n E l n m o l F
’deviation=’ true | false E i l ' z o n F
’exclude=’ | l l | m E v o m m n l l l l
o m l k l o o n o n F
’percent=’ true | false E o o l l p m F r n F F F l o o
l Y n o n o p m n n
l o E l k l o o n o n n o n o n D n o o l D n n m F
’progress=’ true | false E h l o n o m m n n o F
’refresh=’ true | false E n m l n k n ' n o n F
’solve=’ true | false E E o l m o l n ' n o n F
’sstate=’ true | false | l l E E o m n ' n o n Y
m o l n o n E l n D o n n l l o n sstate n o n F
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w o l o j n n o n X fmse
D e s c r i p t i o n
E x a m p l e
f m s e
F o r e c a s t m e a n s q u a r e e r r o r m a t r i c e s
S y n t a x
[F,List,D] = fmse(M,NPer,...)
[F,List,D] = fmse(M,Range,...)
I n p u t a r g u m e n t s
M m o l E w o l o j o o w i m l l o m F
NPer n m E x m o o F
Range n m E h n F
O u t p u t a r g u m e n t s
F n m E p o w i m F
List l l E v o l n o n o l m n o MF
D E h o n o n l l D F F o o o
o n l l m n o FF
O p t i o n s
’output=’ n m m 9 | n m E y m M l l n m m o j o
l n n m Y o o n ’select=’ D ’output=’ l ’namedmat’F
’select=’ l l | Inf E n p w i o l l o n l Y Inf m n l l l F
o o n o n o l o o DF
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w o l o j n n o n X get
D e s c r i p t i o n
E x a m p l e
g e t
Q u e r y m o d e l o b j e c t p r o p e r t i e s
S y n t a x
Ans = get(M,Query)
[Ans,Ans,...] = get(M,Query,Query,...)
I n p u t a r g u m e n t s
M m o l E w o l o j F
Query E o m o l o j F
O u t p u t a r g u m e n t s
Ans F F F E e n o F
V a l i d q u e r i e s t o m o d e l o b j e c t s
f l o o l o m o l o n n G
get n o n F x o l ’y’ n o o n o n o m m n l
o o n D ’x’ n o n l o o n D ’e’ o k D ’p’ m D ’g’ o n o
l D ’d’ m n n o n D ’l’ n m l n k D n ’r’ o n o n F
o n m n n F
S t e a d y s t a t e
’sstate’ ! n o l l m o l l F
o m l n m n l l l n
m n o F
’sstateLevel’ ! n E l l o l l m o l
l F
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w o l o j n n o n X get
’sstateGrowth’ ! n E o @ ( ' n o
l n l D o o o o l o E l n l A o l l m o l l F
’dtrends’ ! n ' o m n n o n
m m n l F ' o m l n m m
F
’dtrendsLevel’ ! n ' o m n n o n
E l l o m m n l F
’dtrendsGrowth’ ! n ' o m n n o n
E o o m m n l F
’sstate+dtrends’ ! n m 9 m m n
l o o ' o m n n F
’sstateLevel+dtrendsLevel’ ! n m v l 9
m m n l o o ' o m n n F
’sstateGrowth+dtrendsGrowth’ ! n m ’sstateGrowth’
m m n l o o ' o m n n F
V a r i a b l e s , s h o c k s , a n d p a r a m e t e r s
’yList’D ’xList’D ’eList’D ’pList’D ’gList’ E n l l l o D l D
m m n l @ yA D n o n l @ xA D o k @ eA D m @ pA D n o n o
l @ gA D n o o n o n m n l o n o n o o n l
m o l ( l F x o l o m D ’pList’D o n o n l n m o
o n o o E o l o n F
’eyList’! n l l l o m m n o k n o o n n
m o l o l o n Y o n l o o k l l o n l o n m m n
o n n F
’exList’ ! n l l l o n o n o k n o o n n
m o l o l o n Y o n l o o k l l o n l o n n o n
o n n F
’stdList’ ! n l l l o n m o n o n o o k
n o o n o o o n n o k n m o l o F
’corrList’ ! n l l l o n m o o E o l o n o 0 n o
o k n o o n o o o n n o k n m o l o F
’stdCorrList’ ! n l l l o n m o o n n o E o l o n
o 0 n o o k n o o n o o o n n o k n m o l
o F
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w o l o j n n o n X get
E q u a t i o n s
’yEqtn’D ’xEqtn’D ’dEqtn’D ’lEqtn’D ’rEqtn’ E n l l l o D l D o
m m n o n @ yA D n o n o n @ xA D m n n @ dA D n m l n k
@
lA D n o n o n @
rA D n o o n n o n l m o l ( l F
’links’ ! n n m l n k ( l n m
v r n m F
F i r s t - o r d e r T a y l o r e x p a n s i o n o f e q u a t i o n s
’derivatives’ ! n l l m o l G o m o m o l E
o n Y n o n D F F F l l l n n o n l
o n n n o o n m Y l o ’wrt’F
’wrt’ E n l l l o l @ n l l o l A
o o o n n o n n ’derivatives’ ' n F
D e s c r i p t i o n s a n d a l i a s e s o f v a r i a b l e s , p a r a m e t e r s , a n d s h o c k s
’descript’ ! n o n o m o l l D o k D
n m F
’yDescript’D ’xDescript’D ’eDescript’D ’pDescript’D ’gDescript’ E n l l
o n o D l D m m n l @ yA D n o n l @ xA D o k @ eA D
m @ pA D n o n o l @ gA F
’alias’ ! n l l l o m o l l D o k D n
m F
’yAlias’D
’xAlias’D
’eAlias’D
’pAlias’D
’gAlias’E n l l l o D E
l D m m n l @ yA D n o n l @ xA D o k @ eA D m @ pA D n
o n o l @ gA F
E q u a t i o n l a b e l s a n d a l i a s e s
’labels’ ! n l l l o l l l l o o n F
’yLabels’D ’xLabels’D ’dLabels’D ’lLabels’D ’rLabels’ E n l l l l D
l D o m m n o n @ yA D n o n o n @ xA D m n n @ dA D
n m l n k @ lA D n o n o n @ rA F
’eqtnAlias’ ! n l l l o l l l o o n F
’yEqtnAlias’D ’xEqtnAlias’D ’dEqtnAlias’D ’lEqtnAlias’D ’rEqtnAlias’ E n l l
l o D l D m m n o n @ yA D n o n o n @ xA D m n
n @ dA D n m l n k @ lA D n o n o n @ rA F
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w o l o j n n o n X get
P a r a m e t e r v a l u e s
’corr’ ! n n o E o l o n o 0 n o o k F
’nonzeroCorr’ ! n n n o n z o o E o l o n o 0 E
n o o k F
’parameters’ ! n n m l D n l n
n n o n E z o o o 0 n F
’std’ ! n n o n o o k F
E i g e n v a l u e s
’stableRoots’ ! n l l o n m o o m o l n l m l l
n o n n m n @ l l o n o o n n o o n o n A F
’unitRoots’ ! n l l o n m o o m o l n l l o n n
m n @ l l o n o o n n o o n o n A F
’unstableRoots’ l l o n m e o o m o l n l n
o n n m n @ l l o n o o n n o o n o n A F
M o d e l s t r u c t u r e , s o l u t i o n , b u i l d
’build’ ! n n m s s o n n m n m o l o j n
l F
’log’ ! n true o l o E l n l D n false
o l n l F
’maxLag’ ! n n m m m m l n m o l F
’maxLead’ ! n n m m m m l n m o l F
’stationary’ ! n true o o n l D n
false o n E o o @ n o n E o n A l @ n n o l o n A F
’nonStationary’ ! n true o n E o o @ n o n E o n A
l D n false o o n l @ n n o l o n A F
’stationaryList’ ! n l l l o o n l @ n n o l o n A F
’nonStationaryList’ ! n l l l l l o n E o o @ n o n E o n A
l @ n n o l o n A F
’initCond’! n l l l o l n o n l n o
l n l o n o n n m l o n n o F l o n l o n o n
o l o n E ( E o 0 n o m o l m l o z o
n n o n n m F
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w o l o j n n o n X get
’yVector’ ! n l l l o m m n l n o o n
n o n o l m n o E m @ ' l n l o ’yList’A o m
model/sspace P 1 3 7
n o n F
’xVector’! n l l l o n o n l D n l l n
l D n o o n n o n o l m n o E m o m
model/sspaceP 1 3 7
n o n F
’xfVector’ ! n l l l o o E l o o k n @ F F n o n E m n A n o n
l D n l l n l D n o o n n o n
o l m n o E m o m model/sspace P 1 3 7
n o n F
’xbVector’ ! n l l l o k E l o o k n @ F F m n A n o n
l D n l l n l D n o o n n o n
o l m n o E m o m model/sspace P 1 3 7 n o n F
’eVector’ ! n l l l o o k n o o n n o n
o l m n o E m @ ' l n l o
’eList’A o m
model/sspaceP 1 3 7
n o n F
D e s c r i p t i o n
F i r s t - o r d e r T a y l o r e x p a n s i o n o f e q u a t i o n s
o n o m o l G o m o n l m o l o n n
’derivatives’ o n l o l l l n n
o n o n F l o l o o n ' n
n ’wrt’F
o n n ’derivatives’ n o
n m o m o l m D alphaY
n m o n o n o m m n l D XY
l o l o l D X{-1} o X{2}F
x o l n l o l m D n n l D n o n o n E
o n @ n E o o A m o l F p o o n m o l D l n l n m o n
m l l n o l F
E x a m p l e
d = get(m,’derivatives’);
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w o l o j n n o n X horzcat
w = get(m,’wrt’);
I E E x l l d @ x o l n m o o n n m o l A l l o n n
o n l o o o o n l o n F F F o
l n n o n X
d{k}
n o n n D n n l D o o w n m F w n m
o k E o n F F o w l o l n
w{k}
h o r z c a t
C o m b i n e t w o c o m p a t i b l e m o d e l o b j e c t s i n o n e o b j e c t w i t h m u l t i p l e p a r a m e t e r i s a -
t i o n s
S y n t a x
M = [M1,M2,...]
I n p u t a r g u m e n t s
M1D M2 m o l E g o m l m o l o j l l o m n Y n m o l m
o n m m o l ( l F
O u t p u t a r g u m e n t s
M m o l E y m o l o j o m n n m o l o j m l l m E
o n F
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w o l o j n n o n X ifrf
D e s c r i p t i o n
E x a m p l e
i c r f
I n i t i a l - c o n d i t i o n r e s p o n s e f u n c t i o n s
S y n t a x
S = icrf(M,NPer,...)
S = icrf(M,Range,...)
I n p u t a r g u m e n t s
M m o l E w o l o j o n l o n o n o n l l m l F
Range n m E h n ( n o k F
NPer n m E x m o o F
O u t p u t a r g u m e n t s
S E h n l o n o n o n F
O p t i o n s
’delog=’ true | false E h l o m o n o l l !variables:logF
’size=’ n m | 1 o l n m o l | log(1.1) o n o n E l n m o l E z o
o n n n l o n o n F
D e s c r i p t i o n
E x a m p l e
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w o l o j n n o n X iscompatible
i f r f
F r e q u e n c y r e s p o n s e f u n c t i o n t o s h o c k s
S y n t a x
[W,List] = ifrf(M,Freq,...)
I n p u t a r g u m e n t s
M m o l E w o l o j o n o n n o n l l o m F
Freq n m E o o n o o n n o n l l o m F
O u t p u t a r g u m e n t s
W n m E e n o n o n o n l @ n o A o o k @ n
o l m n A F
List l l E v o n o n l n o o W m D n l o o k n o l m n
o W m F
O p t i o n s
’output=’ n m m 9 | n m E y m W l l n m m o j o
l n n m Y o o n ’select=’ D ’output=’ l ’namedmat’F
’select=’ | l l | Inf E n n o n n o n o n l o l
l n G o l o k F
D e s c r i p t i o n
E x a m p l e
i s c o m p a t i b l e
T r u e i f t w o m o d e l s c a n o c c u r t o g e t h e r o n t h e L H S a n d R H S i n a n a s s i g n m e n t
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w o l o j n n o n X islinear
S y n t a x
Flag = iscompatible(M1,M2)
I n p u t a r g u m e n t s
M1D M2 m o l E o m o l o j l l o o m l F
O u t p u t a r g u m e n t s
Flag true | false E M1 n M1 n o n n n m n D M1(...) = M2(...) o
o z o n l o n n o n D [M1,M2]F
D e s c r i p t i o n
n o n o m n m o l l l D o k D n m D n o m o o n o
E o F
E x a m p l e
i s l i n e a r
T r u e f o r m o d e l s d e c l a r e d a s l i n e a r
S y n t a x
Flag = islinear(M)
I n p u t a r g u m e n t s
m m o l E m o l o j F
O u t p u t a r g u m e n t s
Flag true | false E m o l n l l n F
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w o l o j n n o n X isname
D e s c r i p t i o n
l n n o n m o l n l l n n
o n n m o l o j l l n model/modelP 1 1 9
n o n F s n o o D n o k
o m o n o m o l l l l n F
E x a m p l e
m = model(’mymodel.file’,’linear=’,true);
islinear(m)
ans =
1
i s l o g
T r u e f o r l o g - l i n e a r i s e d v a r i a b l e s
S y n t a x
flag = islog(m,name)
I n p u t a r g u m e n t s
m m o l E w o l o j F
name | l l E x m o n m o m o l l @ A F
O u t p u t a r g u m e n t s
flag true | false E o l l l o E l n n n o n E l n m o l F
D e s c r i p t i o n
E x a m p l e
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w o l o j n n o n X isnan
i s n a m e
T r u e f o r v a l i d n a m e s o f v a r i a b l e s , p a r a m e t e r s , o r s h o c k s i n m o d e l o b j e c t
S y n t a x
Flag = isname(M,Name)
[Flag,Flag,...] = isname(M,Name,Name,...)
I n p u t a r g u m e n t s
M m o l E w o l o j F
Name E e n l l m n n m o l D m
n o k n m o l o j
MF
O u t p u t a r g u m e n t s
Flag true | false E o n n l n m n m o l o j MF
D e s c r i p t i o n
E x a m p l e
i s n a n
C h e c k f o r N a N s i n m o d e l o b j e c t
S y n t a x
[Flag,List] = isnan(M,’parameters’)
[Flag,List] = isnan(M,’sstate’)
[Flag,List] = isnan(M,’derivatives’)
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w o l o j n n o n X issolved
I n p u t a r g u m e n t s
M m o l E w o l o j F
O u t p u t a r g u m e n t s
Flag true | false E l o n NaN l n o F
List l l E v o m @ l l ’parameters’A o l @ l l
’variables’A n x x n l o n m o n D o o n @ l l
’derivatives’A o n x x n l o n m o n F
D e s c r i p t i o n
E x a m p l e
i s s o l v e d
T r u e i f a m o d e l s o l u t i o n e x i s t s
S y n t a x
flag = issolved(m)
I n p u t a r g u m e n t s
m m o l E w o l o j F
O u t p u t a r g u m e n t s
flag true | false E o m o n o l n o l o n
n o n n n l n m o l o j F
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w o l o j n n o n X jforecast
D e s c r i p t i o n
E x a m p l e
i s s t a t i o n a r y
T r u e i f m o d e l o r s p e c i e d c o m b i n a t i o n o f v a r i a b l e s i s s t a t i o n a r y
S y n t a x
Flag = isstationary(M)
Flag = isstationary(M,Expn)
I n p u t a r g u m e n t s
M m o l E w o l o j F
Expn E n n o n n o m n o n o n o n l
o F
O u t p u t a r g u m e n t s
’flag=’ true | false E m o l @ l l o o n n m n A o
( o m n o n o l @ l l o n n m n A o n F
D e s c r i p t i o n
E x a m p l e
j f o r e c a s t
F o r e c a s t w i t h j u d g m e n t a l a d j u s t m e n t s ( c o n d i t i o n a l f o r e c a s t s )
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w o l o j n n o n X jforecast
S y n t a x
F = jforecast(M,D,Range,...)
I n p u t a r g u m e n t s
M m o l E o l m o l o j F
D E s n o m n l o n o n k n F
Range n m E p o n F
O u t p u t a r g u m e n t s
F E y j m n l l j o F
O p t i o n s
’anticipate=’ true | false E s D l o k n D m n
n n Y l F
’currentOnly=’ true | false E s D w i m l l o m o n l o n E
l D n o o l o l F
’deviation=’ true | false E n n o o n o m l n E
o F
’dtrends=’ ’auto’ | true | false E w m n o n n m n n F
’initCond=’ ’data’ | ’fixed’ E w i o n l o n o n o n n n
o n l o n o n ( F
’meanOnly=’ true | false E n o n l m n D F F o n m F
’plan=’ l n E m l o n l n n o n l n n o n o k F
’vary=’ | m E h m E n o n o o E o l o n
o o k F
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w o l o j n n o n X lhsmrhs
D e s c r i p t i o n
n j n m n n G o o o k D o n l n m n n m o
n n n n n n o k X
n o k n n m n n m n n n n m n
o o k o n Y
n o o k n n m n n m n o k l l
n n o n o n n o o n E o m n F
m o k o n o l n m n F
D e s c r i p t i o n
E x a m p l e
l e n g t h
N u m b e r o f a l t e r n a t i v e p a r a m e t e r i s a t i o n s
S y n t a x
N = length(M)
I n p u t a r g u m e n t s
M m o l | E w o l o o j F
O u t p u t a r g u m e n t s
N n m E x m o l n m o n F
D e s c r i p t i o n
E x a m p l e
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w o l o j n n o n X lhsmrhs
l h s m r h s
E v a l u a t e t h e d i s c r e p a n c y b e t w e e n t h e L H S a n d R H S f o r e a c h m o d e l e q u a t i o n a n d
g i v e n d a t a
S y n t a x f o r c a s u a l e v a l u a t i o n
Q = lhsmrhs(M,D,Range)
S y n t a x f o r f a s t e v a l u a t i o n
Q = lhsmrhs(M,YXE)
I n p u t a r g u m e n t s
M m o l E w o l o j o o n n n l n m l l l F
YXE n m E x m o m n n l l n n o n data4lhsmrhs P 7 8
Y
YXE o n n o o n o n m m n l D n o n l D n o k o E
n o E F
D E s n o o n o n m m n l D n o n l D
n o k o n n l l l F
Range n m E h n o n n l l l F
O u t p u t a r g u m e n t s
Q n m E x m n n v r n r o m o l o n F
D e s c r i p t i o n
n o n lhsmrhs l n n v r n r n m o l
o n Y l l l o o n l n n F n o n
lhsmrhs o n o o k o m o l n o l
P 5 5
F
( n D YXE E l n l l o data4lhsmrhs P 7 8
o m o n l l
m m o 0 n o n o l v r E r n l o ' n
m o n F
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w o l o j n n o n X loglik
o m n D n nEqtn nPer nAlt D nEqnt n m o m E
m n n n o n o n D nPer n m o o o X n o l l
o data4lhsmrhs P 7 8
D n nAlt o n m o l n m o n n MD
n n m o l n n n F
E x a m p l e
YXE = data4lhsmrhs(M,d,range);
Q = lhsmrhs(M,YXE);
l o g l i k
E v a l u a t e m i n u s t h e l o g - l i k e l i h o o d f u n c t i o n i n t i m e o r f r e q u e n c y d o m a i n
F u l l s y n t a x
[Obj,V,F,PE,Delta,PDelta] = loglik(M,D,Range,...)
S y n t a x f o r f a s t o n e - o l i k e l i h o o d e v a l u a t i o n
Obj = loglik(M,D,Range,...)
S y n t a x f o r r e p e a t e d f a s t l i k e l i h o o d e v a l u a t i o n s
% Step #1: Initialise.
loglik(M,D,Range,...,’persist=’,true);
% Step #2: Assign/change parameters.
M... = ...; % Change parameters.
% Step #3: Re-compute steady state and solution if necessary.
M = ...;M = ...;
% Step #4: Evaluate likelihood.
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w o l o j n n o n X loglik
L = loglik(M);
% Repeat steps #2, #3, #4 for different values of parameters.
% ...
I n p u t a r g u m e n t s
M m o l E w o l o j o n l k l o o o n l l l F
D | l l E s n o k o m m m n l l l
k n F
Range n m E h n F
O u t p u t a r g u m e n t s
T e s t t i t l e
Obj n m E l o m n l o E l k l o o n o n @ o o o j n o n
( n o o n A F
V n m E i m n l o ’relative=’ o o n Y o V
I F
F n m E n o o w i m o m m n l F
PE E h o n o o m m n l Y o o n
o o m m n l l l o E l F
Delta E h o n m o m n n m (
n ’outoflik=’ o o n F
PDelta n m E w i m o m o ’outoflik=’ m F
O p t i o n s
’persist=’ true | false ! E o n o o @ n o o n A o
n l l F
l o n model/filter P 9 3 o o o o n l l F
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w o l o j n n o n X lognormal
D e s c r i p t i o n
n m o o m n o n l l n loglik ' o m o n l 0 n F
n n n n o n o n l ( o m n D F F l o l k l o o n o n
@ m n l o o D n A D l n o m n F
loglik n o n n n n l u l m n ( l model/filter P 9 3 D o n l ' n
n o o o m n n F
F a s t e v a l u a t i o n o f l i k e l i h o o d
i m o n m D o n o n o l o n o
m o l n o l D o l l n loglikF p o l l o l X
s o o n l n o n n n o o m D o o n 9 o E l l
o o l o n F
s m o l l n D o o n l n o l l solve P 1 3 4
F
o n l o n o l 5 P n 5 Q n m o l dynamic links P 4 0
n o o m l F s n D o m l o n sstate P 1 3 8
solveP 1 3 4
n l n m o l o F
s m o l n o n E l n D n o o n l n m ' n o n m
n n o D o o n l n o l l solve P 1 3 4 F
s m o l n o n E l n D n o n m ' o n o n m
n D o m n ( sstate P 1 3 8
n n solve P 1 3 4
F
E x a m p l e
l o g n o r m a l
C h a r a c t e r i s t i c s o f l o g - n o r m a l d i s t r i b u t i o n s r e t u r n e d b y l t e r o f f o r e c a s t
S y n t a x
D = lognormal(M,D,...)
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w o l o j n n o n X model
I n p u t a r g u m e n t s
M m o l E w o l o n filter o forecast n o n n n F
D E o n o m filter o forecast n o n F
O u t p u t a r g u m e n t s
D E n l n n E l o E n o m l F
O p t i o n s
’fresh=’ true | false E y l l n l o n l n l o m F
’mean=’ true | false E g o m m n o l o E n o m l o n F
’median=’
true|
false E g o m m n o l o E n o m l o n F
’mode=’ true | false E g o m m o o l o E n o m l o n F
’prctile=’ n m | S D W S E g o m l n l o l o E n o m l E
o n F
’prefix=’ | l o n o m l 9 E ( n n m o n l F
’std=’ true | false E g o m o n o l o E n o m l o n F
D e s c r i p t i o n
m o d e l
C r e a t e n e w m o d e l o b j e c t b a s e d o n m o d e l l e
S y n t a x
m = model(fname,...)
m = model(m,...)
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w o l o j n n o n X model
I n p u t a r g u m e n t s
fname | l l E x m @ A o m o l ( l @ A l l l o n o n o n
m o l o j F
m m o l E i n m o l o j l l l o m m o l ( l F
O u t p u t a r g u m e n t s
m m o l E x m o l o j o n n m o l o ( l o ( l F
O p t i o n s
’multiple=’ | l E e l l o l D o k D o m n m o l
@ n n A m o n o n n m o l ( l F
’assign=’ | m E e n m o l m n G o o m
m m o l o j n F
’baseYear=’ n m | P H H H E f o o n n m n m n F
’comment=’ | m E o m m n o m o l o j F
’declareParameters=’ true | false E s falseD k m l o n n m o l
( l D n m n l o m o m l l n m o n n o n n o
l F
’epsilon=’ n m | ¢ @ I G R A E m n m m l z o n m l ' n E
o n F
’linear=’ true | false E s n l n m o l F
’removeLeads=’ true | false E m o l l l o m E o D k n l
o n l n n l F
’sstateOnly=’ true | false E n o n l E o n o o n @
l l A F
’std=’ n m | I o l n m o l | H F H I o n o n E l n m o l E h l n
o n o m o l o k F
’userdata=’ F F F | m E e o m o l o j F
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w o l o j n n o n X neighbourhood
D e s c r i p t i o n
L o a d i n g a m o d e l l e
model n o n n o n m o l ( l
P 2 3
n m
fnameD n m o l
o j m o n m o l ( l F o n n o k m o l o j n o o n m E ( l D
n n s s m o l n o n P 6 6 n n w l n o n F
s fname l l o m o n o n ( l n m n l l ( l o m n o @ n o o
n A F
R e - b u i l d i n g a n e x i s t i n g m o d e l o b j e c t
o n l n n o m n o l l m o l n o n o n n n m o l o j o
n ’removeLeads=’ o o n F y o D o n l m l o n
o n l m o l ( l F
E x a m p l e 1
n m o l o ( l n m my.modelD n l m o l l n X
m = model(’my.model’,’linear’,true);
E x a m p l e 2
n m o l o ( l n m my.modelD l m o l l n D n n o m o
m o l m X
m = model(’my.model’,’linear=’,true,’assign=’,P);
x o l n o
m = model(’my.model’,’linear=’,true);
m = assign(m,P);
n l o m o m n o model o n n o l if P 3 7
o
!switch P 4 8
o n F
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w o l o j n n o n X neighbourhood
n e i g h b o u r h o o d
E v a l u a t e t h e l o c a l b e h a v i o u r o f t h e o b j e c t i v e f u n c t i o n a r o u n d t h e e s t i m a t e d p a -
r a m e t e r v a l u e s
S y n t a x
[D,FigH,AxH,ObjH,LikH,EstH,BH] = neighbourhood(M,PS,Neigh,...)
I n p u t a r g u m e n t s
M m o l | k m o l E w o l o k m o l o j F
PS o E o o m l o @ o A o j n model/estimate P 8 2 n E
o n F
Neigh n m E n o o o n o j n o n l l l
( n m l l o m m F
O u t p u t a r g u m e n t s
D E n l o l o o o j n o n n
l k l o o @ m n l o l k l o o A n ( n o n o m m o
m F
o l l o n o m n n o n E m o n l o o o ’plot=’ X
FigH n m E r n l o ( F
AxH n m E r n l o o j F
ObjH n m E r n l o o j n o n l o F
LikH n m E r n l o l k l o o l o F
EstH n m E r n l o l m m k l o F
BH n m E r n l o o n l o F
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w o l o j n n o n X omega
O p t i o n s
’plot=’ true | false E g l l grfun.plotneigh P 4 3 3
n o n o m n neighbourhood
o l l F
’neighbourhood=’ | m E n n o o o o n o o m
o m Y o n l l n o o o n NeighF
P l o t t i n g o p t i o n s
l o n grfun.plotneigh P 4 3 3
o o o n l l n o o o ’plot=’ F
D e s c r i p t i o n
s n o D DD m I E E Q l l F ( l l o o m
l l o l o n F o n l l m o o l m n
o X l o o l l m n m o j n o n @ n estimate P 8 2
n o n A D n l o l k l o o o m o n n F l l o o o
n m X m m D l o o j n o n o m m D l o o n
n o n F
E x a m p l e
o m e g a
G e t o r s e t t h e c o v a r i a n c e m a t r i x o f s h o c k s
S y n t a x f o r g e t t i n g c o v a r i a n c e m a t r i x
OMG = omega(M)
S y n t a x f o r s e t t i n g c o v a r i a n c e m a t r i x
M = omega(M,OMG)
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w o l o j n n o n X refresh
I n p u t a r g u m e n t s
M m o l | k m o l E w o l o k m o l o j F
OMG n m E g o n m l l o n o n l o o n
n o E o o 0 n F
O u t p u t a r g u m e n t s
OMG n m E g o n m o o k o l o n n l n
o n n o E o l o n o 0 n F
M m o l | k m o l E w o l o k m o l o j n l o o n n
o E o o 0 n o n n o n m F
D e s c r i p t i o n
E x a m p l e
r e f r e s h
R e f r e s h d y n a m i c l i n k s
S y n t a x
M = refresh(M)
I n p u t a r g u m e n t s
M m o l E w o l o j o n m l n k l l F
O u t p u t a r g u m e n t s
M m o l E w o l o j n m l n k F
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w o l o j n n o n X regress
D e s c r i p t i o n
E x a m p l e
m = refresh(m);
r e g r e s s
C e n t r e d p o p u l a t i o n r e g r e s s i o n f o r s e l e c t e d m o d e l v a r i a b l e s
S y n t a x
[B,CovRes,R2] = regress(M,Lhs,Rhs,...)
I n p u t a r g u m e n t s
M m o l E w o l o n o o n m o o l o n o n l l F
Lhs | l l E v l n o n Y o l m o
E o F
Rhs | l l E l n o n Y o l m o
E o D o m o l l o n o n l n n
E o F
O u t p u t a r g u m e n t s
B n m m | n m E o l o n o n o 0 n F
CovRes n m m | n m E g o n m o l o m o l o n o n F
R2 n m E g o 0 n o m n o n @ E A F
O p t i o n s
’output=’ ’namedmat’ | ’numeric’ E y m l l n m m o j o
l n n m F
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w o l o j n n o n X reporting
D e s c r i p t i o n
o l o n o n l l n o n l n F m n o n
l l l m o n o o n n o n o n l m n @ E
l l A m o o m m F
v n l l o E l m n l log(...) l l n n m F
p o n n D X l o l o l D n o m o log(X) o log(X{-1})F
E x a m p l e
[B,C] = regress(’log(R)’,{’log(R{-1})’,’log(dP)’});
r e p o r t i n g
R u n r e p o r t i n g e q u a t i o n s
S y n t a x
D = reporting(M,D,Range,...)
I n p u t a r g u m e n t s
M m o l E w o l o j o n o n F
D E s n l l o l o n o n F
Range n m E h n o n o n o n l l l F
O u t p u t a r g u m e n t s
D E y o n l F
O p t i o n s
’dynamic=’ true | false E s D o n l l l o o l l o n
o o n l Y l D o n l l l n l o o l l o F
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w o l o j n n o n X resample
’merge=’ true | false E w o n F
D e s c r i p t i o n
r e s a m p l e
R e s a m p l e f r o m t h e m o d e l i m p l i e d d i s t r i b u t i o n
S y n t a x
Outp = resample(M,Inp,Range,NDraw,...)
Oupt = resample(M,Inp,Range,NDraw,J,...)
I n p u t a r g u m e n t s
M m o l E o l m o l o j F
Inp | m E s n @ n A o o n o n l o n o n n G o
m l o k Y n o o o n o l
Range n m E m l n n F
NDraw n m E x m o F
J | m E h E l @ m E n A n o n D o o ' D
n G o m n o o k F
O u t p u t a r g u m e n t s
Outp E y m l F
O p t i o n s
’deviation=’ true | false E n n o o n o m l n E
o F
’dtrends=’ ’auto’ | true | false E e m n n o m m n l F
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w o l o j n n o n X set
’method=’ ’bootstrap’ | ’montecarlo’ E w o o n o m n o k n n l o n E
o n F
’progress=’ true | false E h l o n o m m n n o F
’randomInitCond=’ true | false | n m E n o m n l o n o n Y n m m n
n l o n o n l l m l n ( n m o E m l o F
’stateVector=’ ’alpha’ | ’x’ E n m l n n l o n o n D n o m
o D alphaD o o o o n l l D xY o o n m n o n
l l o l F
’svdOnly=’ true | false E h o n o m g o l k n o n l h o o z
o n m n m l n n l o n o n Y o n l l n ’randomInitCond=’
trueF
’wild=’ true | false E l o o n o i o n o o Y o n l l n
’method=’ ’bootstrap’F
D e s c r i p t i o n
n o l o o o m l n n l o n o n D l o n n
m o n m n o n l o n o n m o m n m l m o l
@ F F A F
E x a m p l e
s e t
C h a n g e m o d i a b l e m o d e l o b j e c t p r o p e r t y
S y n t a x
M = set(M,Request,Value)
M = set(M,Request,Value,Request,Value,...)
I n p u t a r g u m e n t s
M m o l E w o l o j F
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w o l o j n n o n X set
Request E x m o m o ( l m o l o j o l l n F
Value F F F E l o o l l F
O u t p u t a r g u m e n t s
M m o l E w o l o j o o o m o ( F
V a l i d r e q u e s t s t o m o d e l o b j e c t s
E q u a t i o n l a b e l s a n d a l i a s e s
’yLabels=’D ’xLabels=’D ’dLabels=’D ’lLabels=’ l l E g n l l o D
l D m m n o n @ yA D n o n o n @ xA D m n n @ dA D
n n m l n k @ dA F
’labels=’ l l E g n l l o l l o n Y n o l l m n
z o get(M,’labels’)F
’yeqtnAlias=’D ’xeqtnAlias=’D ’deqtnAlias=’D ’leqtnAlias=’ l l E g n l
o D l D m m n o n @ yA D n o n o n @ xA D m n n @ dA D
n n m l n k @ dA F
’eqtnAlias=’ l l E g n l o l l o n Y n o l l m n
z o get(M,’eqtnAlias’)F
D e s c r i p t i o n s a n d a l i a s e s o f v a r i a b l e s , s h o c k s , a n d p a r a m e t e r s
’yDescript=’D ’xDescript=’D ’eDescript=’D ’pDescript=’ l l E g n E
o n o D l D m m n l @ yA D n o n l @ xA D o k @ eA D n
o n o l @ gA F
’descript=’ E g n o n o l l l D m D n o k Y
n o @ A ( l o o n n o m o l n m F
’yAlias=’D ’xAlias=’D ’eAlias=’D ’pAlias=’ l l E g n l o D l D
m m n l @ yA D n o n l @ xA D o k @ eA D n o n o l @ gA F
’alias=’ E g n l o l l l D m D n o k Y n o
@ A ( l o o n n o m o l n m F
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w o l o j n n o n X shockplot
O t h e r r e q u e s t s
’nAlt=’ n m E g n n m o l n m o n F
’stdVec=’ n m E g n o l o o o n F
’tOrigin=’ n m E g n o o m n m n m n n
m m n l F
’epsilon=’ n m E g n l ' n o n n o m n l o
n o n F
s h o c k p l o t
S h o r t - c u t f o r r u n n i n g a n d p l o t t i n g p l a i n s h o c k s i m u l a t i o n
S y n t a x
[S,FF,AA] = shockplot(M,ShockName,SimRange,PlotList,...)
I n p u t a r g u m e n t s
M m o l E w o l o j l l m l F
ShockName E x m o o k l l m l F
SimRange n m E h n o n o k l l m l F
PlotList l l E v o l l l o Y o n n o
dbase/dbplot P 3 6 5 F
O u t p u t a r g u m e n t s
S E h m l o n l F
FF n m E r n l o ( n o F
AA n m E r n l o o j F
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w o l o j n n o n X simulate
O p t i o n s a e c t i n g t h e s i m u l a t i o n
’deviation=’ true | false E o o n ’deviation=’ n model/simulate P 1 3 1
F
’dtrends=’ true | false E o o n ’dtrends=’ o o n n model/simulateP 1 3 1
F
’shockSize=’ ’std’ | n m E z o o k l l m l Y ’std’ m n
o n o o k l l m l F
O p t i o n s a e c t i n g t h e g r a p h s
l o n dbase/dbplot P 3 6 5
o o o o n l l F
D e s c r i p t i o n
m l o k l o m
t=1F n m l o n n D
SimRangeD o
t=1 l l o o o m l n o k F
o m l l n l o n E m l o D F F o n o o o o
m l o n F
E x a m p l e
s i m u l a t e
S i m u l a t e m o d e l
S y n t a x
S = simulate(M,D,Range,...)
[S,Flag,AddF,Discrep] = simulate(M,D,Range,...)
I n p u t a r g u m e n t s
M m o l E o l m o l o j F
D | l l E s n o k o m n l o n o n n o k
o m n m l o n n l l F
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w o l o j n n o n X simulate
Range n m E m l o n n F
O u t p u t a r g u m e n t s
S | l l E h m l o n l F
O u t p u t a r g u m e n t s i n n o n - l i n e a r s i m u l a t i o n s
Flag l l | m E g l l ) o n o n E l n m l o n F
AddF l l | m E g l l o ( n l E o o ( E o o E
m o n o m k n o n E l n o n o l F
Discrep l l | m E g l l o ( n l n n v r n r
n o n m k o n o n E l n m l o n o l E l n F
O p t i o n s
’anticipate=’ true | false E s trueD l o k n D m n
n n Y falseF
’contributions=’ true | false E h o m o m l n o o n o n o
n l o k F
’deviation=’ true | false E n n o o n o m l n E
o F
’dbOverlay=’ true | false | E n o n dboverlay o o m n m l
o n D o n o D n F
’dTrends=’ o 9 | true | false E e m n n o m m n l F
’ignoreShocks=’ true | false E o n l n l o n o n o m n D n n o
n o k n m l o n n F
’plan=’ l n E m l o n l n o n o n n o n o o m E
l n o k m o l D n G o o m l o m o n o n E l n o n l F
’progress=’ true | false E h l o n o m m n n o F
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w o l o j n n o n X simulate
O p t i o n s f o r m o d e l s w i t h n o n - l i n e a r i s e d e q u a t i o n s
’addSstate=’ true | false E e l l o m l o l n
n o n E l n o n Y o o n o n l ’deviation=’ trueF
’display=’ true | false | n m | s n E o o n o n n Y ’display=’
ND o N o n Y ’display=’ InfD o o n l ( n l o n F
’error=’ true | false E o n o n n o n E l n m l o n l o n Y
falseD o n l n n n l l l F
’lambda=’ n m | 1 E z @ n n 1A o o o n o n E l n
o n n o n F
’reduceLambda=’ n m | .5 E p o @ n n 1A lambda l l
m l l n o n E l n m l o n o n n n F
’maxIter=’ n m | 1 E w m m n m o o n F
’tolerance=’ n m | 1e-5 E g o n n o l n F
D e s c r i p t i o n
O u t p u t r a n g e
m n o D SD ( n o n m l o n n D RANGED l n l
l l n n l o n o n D F F l o l o n m o l o F o n
o o n ’dboverlay=’ o o m n o n @ F F o n l
l o n o o n m l A F
S i m u l a t i o n s w i t h m u l t i l p l e p a r a m e t e r i s a t i o n s a n d / o r m u l t i p l e d a t a s e t s
s o m l m o l N m o n n n o n n K
@ F F l m K o l m n A D n o l l o n n X
m o l l l m l o l o P = max(N,K) n m o m F m n
l n o l l P o l m n F
I m o n l l m l n I D P n m o n
l l m l n P n D F n l o l m o n
o l D F F min(N,K)F p o m o n o n D l m o n o l
l l m l @ E A n m n n m l o n F
o m l l D IE o l m n n o D I = 1, ..., PD m l o n
o min(I,N)E m o l m o n n min(I,K)E n n m F
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w o l o j n n o n X solve
E x a m p l e
s i n g l e
C o n v e r t s o l u t i o n m a t r i c e s t o s i n g l e p r e c i s i o n
S y n t a x
m = single(m)
I n p u t a r g u m e n t s
m m o l E w o l o j o o l o n m l l o n o n l o n F
O u t p u t a r g u m e n t s
m m o l E w o l o j n l E o n o l o n m F
D e s c r i p t i o n
s o l v e
C a l c u l a t e r s t - o r d e r a c c u r a t e s o l u t i o n o f t h e m o d e l
S y n t a x
M = solve(M,...)
I n p u t a r g u m e n t s
M m o l E m m o l o j F x o n E l n m o l m l o
l n F
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w o l o j n n o n X solve
O u t p u t a r g u m e n t s
M m o l E w o l n l o m o l o n F
O p t i o n s
’expand=’ n m | | NaN E x m o o o m o l o l o n l l
n Y NaN m n o o o l o n n o n n o l l n
o l l n m o l n n o l n m l o n o o n
o k o l n F
’error=’ true | false E o n o n o n l o l o n Y falseD
n n m o n l l l l F
’linear=’ ’auto’ | true | false E o l m o l n l n o D F F ' n n
o n z o n n o n l n F
’progress=’ true | false E h l o n o m m n n o F
’refresh=’ true | false E n m l n k o o m n o l o n F
’select=’ true | false E e o m l l o n n o E ' n
o n m n o m l m m m l l F
’warning=’ true | false E h l n n o n o n F
D e s c r i p t i o n
s s o l n o @ o n l A o m o o n o n o
o n F m @ l A l o n m l o n F s s n l o o
n l o m o l X i x P @ m E o E i n l E x E o A D n n i P g P
@ i n l E o o E g l o E o E A F
i x P X m o l o n n o o m o n o o D n l o m n E
o m o m n o l o n l m l o P D
o n o m n ( n l l o I n o n ( n l o I F s s l
n o n o n l o o n o o m n m l o o
n o o F
i P g P X E o n o m l n n ’Reordering
failed because some eigenvalues are too close to swap.’ s s m o E o
o n n l o k F n m o m l m o N-1 m o N
o l n m o o n F
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w o l o j n n o n X sspace
E x a m p l e
s r f
S h o c k r e s p o n s e f u n c t i o n s
S y n t a x
S = srf(M,NPer,...)
S = srf(M,Range,...)
I n p u t a r g u m e n t s
M m o l E w o l o j o o k o n l l m l F
Range n m E m l o n n ( n o k F
NPer n m E x m o m l o n o F
O u t p u t a r g u m e n t s
S E h o k o n m F
O p t i o n s
’delog=’ true | false E h l o m o n o l l !variables:logF
’select=’ l l | Inf E n o k o n n o n o l o n o o k o n l Y
Inf m n l l o k m l F
’size=’ 9 | n m E z o o k l l m l Y 9 m n
o k l l o n l n n m o l o j mF
D e s c r i p t i o n
E x a m p l e
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w o l o j n n o n X sspace
s s p a c e
S t a t e - s p a c e m a t r i c e s d e s c r i b i n g t h e m o d e l s o l u t i o n
S y n t a x
[T,R,K,Z,H,D,U,Omg] = sspace(m,...)
I n p u t a r g u m e n t s
m m o l E o l m o l o j F
O u t p u t a r g u m e n t s
T n m E n o n m F
R n m E w o k o n n o n o n F
K n m E g o n n o n n o n o n F
Z n m E w m n n o n l o m m n l F
H n m E w o k o n m m n o n F
D n m E g o n n o n m m n o n F
U n m E n o m o n m o m n l F
Omg n m E g o n m o o k F
O p t i o n s
’triangular=’ true | false E s D E o m n n o n
m T n l n o o m n l n o m o n l F
o m n s s l l o n F
D e s c r i p t i o n
E n o n o l l o n o m X
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w o l o j n n o n X sstate
[xf;alpha] = T*alpha(-1) + K + R*e
y = Z*alpha + D + H*e
xb = U*alpha
Cov[e] = Omg
xb n n E E I o o m n @ k E l o o k n A n o n l n
l l D xf n n E E I o o n o n E m n @ o E l o o k n A l n
l l D alpha n o m o n o xbD e n n E E I o o o k D n y n n E E I
o o m m n l F p m o D n o o l n m o n o n l D
n l l n l D n a n C n F
n o n m D TD D n n l D n l n E E n F p m o D n o m
o l o n o l o n E E n o T n l F
o n get(m,’xVector’) n o n o l n o o o n o n o n
l n l l n l n o xb n xfF ( n n m
o xfD m n n n n m o xbF
s s t a t e
C o m p u t e s t e a d y s t a t e o r b a l a n c e - g r o w t h p a t h o f t h e m o d e l
S y n t a x
M = sstate(M,...)
I n p u t a r g u m e n t s
M m o l E m m o l o j F
O u t p u t a r g u m e n t s
M m o l E w o l o j n l o m n F
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w o l o j n n o n X sstate
O p t i o n s
’linear=’ ’auto’ | true | false E o l o n l n o D F F
o n ( E o o l o n m n o o o n n F
’warning=’ true | false E h l s s n n o n o n F
O p t i o n s f o r n o n - l i n e a r m o d e l s
’blocks=’ true | false E E n E o n n l o k o
o m n F
’display=’ ’iter’ | ’final’ | ’notify’ | ’off’ E v l o n o D y m F
’endogenise=’ l l | | m E v o m l l n o n n
o m n Y n m o n o n m m m n m
o n o n l o n n ’exogenised=’ o o n F
’exogenise=’ l l | | m E v o n o n l l l o n
n o m n Y n m o o n l m m n m
o m o n n ’exogenise=’ o o n F
’fix=’ l l | m E v o l o l l n o o m n k
( o n l n l F
’fixAllBut=’ l l | m E s n l o l o l l n o
o m n k ( o n l n l F
’fixGrowth=’ l l | m E v o l o E o l l n o
o m n k ( o n l n l F
’fixGrowthAllBut=’ l l | m E s n l o l o E o
l l n o o m n k ( o n l n l F
’fixLevel=’ l l | m E v o l o E l l l l n o o m
n k ( o n l n l F
’fixLevelAllBut=’ l l | m E s n l o l o E l l l l
n o o m n k ( o n l n l F
’growth=’ true | false E s trueD o E l l n o l l
o m Y falseD o n l l l l l o m m n m o l
o n o o E o l n n m o l
o j F
’optimSet=’ l l | m E x m E l y m n Y help optimset
o l o n n F
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w o l o j n n o n X sstatedb
’refresh=’ true | false E n m l n k o m F
’reuse=’ true | false E E l l l o m o n o
n l n m o n F
’solver=’ ’fsolve’ | ’lsqnonlin’ E o l n o n o o l o o
n o n E l n m o l Y n o o y m z o n n o n D o E l
o l F
’sstate=’ true | false | l l E s true o l l D E o m n
o n Y l l n o m o l o o n sstate
n o n l l F
O p t i o n s f o r l i n e a r m o d e l s
’refresh=’ true | false E n m l n k o o m F
’solve=’
true|
false E o l m o l o o m n F
D e s c r i p t i o n
x o o k o m l D o o n ’growth=’ o false l o
m o l m o n o E o n l E n
o m o l o j F o sstate n o n o o m n o E l l n
E o n l n E o m o l D o n o o o n ’growth=’ trueF
E x a m p l e
s s t a t e d b
C r e a t e m o d e l - s p e c i c s t e a d y - s t a t e o r b a l a n c e d - g r o w t h - p a t h d a t a b a s e
S y n t a x
[D,IsDev] = sstatedb(M,Range)
[D,IsDev] = sstatedb(M,Range,NCol)
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w o l o j n n o n X sstatefile
I n p u t a r g u m e n t s
M m o l E w o l o j o l l F
Range n m E s n n m l o n n Y E o l n E o E
l l o n n l o o m l l n l l l n l F
NCol n m E x m o o l m n o l Y n m n NCol n o n l
n l E m o n m o l F
O u t p u t a r g u m e n t s
D E h E o l n E o o j o
m o l l D n l o o o n l n l o m o l m E
F
IsDev false E o n o m n l falseD n n o
o o n ’deviation=’ n model/simulateP 1 3 1
F
D e s c r i p t i o n
E x a m p l e
s s t a t e l e
C r e a t e a s t e a d y - s t a t e l e b a s e d o n t h e m o d e l o b j e c t ' s s t e a d y - s t a t e e q u a t i o n s
S y n t a x
sstatefile(m,filename,...)
I n p u t a r g u m e n t s
m m o l E w o l o j F
file E p l n m n E ( l l l F
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w o l o j n n o n X stdscale
O p t i o n s
’endogenise=’ l l | | m E v o m l l n o n n
o m n Y n m o n o n m m m n m
o n o n l o n n
’exogenised=’o o n F
’endogenise=’ l l | | m E v o n o n l l l o n
n o m n Y n m o o n l m m n m
o m o n n ’exogenise=’ o o n F
’growthNames=’ | ’d?’ E m l o o n m n l n l n l F
’time=’ true | false E u o m o m @ l A n E
( l F
D e s c r i p t i o n
E x a m p l e
s t d s c a l e
R e - s c a l e a l l s t d d e v i a t i o n s b y t h e s a m e f a c t o r
S y n t a x
m = stdscale(m,factor)
I n p u t a r g u m e n t s
m m o l E w o l o j o o n l l E l F
factor n m E p o l l m o l o n l l E l F
O u t p u t a r g u m e n t s
m m o l E w o l o j l l o o n E l F
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w o l o j n n o n X subsasgn
D e s c r i p t i o n
E x a m p l e
s u b s a s g n
S u b s c r i p t e d a s s i g n m e n t f o r m o d e l a n d s y s t e m t o b j e c t s
S y n t a x f o r a s s i g n i n g p a r a m e t e r i s a t i o n s f r o m o t h e r o b j e c t
M(Inx) = N
S y n t a x f o r d e l e t i n g s p e c i e d p a r a m e t e r i s a t i o n s
M(Inx) = []
S y n t a x f o r a s s i g n i n g p a r a m e t e r v a l u e s o r s t e a d y - s t a t e v a l u e s
M.Name = X
M(Inx).Name = X
M.Name(Inx) = X
S y n t a x f o r a s s i g n i n g s t d d e v i a t i o n s o r c r o s s - c o r r e l a t i o n s o f s h o c k s
M.std_Name = X
M.corr_Name1__Name2 = X
x o o l n o o x m o o k n o l o n o 0 n F
I n p u t a r g u m e n t s
M m o l | m ( E w o l o m ( o j l l n n m o n
o n m l o n E l F
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w o l o j n n o n X subsref
N m o l | m ( E w o l o m ( o j o m l M o m o n
l l n @ o A n o MF
Inx n m E s n o m o n l l n o l F
NameD Name1D Name2 E x m o l D o k D o m F
X n m E e l @ o o o l A l l n o m o l
x m NameF
O u t p u t a r g u m e n t s
M m o l | m ( E w o l o m ( o j n l n o l m E
o n D o n l n m D o E l F
D e s c r i p t i o n
E x a m p l e
i n n m o m o n n m o l o m ( o j n l l j o n
m o n X
m(1:1) = m;
m o n m l o n m n m o l o m ( o j F
s u b s r e f
S u b s c r i p t e d r e f e r e n c e f o r m o d e l a n d s y s t e m t o b j e c t s
S y n t a x f o r r e t r i e v i n g o b j e c t w i t h s u b s e t o f p a r a m e t e r i s a t i o n s
M(Inx)
S y n t a x f o r r e t r i e v i n g p a r a m e t e r s o r s t e a d y - s t a t e v a l u e s
M.Name
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w o l o j n n o n X system
S y n t a x t o r e t r i e v e a s t d d e v i a t i o n o r a c r o s s - c o r r e l a t i o n o f s h o c k s
M.std_ShockName
M.corr_ShockName1__ShockName2
x o o l n o o n m o o k n o l o n o 0 n F
I n p u t a r g u m e n t s
M m o l | m ( E w o l o m ( o j F
Inx n m | l o l E s n o m o n F
Name E x m o l D o k D o m F
ShockName1D
ShockName2E x m o o k F
D e s c r i p t i o n
E x a m p l e
s y s t e m
S y s t e m m a t r i c e s b e f o r e m o d e l i s s o l v e d
S y n t a x
[A,B,C,D,F,G,H,J,List,NF] = system(M)
I n p u t a r g u m e n t s
M m o l E w o l o j o m m l l n F
O u t p u t a r g u m e n t s
A n m E w o o o n n n o n o n F
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w o l o j n n o n X userdata
B n m E w n o n n o n o n F
C n m E g o n n o n n o n o n F
D n m E w n o n o k n n o n o n F
F n m E w m m n l n m m n o n F
G n m E w m n n o n l n m m n l F
H n m E g o n n o n m m n o n F
J n m E w m m n o k n m m n o n F
List l l E v o m m n l D n o n l n l n l l
n l D n o k n o n o l m n o m m F
NF n m E x m o n o n E m n @ o E l o o k n A n o n l F
O p t i o n s
’linear=’ ’auto’ | true | false E g o m m o l n l n o D F F ' E
n n o n z o n n o n l n F
’select=’ true | false E e o m l l o n n o E ' n
o n m n o m l m m m l l F
D e s c r i p t i o n
m o m o l o l o l l o n o m X
A E[xf;xb] + B [xf(-1);xb(-1)] + C + D e =
F y + G xb + H + J e =
E o n o n l o n o o D xf o o n o n E m n @ o E l o o k n A
n o n l D xb o o m n @ k E l o o k n A n o n l D y
o o m m n l D n e o o n o n n m m n o k F
E x a m p l e
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w o l o j n n o n X VAR
u s e r d a t a
G e t o r s e t u s e r d a t a i n a n I R I S o b j e c t
S y n t a x f o r g e t t i n g u s e r d a t a
X = userdata(OBJ)
S y n t a x f o r a s s i g n i n g u s e r d a t a
OBJ = userdata(OBJ,X)
I n p u t a r g u m e n t s
OBJ m o l | | e | e | p e e | E y n o s s o j
o n o n F
X F F F E e n k n o l l o D n o n D o j OBJF
O u t p u t a r g u m e n t s
X F F F E n l o o j F
OBJ m o l | | e | e | p e e | E o j F
D e s c r i p t i o n
E x a m p l e
V A R
P o p u l a t i o n V A R f o r s e l e c t e d m o d e l v a r i a b l e s
S y n t a x
V = VAR(M,Select,Range,...)
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w o l o j n n o n X vma
I n p u t a r g u m e n t s
M m o l E o l m o l o j F
Select l l | E v o l l o e F
Range n m E r o l n D n l n E m l n l o n o n D o n
e o l m F
O u t p u t a r g u m e n t s
V e E e m o E o m e o l m o l l F
O p t i o n s
’order=’ n m | I E y o e F
’constant=’ true | false E s n l n e o n n o o m
o l l F
D e s c r i p t i o n
E x a m p l e
v m a
V e c t o r m o v i n g a v e r a g e r e p r e s e n t a t i o n o f t h e m o d e l
S y n t a x
[Phi,List] = vma(M,P,...)
I n p u t a r g u m e n t s
M m o l E w o l o j o w e n o n l l o m F
P n m E y o w e l l l F
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w o l o j n n o n X xsf
O u t p u t a r g u m e n t s
Phi n m m | n m E w e m F
List l l E v o m m n n n o n l n o o Phi m D n
l o o k n o l m n o Phi m F
O p t i o n
’output=’ n m m 9 | n m E y m Phi l l n m m o j
o l n n m Y o o n ’select=’ D ’output=’ l ’namedmat’F
’select=’ l l | Inf E n w e m o l n G o o k
o n l Y Inf m n l l l F
D e s c r i p t i o n
E x a m p l e
x s f
P o w e r s p e c t r u m a n d s p e c t r a l d e n s i t y o f m o d e l v a r i a b l e s
S y n t a x
[S,D,List] = xsf(M,Freq,...)
[S,D,List,Freq] = xsf(M,NFreq,...)
I n p u t a r g u m e n t s
M m o l E w o l o j F
Freq n m E o o n p l l l F
NFreq n m E o l n m o n Y n l l n l
n H n piF
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w o l o j n n o n X zerodb
O u t p u t a r g u m e n t s
S n m m | n m E o m m F
D n m m | n m E l n m F
List l l E v o l n o o n n o n o l m n o S n DF
Freq n m E o o n p n l F
O p t i o n s
’applyTo=’ l l | | Inf E v o l o o o n ’filter=’ l l
l Y Inf m n l l l F
’filter=’ | m E v n ( l l o l ( l o 9 F
’nFreq=’ n m |
256 E x m o l l n o ( l 9
n m l l n F
’output=’ ’namedmat’ | ’numeric’ E y m S n F l l n m m o E
j o l n n m Y o o n ’select=’ D ’output=’ l n m m
o j F
’progress=’ true | false E h l o o n n o m m n n o F
’select=’ l l | Inf E n p o l l o n l Y Inf m n l l l F
D e s c r i p t i o n
E x a m p l e
z e r o d b
C r e a t e m o d e l - s p e c i c z e r o - d e v i a t i o n d a t a b a s e
S y n t a x
[D,IsDev] = zerodb(M,Range)
[D,IsDev] = zerodb(M,Range,NCol)
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w o l o j n n o n X zerodb
I n p u t a r g u m e n t s
M m o l E w o l o j o z o l l F
Range n m E s n n m l o n n Y z o l l o n n
l o o m l l n l l l n l F
NCol n m E x m o o l m n o l Y n m n NCol n o n l
o n m o l o n m o n F
O u t p u t a r g u m e n t s
D E h o j ( l l z o o l n l D
o j ( l l o n o l o E l n l D n l o o o
n l n l o m o l m F
IsDev true E o n o m n l trueD n n o o o n
’deviation=’ n model/simulateP 1 3 1
F
D e s c r i p t i o n
E x a m p l e
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m l o n l n
6 S i m u l a t i o n p l a n s
m l o n l n o m l m n o model/simulateP 1 3 1
o model/jforecastP 1 1 2
n E
o n F
o n o m l o n l n o j o o l l o n o m o o m l m l o n
o o @ o o m n o n o A X
s i m u l a t i o n s o r f o r e c a s t s w i t h s o m e o f t h e m o d e l v a r i a b l e s t e m p o r a r i l y
o n Y
s i m u l a t i o n s w i t h s o m e o f t h e n o n - l i n e a r e q u a t i o n s s o l v e d i n a n e x a c t
n o n E l n m o Y
f o r e c a s t s c o n d i t i o n e d u p o n s o m e v a r i a b l e s ;
l n o j o model/simulateP 1 3 1
o model/jforecastP 1 1 2
n o n o
’plan=’ o o n F
l n m o X
C o n s t r u c t o r
planP 1 6 1
E g n m l o n l n F
G e t t i n g i n f o r m a t i o n a b o u t s i m u l a t i o n p l a n s
detailP 1 5 4
E h l l o m l o n l n F
get P 1 5 7 E o l n o j F
nnzcond P 1 5 8
E x m o o n o n n o n F
nnzendogP 1 5 8
E x m o n o n o n F
nnzexog P 1 5 9 E x m o o n o n F
nnznonlinP 1 6 0
E x m o n o n E l n o n F
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m l o n l n X autoexogenise
S e t t i n g u p s i m u l a t i o n p l a n s
autoexogeniseP 1 5 3
E i o n l n o m l l n o n o o n n o k F
condition P 1 5 4
E g o n o n o o n ( l ( F
endogenise P 1 5 5
E i n o n o k o E n o n l ( F
exogenise P 1 5 6
E i o n l o E o n o k ( F
nonlinearise P 1 6 0
E l o n o m l o n n n n o n E l n m o F
R e f e r e n c i n g p l a n o b j e c t s
subsref P 1 6 2
E n o l n o j F
G e t t i n g o n - l i n e h e l p o n s i m u l a t i o n p l a n s
help plan
help plan/function_name
a u t o e x o g e n i s e
E x o g e n i s e v a r i a b l e s a n d a u t o m a t i c a l l y e n d o g e n i s e c o r r e s p o n d i n g s h o c k s
S y n t a x
P = autoexogenise(P,List,Dates)
P = autoexogenise(P,List,Dates,Flag)
I n p u t a r g u m e n t s
P l n E m l o n l n F
List l l | E v o l l l o n Y l m
o o n n o k n D !autoexogenise P 2 9
F
Dates n m E h l l l o n F
Flag I | I E l o k n o n m o Y n o ( D Flag = 1 F
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m l o n l n X detail
O u t p u t a r g u m e n t s
P l n E m l o n l n n n o m o n o n o n l n n o n
o k n l F
D e s c r i p t i o n
E x a m p l e
c o n d i t i o n
C o n d i t i o n f o r e c a s t u p o n t h e s p e c i e d v a r i a b l e s a t t h e s p e c i e d d a t e s
S y n t a x
P = condition(P,List,Dates)
I n p u t a r g u m e n t s
P l n E m l o n l n F
List l l | E v o l o n o l l o n o n F
Dates n m E h o l l o n o n o n ( l F
O u t p u t a r g u m e n t s
P l n E m l o n l n n o n o n n n o m o n n l F
D e s c r i p t i o n
E x a m p l e
d e t a i l
D i s p l a y d e t a i l s o f a s i m u l a t i o n p l a n
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m l o n l n X endogenise
S y n t a x
detail(P)
detail(P,Data)
I n p u t a r g u m e n t s
P l n E m l o n l n F
Data E s n F
D e s c r i p t i o n
s o l l o o n n m n D n DD o n E
l l l o o o n n o n o n n o n D n l l l
k o n o x x @ n n o l o n n A F
E x a m p l e
e n d o g e n i s e
E n d o g e n i s e s h o c k s o r r e - e n d o g e n i s e v a r i a b l e s a t t h e s p e c i e d d a t e s
S y n t a x
P = endogenise(P,List,Dates)
P = endogenise(P,Dates,List)
P = endogenise(P,List,Dates,Sigma)
P = endogenise(P,Dates,List,Sigma)
I n p u t a r g u m e n t s
P l n E m l o n l n F
List l l | E v o o k l l n o n D o l o l l l
E n o n F
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m l o n l n X exogenise
Dates n m E h o k o l l l n o n F
Sigma n m E l n o n m o D n n o o k n
o n m n m l o n l n Y o m D Sigma = 1F
O u t p u t a r g u m e n t s
P l n E m l o n l n n n o m o n o n n o n o k n l F
D e s c r i p t i o n
E x a m p l e
e x o g e n i s e
E x o g e n i s e v a r i a b l e s o r r e - e x o g e n i s e s h o c k s a t t h e s p e c i e d d a t e s
S y n t a x
P = exogenise(P,List,Dates)
P = exogenise(P,Dates,List)
P = exogenise(P,List,Dates,Mode)
P = exogenise(P,Dates,List,Mode)
I n p u t a r g u m e n t s
P l n E m l o n l n F
List l l | E v o l l l o n D o l o o k l l
E o n F
Dates n m E h l l l o n F
Flag 1 | 1i E y n l n E o n n o k X l n o n m o n
o k l l E o n Y o m D Flag = 1 F
O u t p u t a r g u m e n t s
P l n E m l o n l n n n o m o n o n o n l n l F
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m l o n l n X get
D e s c r i p t i o n
E x a m p l e
g e t
Q u e r y t o p l a n o b j e c t
S y n t a x
Ans = get(P,Query)
[Ans,Ans,...] = get(P,Query,Query,...)
I n p u t a r g u m e n t s
P l n E m l o n l n o j F
Query E x m o o F
O u t p u t a r g u m e n t s
Ans F F F E e n F
V a l i d q u e r i e s t o p l a n o b j e c t s
’endogenised=’ ! n m o o k I n
o l n o n D n H n o l n o
n o n F
’exogenised=’ ! n m o m m n n
n o n l I n o l o n D n H n
o l n o o n F
’onlyEndogenised=’ ! n m ’endogenised=’ n l n
o n l o o k n o n l n o n o F
’onlyExogenised=’! n m
’exogenised=’ n l n
o n l o m m n n n o n l n o n l n o n o F
’range=’ ! n n m m l o n l n n F
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m l o n l n X nnzendog
D e s c r i p t i o n
E x a m p l e
n n z c o n d
N u m b e r o f c o n d i t i o n i n g d a t a p o i n t s
S y n t a x
N = nnzcond(P)
I n p u t a r g u m e n t s
P l n E m l o n l n F
O u t p u t a r g u m e n t s
N n m E x m o o n o n n o n Y l o n o n
o n F
D e s c r i p t i o n
E x a m p l e
n n z e n d o g
N u m b e r o f e n d o g e n i s e d d a t a p o i n t s
S y n t a x
[N,NREAL,NIMAG] = nnzendog(P)
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m l o n l n X nnzexog
I n p u t a r g u m e n t s
P l n E m l o n l n F
O u t p u t a r g u m e n t s
N n m E o l n m o n o n o n Y o k m o n
o n o n F
NREAL n m E x m o n o n o n n o n m o I F
NIMAG n m E x m o n o n o n n o n m o I F
D e s c r i p t i o n
E x a m p l e
n n z e x o g
N u m b e r o f e x o g e n i s e d d a t a p o i n t s
S y n t a x
N = nnzexog(P)
I n p u t a r g u m e n t s
P l n E m l o n l n F
O u t p u t a r g u m e n t s
N n m E x m o o n o n Y l o n o n
o n F
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m l o n l n X nonlinearise
D e s c r i p t i o n
E x a m p l e
n n z n o n l i n
N u m b e r o f n o n - l i n e a r i s e d d a t a p o i n t s
S y n t a x
N = nnznonlin(P)
I n p u t a r g u m e n t s
P l n E m l o n l n F
O u t p u t a r g u m e n t s
N n m E x m o n o n E l n o n F
D e s c r i p t i o n
E x a m p l e
n o n l i n e a r i s e
S e l e c t e q u a t i o n s f o r s i m u l a t i o n i n a n e x a c t n o n - l i n e a r m o d e
S y n t a x
P = nonlinearise(P)
P = nonlinearise(P,Range)P = nonlinearise(P,List,Range)
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m l o n l n X plan
I n p u t a r g u m e n t s
P l n E m l o n l n o j F
List l l E v o l l o o n l l m l n n n o n E l n
m o Y l l l o n m m k n =#P 5 6
m k n m o l ( l F s List
n o ( D l l o n m k n m o l ( l l l m l n n o n E l n m o F
Range n m E h n o n o n l l m l n n n o n E l n
m o Y n l D n m o l n n F s Range n o ( D
o n n o n E l n o o l m l o n n F
O u t p u t a r g u m e n t s
P l n E m l o n l n n o m o n o n n o n E l n m l o n n l F
D e s c r i p t i o n
E x a m p l e
p l a n
C r e a t e n e w s i m u l a t i o n p l a n
S y n t a x
P = plan(M,Range)
I n p u t a r g u m e n t s
M m o l E w o l o j l l m l j o m l o n l n F
Range n m E m l o n n Y n m l o o n o n o n
m o l l l m l F
O u t p u t a r g u m e n t s
P l n E x D m m l o n l n F
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m l o n l n X subsref
D e s c r i p t i o n
o n o m l o n l n o j o o l l o n o m o o m l m l o n
o o X
s i m u l a t i o n s o r f o r e c a s t s w i t h s o m e o f t h e m o d e l v a r i a b l e s t e m p o r a r i l y e x o g e n i s e d ;
s i m u l a t i o n s w i t h s o m e o f t h e n o n - l i n e a r e q u a t i o n s s o l v e d e x a c t l y .
f o r e c a s t s c o n d i t i o n e d u p o n s o m e v a r i a b l e s ;
l n o j o m l
P 1 3 1
o jforecast P 1 1 2
n o n o o o n
’plan=’F
E x a m p l e
s u b s r e f
S u b s c r i p t e d r e f e r e n c e f o r p l a n o b j e c t s
S y n t a x
P = P(StartDate:EndDate)
P = P{Shift}
I n p u t a r g u m e n t s
P l n E m l o n l n F
O u t p u t a g u m e n t s
P l n E m l o n l n D n D o o n n D
StartDate n m E x o m l o n l n F
EndDate n m E x n o m l o n l n F
Shift n m E v o l m l o n l n n l l F
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m l o n l n X subsref
D e s c r i p t i o n
E x a m p l e
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m o X detail
7 S y s t e m p r i o r s
m o o m o o n m o o m o l o l D o k
o n n o n D n o n n o n D o l o n D o l n Y m o o D E
m o o j l o l l o o o o n o m n o n o m F m o n
o m n o o n n l m F
m o m o X
C o n s t r u c t o r
systempriors P 1 6 8 E g n m o F
S e t t i n g u p p r i o r s
prior P 1 6 6 E g o o m o F
G e t t i n g i n f o r m a t i o n a b o u t s y s t e m p r i o r s
detailP 1 6 4
E h l l o m o F
isempty P 1 6 5
E m o o j m F
length P 1 6 5
E x m o o m o n m o o j F
d e t a i l
D i s p l a y d e t a i l s o f s y s t e m p r i o r s
S y n t a x
detail(S)
I n p u t a r g u m e n t s
S m o E m o D systempriors P 1 6 4
o j F
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m o X length
D e s c r i p t i o n
E x a m p l e
i s e m p t y
T r u e i f t h e s y s t e m p r i o r s o b j e c t i s e m p t y
S y n t a x
Flag = isempty(S)
I n p u t a r g u m e n t s
S m o E m o D systempriors P 1 6 4
D o j F
O u t p u t a r u g m e n t s
Flag | l E m o o j D SD m D l o F
D e s c r i p t i o n
E x a m p l e
l e n g t h
N u m b e r o r p r i o r s i m p o s e d i n s y s t e m p r i o r s o b j e c t
S y n t a x
N = length(S)
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m o X prior
I n p u t a r g u m e n t s
S m o E m o D systempriors P 1 6 4
o j F
O u t p u t a r g u m e n t s
N n m E x m o o m o n m o o j D SF
D e s c r i p t i o n
E x a m p l e
p r i o r
C r e a t e p r i o r f o r a s y s t e m p r o p e r t y
S y n t a x
S = prior(S,Expr,PriorFunc,...)
S = prior(S,Expr,[],...)
I n p u t a r u g m e n t s
S m o E m o o j F
Expr E i o n ( n l o o n l l ( n Y
h o n o m o n o n o n F
PriorFunc n o n n l | m E p n o n n l n n l o o o n Y
m D []D m n n o m o F
O u t p u t a r g u m e n t s
S m o E m o o j n o F
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m o X prior
O p t i o n s
’lowerBound=’ n m | -Inf E v o o n o o F
’upperBound=’ n m | Inf E o n o o F
D e s c r i p t i o n
S y s t e m p r o p e r t i e s t h a t c a n b e u s e d i n Expr
srf[VarName,ShockName,T] E l n o k o n n o n o l VarName o o k
ShockName n o TF w n k F
ffrf[VarName,MVarName,Freq] E p l n o n n o n o n o n l
TVarName o m m n l MVarName n FreqF w n k F
corr[VarName1,VarName2,Lag] E g o l o n n l VarName1 n l VarName2
l Lag o F
spd[VarName1,VarName2,Freq] E l n n l VarName1 n VarName2
n FreqF
s l l log-variableP 4 1
D m o log(VarName) n
o o n D n l o o l n D F F srf[log(VarName),ShockName,T]F
o ffrf[log(TVarName),MVarName,T]F
E x p r e s s i o n s i n v o l v i n g c o m b i n a t i o n s o r f u n c t i o n s o f p a r a m e t e r s
w o l m n m n o n Expr o @ o A D F F .alphaˆ2 +
.betaˆ2 ( n o o n m o o o m @ alpha n betaA F
E x a m p l e
g n D m m o o j o n n n m o l F
s = systempriors(m);
e o o n m n o k o n n o n o l ygap o o k eps_pie n o R F
o n l o n o m l m n H F Q n o n H F H S Y
s = prior(s,’-srf[ygap,eps_pie,4]’,logdist.lognormal(.3,.5));
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m o X systempriors
e o o n n o n o n n o n o n o n l ygap o m E
m n l 9 n 2*pi/4F o n n o m l m n H F S n o n
H F H I F o o k E o ' o o n E l o m o o n
l o o R H o F
s = prior(s,’abs(ffrf[ygap,y,2*pi/4])’,logdist.normal(.5,.1));
e o o n m o m alpha1 n alpha2F o n o m l m n H F W
n o n H F I D m o o n H n I m o n l o n
o n F
s = prior(’s,’alpha1+alpha2’,logdist.normal(.9,.1), ...
’lowerBound=’,,’upperBound=’,1);
s y s t e m p r i o r s
C r e a t e n e w s y s t e m p r i o r s
S y n t a x
S = systempriors(M)
I n p u t a r g u m e n t s
M m o l E w o l o j o n o m o o l l m o F
O u t p u t a r g u m e n t s
S m o E x D m m o o j F
D e s c r i p t i o n
E x a m p l e
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o o o j n n o n X arwm
8 P o s t e r i o r o b j e c t s a n d f u n c t i o n s
o o o j D posterD o l o o o o o n D n o
m o l m o m o o o n F
o o o j n model/estimate P 8 2 n o n n n o n
o m n E n n l o n o o o o j l l o m n F
e l n l D o n o o o j m n l l D n l l o o l F
o m o X
C o n s t r u c t o r
poster P 1 7 2
E o o o j n n o n F
E v a l u a t i n g p o s t e r i o r d e n s i t y
arwm P 1 6 9
E e n o m E l k w o o l o o m l o F
eval P 1 7 1 E i l o o n ( o n F
C h a i n s t a t i s t i c s
stats P 1 7 3 E i l l o e w n F
G e t t i n g o n - l i n e h e l p o n m o d e l f u n c t i o n s
help poster
help poster/function_name
a r w m
A d a p t i v e r a n d o m - w a l k M e t r o p o l i s p o s t e r i o r s i m u l a t o r
S y n t a x
[Theta,LogPost,AR,Scale,FinalCov] = arwm(Pos,NDraw,...)
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o o o j n n o n X arwm
I n p u t a r g u m e n t s
Pos o E s n l o o m l o o j F
NDraw n m E v n o n n o n l n n E n F
O u t p u t a r g u m e n t s
Theta n m E w g w g n n l m n o F
LogPost n m E o o l o o o n @ o o n n A n F
AR n m E o o m l n o n F
Scale n m E o o o o l l o n F
FinalCov n m E p n l o o l o n m Y ( n l o n m o
n o m l k l @ n A ¢ P B p n l g o F
O p t i o n s
’adaptProposalCov=’ n m | .5 E o o n o g o l k o o
o o l o n m o n o D targetARY z o m n n o
o n F
’adaptScale=’ n m | 1 E o o n o l o o o n o
n o o m o D targetARF
’burnin=’ n m | .1 E x m o n E n n n o
o l @ n H n I A o l n m @ n o n A F f n E n
l l o n m o ndraw n o o
m l o n F
’estTime=’ true | false E h l n m m o o n o m m n
n o F
’firstPrefetch=’ n m | Inf E p l l l E n l l Y
Inf m n n o E n F
’gamma=’ n m | .8 E o l n G o o o l o n
l l n F
’initScale=’ n m | 1/3 E s n l l o n l o o l o n
l l m l l Y n l l l l o n o F
’lastAdapt=’ n m | Inf E v n o o l o n l l Y Inf
m n o n l l o n n n l l F
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o o o j n n o n X eval
’nStep=’ n m | B 1 E x m o E o m n l l l Y o n l o k
firstPrefetch= m l l n NDrawF
’progress=’ true | false E h l o n o m m n n o F
’saveAs=’ | m E p l n m l l l n o o n ’saveEvery=’
F
’saveEvery=’ n m | Inf E i x l l o n r h p S ( l D n m o
o m o k m m l Y n o l l l n n o m n ThetaD
LogPostD ARD ScaleY o o n ’saveAs=’ m o ( l n m Y Inf m n
n o m l n n o n F
’targetAR=’ n m | .234 E n o F
D e s c r i p t i o n
poster/stats P 1 7 3
n o n o o m l n o m D n l l
l F
P a r a l l e l i s e d A R W M
’nStep=’ n 1D n ’firstPrefetch=’ m l l n NDraw o E n
l l l l o m @ E l l l l n o m ’firstPrefetch=’A Y o n D
o o l o l l l o k @ n F F matlabpool o m l l l g o m n o o l o A m
o n o l l n arwmF
E n D l l o l ’nStep=’ @ F F l l o l o m n o n o E
j G A E l n l l l D n n l n l F e o n n
o o n l
’nStep=’ D n n l l l l o m ' o m E
l n F s n l l n o n n n o n o n o E n D
F F n ’lastAdapt=’ m l l n ’firstPrefetch=’ @ n D o o l D E n
n o m n m n o A F
E x a m p l e
e v a l
E v a l u a t e p o s t e r i o r d e n s i t y a t s p e c i e d p o i n t s
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o o o j n n o n X poster
S y n t a x
[X,L,PP,SrfP,FrfP] = eval(Pos)
[X,L,PP,SrfP,FrfP] = eval(Pos,P)
I n p u t a r g u m e n t s
Pos o E o o o j n model/estimate P 8 2 n o n F
P E m l o o n l l l Y
P n o ( D o o n o n o m m o n F
O u t p u t a r g u m e n t s
X n m E l o l o o o n l
PY x F f F n l
l o o o D n n o m n l o o o F
L n m E g o n o n o l k l o o o l o o o F
PP n m E g o n o n o m o o l o o o F
SrfP n m E g o n o n o o k o n n o n o o l o o o F
FrfP n m E g o n o n o n o n n o n o o l o o o F
D e s c r i p t i o n
o l l o o o o n D n n l D o o o n o n l o X
X = L + PP + SrfP + FrfP.
E x a m p l e
p o s t e r
P o s t e r i o r o b j e c t s a n d f u n c t i o n s
o o o j D posterD o l o o o o o n D n o
m o l m o m o o o n F
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o o o j n n o n X stats
o o o j n model/estimate P 8 2
n o n n n o n
o m n E n n l o n o o o o j l l o m n F
e l n l D o n o o o j m n l l D n l l o o l F
o m o X
C o n s t r u c t o r
poster P 1 7 2
E o o o j n n o n F
E v a l u a t i n g p o s t e r i o r d e n s i t y
arwm P 1 6 9
E e n o m E l k w o o l o o m l o F
eval P 1 7 1
E i l o o n ( o n F
C h a i n s t a t i s t i c s
stats P 1 7 3
E i l l o e w n F
G e t t i n g o n - l i n e h e l p o n m o d e l f u n c t i o n s
help poster
help poster/function_name
s t a t s
E v a l u a t e s e l e c t e d s t a t i s t i c s o f A R W M c h a i n
S y n t a x
S = stats(Pos,Theta,...)
S = stats(Pos,Theta,LogPost,...)
S = stats(Pos,FName,...)
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o o o j n n o n X stats
I n p u t a r g u m e n t s
Pos o E o o m l o o j n Theta n F
Theta n m E w g w g n n poster/arwm P 1 6 9 n o n F
LogPost n m E o o l o o o n n arwm n o n Y LogPost
n o n o o n o ’mdd’D m n l n F
FName E p l n m n m l n n poster/arwm P 1 6 9
n o o n saveEvery=9 n ’saveAs=’F
O u t p u t a r g u m e n t s
S E F
O p t i o n s
’estTime=’ true | false E h l n m m o o n o m m n
n o F
’mddGrid=’ n m | .1:.1:.9 E o n n H n I o m n l
n m l l D q k @ I W W W A F
’progress=’ true | false E h l o n o m m n n o F
O p t i o n s t o i n c l u d e / e x c l u d e o u t p u t s t a t i s t i c s
’bounds=’
true|
false E s n l n
S l o n m o n
F
’chain=’ true | false E s n l n S n m l n o m l F
’cov=’ true | false E s n l n S m l o n m F
hist=9 n m | m E s n l n S o m n n o n ( n m
o n F
’hpdi=’ false | n m E s n l n S o l n n l
( o F
’ksdensity=’ true | false | n m E s n l n S E n E o n o k n l E
m o o o o n Y n m l o o n o l n m o o n o
n o m F
’mdd=’ true | false E s n l n S m n l o m n l n F
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o o o j n n o n X stats
’mean=’ true | false E s n l n S m l F
’median=’ true | false E s n l n S m l m n F
’mode=’ true | false E s n l n S m l m o o n o m F
’prctile=’ n m | m E s n l n S ( n l F
’std=’ true | false E s n l n S m l o n F
D e s c r i p t i o n
E x a m p l e
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o l o n k
9 P r o b a b i l i t y d i s t r i b u t i o n p a c k a g e
k k o n o n F s m n
o n model/estimateP 8 2
n poster/arwmP 1 6 9
n o n F
l o k l l o n o n n l l ' n m o o F
m o o m l o o o n l o l o o n F
s n o n D n o n n l l o o o n o m o n @ o
F F F D n m D m n D D m o D n l m o o n A D n o
n o m n m n o o m o n F
v o m o X
G e t t i n g f u n c t i o n h a n d l e s f o r u n i v a r i a t e d i s t r i b u t i o n s
normal P 1 8 0
E g n o n o o o n l o l o o n o m l o n F
lognormal P 1 7 9
E g n o n o o o n l o l o o l o E n o m l o n F
beta P 1 7 7 E g n o n o o o n l o l o o o n F
gamma P 1 7 8
E g n o n o o o n l o l o o m m o n F
invgammaP 1 7 8
E g n o n o o o n l o l o o n E m m o n F
uniform P 1 8 0 E g n o n o o o n l o l o o n o m o n F
C a l l i n g t h e l o g d i s t f u n c t i o n h a n d l e s
n o n n l F l o k n o n n l l o l l o n X
q l o o o n l o l o E n o o n l o n Y
l l n o o m l o P 1 6 9 X
a p @ A
q n o o n l o n X
a p @ D 9 A
q o o n ! m n D o n D m o D n n o m o n @
n o o n o l o n A X
m a p @ D m n 9 A a p @ D 9 A o a p @ D m o 9 A a p @ D n o 9 A
q n l n l m o o n X
a p @ D 9 A a p @ D 9 A
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o l o n k X beta
q n m o o n @ n m o o n o n o n n m D F F n
o ’normal’D ’lognormal’D ’beta’D ’gamma’D ’invgamma’D ’uniform’A X
n m a p @ D n m 9 A
h o o m o n o m n m o m o n Y n o m D m m D
n n m m o o l o X
a p @ D 9 D I D I H H H A Y
z @ A n a I I H H H H
G e t t i n g o n - l i n e h e l p o n l o g d i s t f u n c t i o n s
help logdist
help logdist/function_name
b e t a
C r e a t e f u n c t i o n p r o p o r t i o n a l t o l o g o f b e t a d i s t r i b u t i o n
S y n t a x
F = logdist.beta(Mean,Std)
I n p u t a r g u m e n t s
Mean n m E w n o o n F
Std n m E o o n F
O u t p u t a r g u m e n t s
F n o n n l E p n o n n l n n l o o o n l o l o o
n F
D e s c r i p t i o n
l o n l o k k P 1 7 6 o l o n n n o n n l FF
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o l o n k X invgamma
E x a m p l e
g a m m a
C r e a t e f u n c t i o n p r o p o r t i o n a l t o l o g o f g a m m a d i s t r i b u t i o n
S y n t a x
F = logdist.gamma(Mean,Std)
I n p u t a r g u m e n t s
Mean n m E w n o m m o n F
Std n m E o m m o n F
O u t p u t a r g u m e n t s
F n o n n l E p n o n n l n n l o o o n l o l o o
m m n F
D e s c r i p t i o n
l o n l o k k
P 1 7 6
o l o n n n o n n l FF
E x a m p l e
i n v g a m m a
C r e a t e f u n c t i o n p r o p o r t i o n a l t o l o g o f i n v - g a m m a d i s t r i b u t i o n
S y n t a x
F = logdist.invgamma(MEAN,STD)
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o l o n k X lognormal
I n p u t a r g u m e n t s
MEAN n m E w n o n E m m o n F
STD n m E o n E m m o n F
O u t p u t a r g u m e n t s
F n o n n l E p n o n n l n n l o o o n l o l o o
n E m m n F
D e s c r i p t i o n
l o n l o k k P 1 7 6 o l o n n n o n n l FF
E x a m p l e
l o g n o r m a l
C r e a t e f u n c t i o n p r o p o r t i o n a l t o l o g o f l o g - n o r m a l d i s t r i b u t i o n
S y n t a x
F = logdist.lognormal(Mean,Std)
I n p u t a r g u m e n t s
Mean n m E w n o l o E n o m l o n F
Std n m E o l o E n o m l o n F
O u t p u t a r g u m e n t s
F n o n n l E p n o n n l n n l o o o n l o l o o
l o E n o m l n F
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o l o n k X uniform
D e s c r i p t i o n
l o n l o k k
P 1 7 6
o l o n n n o n n l FF
E x a m p l e
n o r m a l
C r e a t e f u n c t i o n p r o p o r t i o n a l t o l o g o f n o r m a l d i s t r i b u t i o n
S y n t a x
F = logdist.normal(Mean,Std)
I n p u t a r g u m e n t s
Mean n m E w n o n o m l o n F
Std n m E o n o m l o n F
O u t p u t a r g u m e n t s
F n o n n l E p n o n n l n n l o o o n l o l o o n o m l
n F
D e s c r i p t i o n
l o n l o k k
P 1 7 6
o l o n n n o n n l FF
E x a m p l e
u n i f o r m
C r e a t e f u n c t i o n p r o p o r t i o n a l t o l o g o f u n i f o r m d i s t r i b u t i o n
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o l o n k X uniform
S y n t a x
F = logdist.uniform(Lo,Hi)
I n p u t a r g u m e n t s
Lo n m E v o o n o n o m o n F
Hi n m E o n o n o m o n F
O u t p u t a r g u m e n t s
F n o n n l E r n l o n o n n n l o o o n l o l o
o n o m n F
D e s c r i p t i o n
l o n l o k k
P 1 7 6
o l o n n n o n n l FF
E x a m p l e
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E ( l l n X !allbut
1 0 S t e a d y - s t a t e l e l a n g u a g e
E @ A ( l o m l m n o o l o o l n n l o m o
o m l m o l F l l o o o E ( l n n n o o n l m o l ( l D
n E o n n ' n D m n l o o D l
o l m n o l o k D n o m n n m l n m o l o l o n F n n
o j
P 1 8 2
D o n o m l n n n E l o n E m E ( l n o n o n o
E ( l F
I n p u t p a r a m e t e r s
!inputP 1 8 4
E v o n m o l F
!growthnames P 1 8 4
E n o n o n m F
E q u a t i o n s a n d a s s i g n m e n t s
!equationsP 1 8 3
E f l o k o o n o n m n F
!growthnames2imag P 1 8 4
E n o n o n m F
!solvefor P 1 8 5
E v o l o n o n l o k l l o l F
!symbolic P 1 8 6 E e m o o l n o n l o k m o l l l n m E
o l w o o l o F
V a r i a b l e s w i t h s t e a d y s t a t e r e s t r i c t e d t o b e p o s i t i v e
!log_variables P 1 8 5
E o o m o l o o F
!allbut P 1 8 2 E s n l o l o F
G e t t i n g o n - l i n e h e l p o n s s t a t e l e l a n g u a g e
help sstatelang
help sstatelang/keyword
! a l l b u t
I n v e r s e l i s t o f v a r i a b l e s w i t h p o s i t i v e s t e a d y s t a t e s
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E ( l l n X !equations
S y n t a x
!log_variables
!allbut
LIST_OF_VARIABLES
D e s c r i p t i o n
l o n !log_variables P 4 1
F
! e q u a t i o n s
B l o c k o f e q u a t i o n s o r a s s i g n m e n t s
S y n t a x f o r a s y s t e m o f e q u a t i o n s t o b e s o l v e d n u m e r i c a l l y
!equations
EQUATION;
EQUATION;
EQUATION;
...
!solvefor
LIST_OF_VARIABLES
S y n t a x f o r a s y s t e m o f e q u a t i o n s t o b e s o l v e d s y m b o l i c a l l y
!equations
EQUATION;
EQUATION;
EQUATION;
...
!symbolic
!solvefor
LIST_OF_VARIABLES
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E ( l l n X !input
S y n t a x f o r b l o c k o f a s s i g n m e n t s
!equations
VARIABLE_NAME = EXPRESSION;
VARIABLE_NAME = EXPRESSION;VARIABLE_NAME = EXPRESSION;
...
D e s c r i p t i o n
E x a m p l e
! g r o w t h n a m e s
P a t t e r n f o r c r e a t i n g g r o w t h n a m e s
S y n t a x
!growthname := string_pattern;
!growthname := [function_pattern];
D e s c r i p t i o n
E i m l
! i n p u t
L i s t o f i n p u t p a r a m e t e r s o r v a r i a b l e s
S y n t a x
!input
parameter_or_variable_name, parameter_or_variable_name,
parameter_or_variable_name, ...
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E ( l l n X !solvefor
D e s c r i p t i o n
E x a m p l e
! l o g _ v a r i a b l e s
R e s t r i c t t h e s t e a d y s t a e o f s o m e o f t h e v a r i a b l e s t o b e p o s i t i v e
S y n t a x
!log_variableslist_of_variables
I n v e r t e d s y n t a x
!log_variables
!allbut
list_of_variables
D e s c r i p t i o n
E x a m p l e
! s o l v e f o r
L i s t o f v a r i a b l e s f o r w h i c h t h e c u r r e n t e q u a t i o n s b l o c k w i l l b e s o l v e d
S y n t a x
!equations
EQUATION;
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E ( l l n X !symbolic
EQUATION;
EQUATION;
...
!solvefor
LIST_OF_VARIABLES
D e s c r i p t i o n
E x a m p l e
! s y m b o l i c
A t t e m p t t o s o l v e t h e c u r r e n t e q u a t i o n s b l o c k s y m b o l i c a l l y u s i n g t h e S y m b o l i c
M a t h s T o o l b o x
S y n t a x
!equations
EQUATION;
EQUATION;
EQUATION;
...
!symbolic
!solvefor
LIST_OF_VARIABLES
D e s c r i p t i o n
E x a m p l e
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E o j n n o n X compile
1 1 S t e a d y - s t a t e o b j e c t s a n d f u n c t i o n s
o n E @ A o j l o n E @ A ( l F
o j n n n E l o n m E ( l n o n n l o l o ' n E
m o n F
m o X
C o n s t r u c t o r
sstate P 1 8 8 E g n m o l o j o n ( l F
C o m p i l i n g s t a n d - a l o n e m - l e f u n c t i o n s
compileP 1 8 7
E g o m l n m E ( l n o n o n E ( l F
R u n n i n g s t a n d - a l o n e s s t a t e m - l e f u n c t i o n s
standalonemfileP 1 8 9
E n o m l n E l o n m E ( l n o n F
G e t t i n g o n - l i n e h e l p o n s s t a t e f u n c t i o n s
help sstate
help sstate/function_name
c o m p i l e
C o m p i l e a n m - l e f u n c t i o n b a s e d o n a s t e a d y - s t a t e l e
S y n t a x
compile(S)
compile(S,Fname,...)
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E o j n n o n X sstate
I n p u t a r g u m e n t s
S E o j l o n E ( l F
Fname | m E p l n m o o m l m E ( l n o n Y n o ( o m
o n l E ( l n m l l n 9 F m 9 n o n F
O p t i o n s
’excludeZero=’ true | false E e o m l l n l z o o l o n n l o k
l n m l l o l o n F
’deleteSymbolicMfiles=’ true | false E h l l m E ( l o l l m E
o l w o o l o F
’end=’ n m | | Inf E g o m l E m E ( l n o n o n l o
l o k F
’simplify=’ n m | Inf E m n m m l n o m o l o n o m l (
n simplify n o n Y s n m n n o o n l l n o m l ( o n F
’start=’ n m | | I E g o m l E m E ( l n o n n o m
l o k F
’symbolic=’ true | false E g l l m o l w o o l o o o l l o k m k
!symbolic P 1 8 6 k o Y o D l l l o k l l o l n m l l l o
( o n F
D e s c r i p t i o n
E x a m p l e
s s t a t e
C r e a t e n e w m o d e l o b j e c t b a s e d o n s s t a t e l e
S y n t a x
S = sstate(FNAME,...)
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E o j n n o n X standalonemfile
I n p u t a r g u m e n t s
FNAME E x m o E ( l l l l o n o n o n
o j F
O u t p u t a r g u m e n t s
S E x o j o n n E ( l F
O p t i o n s
’assign=’ | m E h l l o l o n o n
n o n n !if n !switch F
D e s c r i p t i o n
E x a m p l e
s t a n d a l o n e m l e
R u n a c o m p i l e d s t a n d - a l o n e s s t a t e m - l e f u n c t i o n
e o sstate/compile P 1 8 7
n E l o n m E ( l n o n D help FNAME o l
o n n n n ( l D FNAME n m o ( l F
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w n m o n o l m n X colnames
1 2 M a t r i c e s w i t h n a m e d r o w s a n d c o l u m n s
w n m o n o l m n n l s s n o n D m o l G
P 6 9
D
m o l G
P 1 4 9
D o m o l G m
P 9 9
D o l l o n o m n o
l n m n o n o l m n F
x m m m o X
C o n s t r u c t o r
namedmat P 1 9 1 E g n m n m o n o l m n F
M a n i p u l a t i n g n a m e d m a t r i c e s
selectP 1 9 3
E l m n o o n m n o l m n n m F
transpose P 1 9 3
E n o o m n m o n o l m n F
G e t t i n g r o w a n d c o l u m n n a m e s
rownames P 1 9 2 E x m o o n n m m o j F
colnames P 1 9 0
E x m o o l m n n n m m o j F
S a m p l e c h a r a c t e r i s t i c s
cutoff @ n m m G o ' E
e l l o o n n o n l l o n w l m n @ F F o l o j A
l o l l o n m m o j F
c o l n a m e s
N a m e s o f c o l u m n s i n n a m e d m a t o b j e c t
S y n t a x
NAMES = colnames(X)
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w n m o n o l m n X namedmat
I n p u t a r g u m e n t s
X n m m E e n m m o j @ n n m n m o n o l m n A
n o m o m o l n o n F
O u t p u t a r g u m e n t s
NAMES l l E x m o o l m n n XF
D e s c r i p t i o n
E x a m p l e
n a m e d m a t
C r e a t e a n e w m a t r i x w i t h n a m e d r o w s a n d c o l u m n s
S y n t a x
X = namedmat(X,ROWNAMES,COLNAMES)
I n p u t a r g u m e n t s
X n m E w o m l m n o n l F
ROWNAMES l l E x m o n l o o XF
COLNAMES l l E x m o n l o l m n o XF
O u t p u t a r g u m e n t s
X n m m E w n m o n o l m n F
D e s c r i p t i o n
x m m o j o m o s s n o n o n m o l
l o n l o n o l m n D n
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w n m o n o l m n X select
acfD o o n n o o l o n n o n D
xsfD o m n l n n o n D
fmseD o m n o o n D
F
o n n o n selectP 1 9 3
o m n o l o n o n m F
x m m m o m l E n o l l o o j D n n o n n
o o n n o n o n m l l o o l o j F
E x a m p l e
r o w n a m e s
N a m e s o f r o w s i n n a m e d m a t o b j e c t
S y n t a x
NAMES = rownames(X)
I n p u t a r g u m e n t s
X n m m E e n m m o j @ n n m n m o n o l m n A
n o m o m o l n o n F
O u t p u t a r g u m e n t s
NAMES l l E x m o o n XF
D e s c r i p t i o n
E x a m p l e
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w n m o n o l m n X transpose
s e l e c t
S e l e c t s u b m a t r i x b y r e f e r r i n g t o r o w n a m e s a n d c o l u m n n a m e s
S y n t a x
[X,Pos] = select(This,RowSelect,ColSelect)
[X,Pos] = select(X,Select)
I n p u t a r g u m e n t s
X n m m E w o n m o n o l m n F
RowSelect | l l E l o n o o n m F
ColSelect | l l E l o n o o l m n n m F
Select | l l E l o n o n m l l l o o o n o l m n F
O u t p u t a r g u m e n t s
X n m m E m n m o n o l m n F
Pos l l E Pos{1} o o o n l n m XD Pos{2} o o
o l m n n l n m XF
D e s c r i p t i o n
E x a m p l e
t r a n s p o s e
T r a n s p o s e e a c h p a g e o f m a t r i x w i t h n a m e s r o w s a n d c o l u m n s
S y n t a x
X = transpose(X)
X = X.’
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w n m o n o l m n X transpose
I n p u t a r g u m e n t s
X n m m E s n m o n m o n o l m n F
O u t p u t a r g u m e n t s
X n m m E n o o n m Y m o n P E m n o n l D
o m n o F
D e s c r i p t i o n
E x a m p l e
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P a r t I I I
M u l t i v a r i a t e t i m e s e r i e s a n a l y s i s
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o o o n X e o j n n o n
1 3 V e c t o r a u t o r e g r e s s i o n s : V A R o b j e c t s a n d f u n c t i o n s
e o j n o n l n e o m l n l e @ ( ' A D n
m o o o m m o o n @ f n e A F e o j l o
o n o o n n l e @ SVAR P 2 3 1 o j A F
e m o X
C o n s t r u c t o r
VAR P 2 2 8 E g n E o m e o j F
G e t t i n g i n f o r m a t i o n a b o u t V A R o b j e c t s
addparamP 1 9 9
E e e m o @ A F
comment P 2 0 1
E q o o m m n n n s s o j F
companion P 2 0 2
E w o ( E o o m n o n e F
eig P 2 0 3 E i n l o e o F
get P 2 1 0
E e o j o F
iscompatible P 2 1 5
E o e o j n o o o n v r n r n
n n m n F
isexplosive P 2 1 6 E n n l o n l F
ispanelP 2 1 6
E o n l e o j F
isstationaryP 2 1 7
E l l n l n n l F
length P 2 1 8 E x m o l n m o n n e o j F
mean P 2 1 9
E w n o e o F
nfittedP 2 1 9
E x m o o n ( n e m o n F
rngcmp P 2 2 2
E o e o j n m n m F
sspace P 2 2 5
E E n l E n o n o e F
userdata P 2 2 7 E q o n n s s o j F
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o o o n X e o j n n o n
R e f e r e n c i n g V A R o b j e c t s
group P 2 1 1
E e o j o m n l e o ( o o F
subsasgnP 2 2 5
E n m n o e o j F
subsref P 2 2 6 E n o e o j F
S i m u l a t i o n , f o r e c a s t i n g a n d l t e r i n g
ferf P 2 0 7 E p o o o n n o n F
filter P 2 0 7
E p l n e m o l F
forecastP 2 0 9
E n o n o n l o o n o n l e o F
instrument P 2 1 3 E h ( n o n o n n n m n n e m o l F
resample P 2 2 1
E m l o m e o j F
simulateP 2 2 3
E m l e m o l F
M a n i p u l a t i n g V A R s
alterP 2 0 0
E i n o n m o l n m o n n e
o j F
backward P 2 0 1
E f k e o F
demean P 2 0 3
E m o o n n o m e o j F
horzcatP 2 1 2
E g o m n o o m l e o j n o n o j m l l m E
o n F
integrate P 2 1 4
E s n e o n o F
S t o c h a s t i c p r o p e r t i e s
acf P 1 9 8
E e o o n n o o l o n n o n o e l F
fmse P 2 0 8
E p o m n o m F
vma P 2 2 9 E w n w e n o n o e o F
xsf P 2 2 9
E o m n l n n o n o e l F
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o o o n X e o j n n o n X acf
E s t i m a t i o n , i d e n t i c a t i o n , a n d s t a t i s t i c a l t e s t s
estimate P 2 0 4
E i m E o m e o f e F
infocritP 2 1 3
E o l n o m o n o m e F
lrtest P 2 1 8 E v k l o o o o e m o l F
portest P 2 2 0
E o m n o o o l o n n e l F
schurP 2 2 3
E g o m n o n l n o n o e F
G e t t i n g o n - l i n e h e l p o n V A R f u n c t i o n s
help VAR
help VAR/function_name
a c f
A u t o c o v a r i a n c e a n d a u t o c o r r e l a t i o n f u n c t i o n s f o r V A R v a r i a b l e s
S y n t a x
[C,R] = acf(V,...)
I n p u t a r g u m e n t s
V e E e o j o e g p l l o m F
O u t p u t a r g u m e n t s
C n m E e o G o E o n m F
R n m E e o G o E o l o n m F
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o o o n X e o j n n o n X addparam
O p t i o n s
’applyTo=’ l o l | Inf E v o l n o l o ’filter=’ l l l Y
l s n m n l l l F
’filter=’ | m E v n ( l l o l ( l o 9 F
’nfreq=’ n m | 256 E x m o l l n o ( l 9
n m l l n F
’order=’ n m | E y o e g p l l o m F
’progress=’ true | false E h l o n o m m n n o F
D e s c r i p t i o n
E x a m p l e
a d d p a r a m
A d d V A R p a r a m e t e r s t o a d a t a b a s e ( s t r u c t )
S y n t a x
D = addparam(V,D)
I n p u t a r g u m e n t s
V e E e o j o m m l l o @ A DF
D E h o m o l m l l F
O u t p u t a r g u m e n t s
h E h e m m F
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o o o n X e o j n n o n X backward
D e s c r i p t i o n
n l n n m A @ n o n m A D K @ o n n m A D n Omg
@ o n m o o k A F f n n D o n m o n n
n m D l l o n F
E x a m p l e
D = struct();
D = addparam(V,D);
a l t e r
E x p a n d o r r e d u c e t h e n u m b e r o f a l t e r n a t i v e p a r a m e t e r i s a t i o n s w i t h i n a V A R o b j e c t
S y n t a x
V = alter(V,N)
I n p u t a r g u m e n t s
V e E e o j n n m o m o n l l n F
N n m E x n m o m o n F
O u t p u t a r g u m e n t s
V e E e o j n n m o m o n F
D e s c r i p t i o n
E x a m p l e
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o o o n X e o j n n o n X comment
b a c k w a r d
B a c k w a r d V A R p r o c e s s
S y n t a x
B = backward(V)
I n p u t a r g u m e n t s
V e E e o j F
O u t p u t a r g u m e n t s
B e E e o j e o n m F
D e s c r i p t i o n
E x a m p l e
c o m m e n t
G e t o r s e t u s e r c o m m e n t s i n a n I R I S o b j e c t
S y n t a x f o r g e t t i n g u s e r c o m m e n t s
Cmt = comment(Obj)
S y n t a x f o r a s s i g n i n g u s e r c o m m e n t s
Obj = comment(Obj,Cmt)
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o o o n X e o j n n o n X companion
I n p u t a r g u m e n t s
Obj m o l | | e | e | p e e | E y n o s s o j F
Cmt E o m m n l l o o j F
O u t p u t a r g u m e n t s
Cmt E o m m n n l o o j F
D e s c r i p t i o n
E x a m p l e
c o m p a n i o n
M a t r i c e s o f r s t - o r d e r c o m p a n i o n V A R
S y n t a x
[A,B,K] = companion(V)
I n p u t a r g u m e n t s
V e E e o j o o m n o n m l l n F
O u t p u t a r g u m e n t s
A n m E p E o o m n o n n o n m F
B n m E p E o o m n o n o 0 n m E o m l F
K n m E p E o o m n o n o n n o F
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o o o n X e o j n n o n X eig
D e s c r i p t i o n
E x a m p l e
d e m e a n
R e m o v e c o n s t a n t f r o m V A R o b j e c t
S y n t a x
V = demean(V)
I n p u t a r g u m e n t s
V e E e o j n o n n o l l o z o F
O u t p u t a r g u m e n t s
V e E e o j o n n o o z o F
D e s c r i p t i o n
E x a m p l e
e i g
E i g e n v a l u e s o f a V A R p r o c e s s
S y n t a x
E = eig(V)
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o o o n X e o j n n o n X estimate
I n p u t a r g u m e n t s
V e E e o j o n l l l n F
O u t p u t a r g u m e n t s
E n m E e n l F
D e s c r i p t i o n
n o n l n o l l n
e = get(v,’eig’)
E x a m p l e
e s t i m a t e
E s t i m a t e a r e d u c e d - f o r m V A R o r B V A R
S y n t a x
[V,VData,Fitted] = estimate(V,Inp,Range,...)
I n p u t a r g u m e n t s
V e E i m e o j F
Inp E s n F
Range n m E i m o n n D n l n P E m l o D P o o
e F
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o o o n X e o j n n o n X estimate
O u t p u t a r g u m e n t s
V e E i m E o m e o j F
VData E y n o n o l n m l F
Fitted n m E o n ( l n l l F
O p t i o n s
’A=’ n m | m E o n o n n l l n n o n m D AF
’BVAR=’ n m E o m m o o n o m n f e Y o n m m
o o n n o n o BVAR n o n F
’C=’ n m | m E o n o n n l l n o n n o D CF
’diff=’
true|
false E h ' n o m n e Y n
k F
’G=’ n m | m E o n o n n l l n m o E
n n o D GF
’cointeg=’ n m | m E g o E n n o @ n o A l l m o o n
m e F
’comment=’ | Inf E e n o m m n o m e o j Y Inf m n
n o m m n l l F
’constraints=’ E q n l l n o n n o n e m F
’constant=’ true | false E s n l o n n o n e F
’covParameters=’ true | false E g l l o n m o m m F
’eqtnByEqtn=’ true | false E i m e o n o n F
’maxIter=’ n m | 1 E w m m n m o o n n n l l
l o m n o l F
’mean=’ n m | m E s m o l m o m n o n e o F
’order=’ n m | 1 E y o e F
’progress=’ true | false E h l o n o m m n n o F
’schur=’ true | false E g l l n l @ A n o n o m e
F
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o o o n X e o j n n o n X estimate
’stdize=’ true | false E e j o m m o o n o
o o n F
’timeWeights=9 | m E m o l o n l o n
m o n n F
’tolerance=’ n m | 1e-5 E g o n n o l n n n l l l o E
m n o l F
’yNames=’ l l | n o n n l | @(n) sprintf(’y%g’,n) E n m o
e l F
’eNames=’ l l | n o n n l | @(yname,n) [’res_’,yname] E n m o
e l F
’warning=’ true | false E h l n n o n o n F
O p t i o n s f o r p a n e l V A R
’fixedEffect=’ true | false E s n l o n n m m o ( ' n n l m o n Y
l o n l ’constant=’ trueF
’groupWeights=’ n m | m E e I E E x q o o l o o n
n l m o n D x q n m o o Y l l l o o
m o 1F
D e s c r i p t i o n
E s t i m a t i n g a p a n e l V A R
n l e o j l l n n o n VAR P 2 2 8
o n m n X
l o l D n l o o n m F o m n l e D n D InpD m
o n E E o o D n m o l
n o X
d.Group1_Name.Var1_Name
d.Group1_Name.Var2_Name
...
d.Group2_Name.Var1_Name
d.Group2_Name.Var2_Name
...
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o o o n X e o j n n o n X filter
E x a m p l e
f e r f
F o r e c a s t e r r o r r e s p o n s e f u n c t i o n
S y n t a x
[Phi,Psi,s,c] = ferf(V,NPer)
[Phi,Psi,s,c] = ferf(V,Range)
I n p u t a r g u m e n t s
V e E e o j o o o o n n o n l l o m F
NPer n m E x m o o F
Range n m E h n F
O u t p u t a r g u m e n t s
Phi n m E o n n o n m F
Psi n m E g m l o n n o n m F
S E o n n o n m F
C E g m l o n n o n m F
D e s c r i p t i o n
E x a m p l e
l t e r
F i l t e r d a t a u s i n g a V A R m o d e l
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o o o n X e o j n n o n X fmse
S y n t a x
[V,Outp] = filter(V,Inp,Range,...)
I n p u t a r g u m e n t s
V e E s n e o j F
Inp E s n o m n l o n o n l l F
Range n m E p o n F
O u t p u t a r g u m e n t s
V e E y e o j F
Outp E y o n n G o m o o F
O p t i o n s
’cross=’ n m | 1 E w l l o ' E o n l l m n o o n m @ o E
o n A o Y ’cross=’ m l o o m l l n 1F
’deviation=’ true | false E f o n n o o n o m n o n E
o n l m n F
’meanOnly=’ true | false E n l n m n o o n l F
’omega=’ n m | m E w o o n m o l o n o
( l F
D e s c r i p t i o n
E x a m p l e
f m s e
F o r e c a s t m e a n s q u a r e e r r o r m a t r i c e s
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o o o n X e o j n n o n X forecast
S y n t a x
[M,X] = fmse(V,NPer)
[M,X] = fmse(V,Range)
I n p u t a r g u m e n t s
C e E e o j o o w i m l l o m F
NPer n m E x m o o F
Range n m E h n F
O u t p u t a r g u m e n t s
M n m E p o w i m F
X | E h o o n o n l l D F F
o o o o n l l m n o MF
O p t i o n s
’output=’ 9 | 9 E p o m o o F
D e s c r i p t i o n
E x a m p l e
}
f o r e c a s t
U n c o n d i t i o n a l o r c o n d i t i o n a l V A R f o r e c a s t s
S y n t a x
Outp = forecast(V,Inp,Range,...)
Outp = forecast(V,Inp,Range,Cond,...)
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o o o n X e o j n n o n X get
I n p u t a r g u m e n t s
V e E e o j F
Inp E s n o m n l o n o n l l F
Range n m E p o n Y m n o o InfF
Cond | E g o n o n n m n l o l D E o m
o n o n o n n o n o l D n o n o n n n m n F
O u t p u t a r g u m e n t s
Outp E y o o n o n o l D l D n o n E
o n n n m n F
O p t i o n s
’cross=’ n m | 1 E w l l o ' E o n l l m n o o n m @ o E
o n A o Y ’cross=’ m l o o m l l n 1F
’dbOverlay=’ true | false E g o m n o n Y o k o n l
n F
’deviation=’ true | false E f o n n o o n o m n o n E
o n l m n F
’meanOnly=’ true | false E n l n m n o o n l F
’omega=’ n m | m E w o o n m o l o o F
D e s c r i p t i o n
E x a m p l e
g e t
Q u e r y V A R o b j e c t p r o p e r t i e s
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o o o n X e o j n n o n X group
S y n t a x
Ans = get(V,Query)
[Ans,Ans,...] = get(V,Query,Query,...)
I n p u t a r g u m e n t s
V e E e o j F
Query E o e o j F
O u t p u t a r g u m e n t s
Ans F F F E e n o F
V a l i d q u e r i e s t o V A R o b j e c t s
D e s c r i p t i o n
E x a m p l e
g r o u p
R e t r i e v e V A R o b j e c t f r o m p a n e l V A R f o r s p e c i e d g r o u p o f d a t a
S y n t a x
V = group(V,Grp)
I n p u t a r g u m e n t s
V e E n l e o j m o n m l l o o F
Grp E o n m Y m o n o n m ( n n l e
o j o n n n o n VAR P 2 2 8 F
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o o o n X e o j n n o n X horzcat
O u t p u t a r g u m e n t s
V e E e o j o KE o o F
D e s c r i p t i o n
E x a m p l e
g n m n l e o l D xD yD zD n o n D USD EUD JAF n D
l n e o n n l o n F
v = VAR({’x’,’y’,’z’},{’US’,’EU’,’JA’});
v = estimate(v,d,range,’fixedEffect=’,true);
vi_us = group(v,’US’);
h o r z c a t
C o m b i n e t w o c o m p a t i b l e V A R o b j e c t s i n o n e o b j e c t w i t h m u l t i p l e p a r a m e t e r i s a -
t i o n s
S y n t a x
V = [V1,V2,...]
I n p u t a r g u m e n t s
V1D V2 e E g o m l e o j l l o m n F
O u t p u t a r g u m e n t s
V e E y e o j o m n n e o j m l l m E
o n F
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o o o n X e o j n n o n X instrument
D e s c r i p t i o n
E x a m p l e
i n f o c r i t
P o p u l a t e i n f o r m a t i o n c r i t e r i a f o r a p a r a m e t e r i s e d V A R
S y n t a x
V = infocrit(V)
I n p u t a r g u m e n t s
V e E e o j F
O u t p u t a r g u m e n t s
V e E e o j e s g n f g n o m o n E l l F
D e s c r i p t i o n
s n m o D o o n 9 o n n o n
infocrit l l o m n
estimate m m l n m o n F
E x a m p l e
i n s t r u m e n t
D e n e c o n d i t i o n i n g i n s t r u m e n t s i n V A R m o d e l s
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o o o n X e o j n n o n X integrate
S y n t a x t o a d d f o r e c a s t i n s t r u m e n t s
V = instrument(V,Def)
V = instrument(V,Name,Exprn)
V = instrument(V,Name,Vec)
S y n t a x t o r e m o v e a l l f o r e c a s t i n s t r u m e n t s
V = instrument(V)
I n p u t a r g u m e n t s
V e E e o j o o n m n l l F
Def | l l E h ( n o n n o n o n o n n n m n F
Name E x m o n o n o n n m n F
Exprn E i o n ( n n n o n o n n m n F
Vec n m E o o o 0 n o o m n e l o n o n E
o n n n m n F
O u t p u t a r g u m e n t s
i n t e g r a t e
I n t e g r a t e V A R p r o c e s s a n d d a t a a s s o c i a t e d w i t h i t
S y n t a x
V = integrate(V,...)
I n p u t a r g u m e n t s
V e E e o j o l l l n o n o F
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o o o n X e o j n n o n X iscompatible
O u t p u t a r g u m e n t s
V e E e o j ( l n o n o F
O p t i o n s
’applyTo=’ l o l | n m | Inf E s n o l o n Y s n m n l l l
l l n F
D e s c r i p t i o n
E x a m p l e
i s c o m p a t i b l e
T r u e i f t w o V A R o b j e c t s c a n o c c u r t o g e t h e r o n t h e L H S a n d R H S i n a n a s s i g n m e n t
S y n t a x
Flag = iscompatible(V1,V2)
I n p u t a r g u m e n t s
V1D V2 m o l E o e o j l l o o m l F
O u t p u t a r g u m e n t s
Flag true | false E V1 n V2 n o n n n m n D V1(...) = V2(...)D o
o z o n l o n n o n D [V1,V2]F
D e s c r i p t i o n
n o n o m n m o l l l D o k D n m D n o m o o n o
E o F
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o o o n X e o j n n o n X ispanel
E x a m p l e
i s e x p l o s i v e
T r u e i f a n y e i g e n v a l u e i s o u t s i d e u n i t c i r c l e
S y n t a x
Flag = isexplosive(V)
I n p u t a r g u m e n t s
V e E e o j o n l l l o l o n F
O u t p u t a r g u m e n t s
Flag true | false E l o n n l o n l F
O p t i o n s
’tolerance=’ n m | getrealsmall() E o l n o n l F
D e s c r i p t i o n
E x a m p l e
i s p a n e l
T r u e f o r p a n e l V A R b a s e d o b j e c t s
S y n t a x
Flag = ispanel(X)
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o o o n X e o j n n o n X length
I n p u t a r g u m e n t s
X e | e | p e e E e o j F
O u t p u t a r g u m e n t s
Flag true | false E e o j D XD o n n l o F
D e s c r i p t i o n
l n D F F n o n E n l D e o j l l n o n o o n n
m n X l o l F n l e o j l l n o n o
o n m n X l o l D n n m o o o F
E x a m p l e
i s s t a t i o n a r y
T r u e i f a l l e i g e n v a l u e s a r e w i t h i n u n i t c i r c l e
S y n t a x
Flag = isstationary(V)
I n p u t a r g u m e n t s
V e E e o j o n l l l o o n F
O u t p u t a r g u m e n t s
Flag true | false E l l n l n n l F
O p t i o n s
’tolerance=’ n m | getrealsmall() E o l n o n l F
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o o o n X e o j n n o n X lrtest
l e n g t h
N u m b e r o f a l t e r n a t i v e p a r a m e t e r i s a t i o n s i n V A R o b j e c t
S y n t a x
N = length(V)
I n p u t a r g u m e n t s
V e E e o j F
y m n
N n m E x m o l n m o n F
D e s c r i p t i o n
E x a m p l e
l r t e s t
L i k e l i h o o d r a t i o t e s t f o r V A R m o d e l s
S y n t a x
[Stat,Crit] = lrtest(V1,V2,Level)
I n p u t a r g u m e n t s
V1 e E n e m o l F
V2 e E e m o l F
Level n m E n ( n l l Y n o ( D H F H S F
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o o o n X e o j n n o n X nfitted
O u t p u t a r g u m e n t s
Stat n m E v F
Crit n m E v l l o n E o n F
D e s c r i p t i o n
E x a m p l e
m e a n
M e a n o f V A R p r o c e s s
S y n t a x
X = mean(V)
I n p u t a r g u m e n t s
V e E e o j F
O u t p u t a r g u m e n t s
X n m E w n o F
D e s c r i p t i o n
E x a m p l e
n t t e d
N u m b e r o f d a t a p o i n t s t t e d i n V A R e s t i m a t i o n
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o o o n X e o j n n o n X portest
S y n t a x
N = nfitted(V)
I n p u t a r g u m e n t s
V e E i m e o j F
O u t p u t a r g u m e n t s
N n m E x m o o n @ o A ( n m n e o j F
D e s c r i p t i o n
E x a m p l e
p o r t e s t
P o r t m a n t e a u t e s t f o r a u t o c o r r e l a t i o n i n V A R r e s i d u a l s
S y n t a x
[Stat,Crit] = portest(V,Data,H)
I n p u t a r g u m e n t s
V e | E i m e o m l o n F
Data E e l D o e o n l n l D o o
o o l o n F
H n m E o z o n Y m n o o e F
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o o o n X e o j n n o n X resample
O u t p u t a r g u m e n t s
Stat n m E o m n F
Crit n m E o m n l l o n E o n F
O p t i o n s
’level=’ n m | .5 E n ( n l l o o m n o n CritF
D e s c r i p t i o n
E x a m p l e
r e s a m p l e
R e s a m p l e f r o m a V A R o b j e c t
S y n t a x
Outp = resample(V,Inp,Range,NDraw,...)
Outp = resample(V,[],Range,NDraw,...)
I n p u t a r g u m e n t s
V e E e o j o m l o m F
Inp | E s n o n o o Y n o n n ’method=’
’montecarlo’F
Range n m E n o l l n F
O u t p u t a r g u m e n t s
Outp | E m l o o F
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o o o n X e o j n n o n X rngcmp
O p t i o n s
’deviation=’ true | false E h o n o n l o n n m n m l o n F
’group=’ n m | NaN E g o o o o m l l n m l n Y
n e o j m l l o n ’deviation=’ falseF
’method=’ o o 9 | m o n l o 9 | n o n n l E f o o o m m E
l D m l o m n o m l o n D o E l m l F
’progress=’ true | false E h l o n o m m n n o F
’randomise=’ true | false E n o m o ( E m l n l o n o n F
’wild=’ true | false E l o o n o n i o n o o n
’method=’ ’bootstrap’F
D e s c r i p t i o n
E x a m p l e
r n g c m p
T r u e i f t w o V A R o b j e c t s h a v e b e e n e s t i m a t e d u s i n g t h e s a m e d a t e s
S y n t a x
Flag = rngcmp(V1,V2)
I n p u t a r g u m e n t s
V1D V2 e E o m e o j F
O u t p u t a r g u m e n t s
Flag true | false E o e o j D V1 n V2D n m n
o o n m F
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o o o n X e o j n n o n X simulate
D e s c r i p t i o n
E x a m p l e
s c h u r
C o m p u t e a n d s t o r e t r i a n g u l a r r e p r e s e n t a t i o n o f V A R
S y n t a x
V = schur(V)
I n p u t a r g u m e n t s
V e E e o j F
O u t p u t a r g u m e n t s
V e E e o j n l n o n m E l l F
D e s c r i p t i o n
s n m o D o o n 9 o n n o n
schur l l o m n
estimate m m l n m o n F
E x a m p l e
s i m u l a t e
S i m u l a t e V A R m o d e l
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o o o n X e o j n n o n X sspace
S y n t a x
Outp = simulate(V,Inp,Range,...)
I n p u t a r g u m e n t s
V e E e o j l l m l F
Inp | E s n o m n l o n o n n l l l
k n F
Range n m E m l o n n Y m n o o InfF
O u t p u t a r g u m e n t s
Outp E m l o F
O p t i o n s
’contributions=’ true | false E h o m o m l n o o n o n o
n l l F
’deviation=’ true | false E n n o o n o m n o n o n l
m n F
’output=’ ’auto’ | ’dbase’ | ’tseries’ E p o m o o F
D e s c r i p t i o n
B a c k w a r d s i m u l a t i o n ( b a c k c a s t )
s Range o o n D m l o n o m k F e o j
( o n o k n o n n n o n backward P 2 0 1
D n n
m l o m l o l F
E x a m p l e
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o o o n X e o j n n o n X subsasgn
s s p a c e
Q u a s i - t r i a n g u l a r s t a t e - s p a c e r e p r e s e n t a t i o n o f V A R
S y n t a x
[T,R,K,Z,H,D,Omg] = sspace(V,...)
I n p u t a r g u m e n t s
V e E e o j F
O u t p u t a r g u m e n t s
T n m E n o n m F
R n m E w o k o n n o n o n F
K n m E g o n n o n n o n o n F
Z n m E w m n n o n l o m m n l F
H n m E w o k o n m m n o n F
D n m E g o n n o n m m n o n F
U n m E n o m o n m o m n l F
Omega n m E g o n m o o k F
D e s c r i p t i o n
E x a m p l e
s u b s a s g n
S u b s c r i p t e d a s s i g n m e n t f o r V A R o b j e c t s
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o o o n X e o j n n o n X subsref
S y n t a x t o a s s i g n p a r a m e t e r i s a t i o n s f r o m o t h e r V A R o b j e c t
V(inx) = W
S y n t a x t o d e l e t e s p e c i e d p a r a m e t e r i s a t i o n s
V(Inx) = []
I n p u t a r g u m e n t s
V e E e o j F
inx n m E s n o m o n l l n o l F
W e E e o j o m l V o m o n l l n @ o A
n o VF
O u t p u t a r g u m e n t s
V m o l E e o j n l n o l m o n D
D e s c r i p t i o n
E x a m p l e
i n n m o m o n n e o j n l l j o n m E
o n X
V(1:1) = V;
m o n m l o n m n e o j F
s u b s r e f
S u b s c r i p t e d r e f e r e n c e f o r V A R o b j e c t s
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o o o n X e o j n n o n X userdata
S y n t a x t o r e t r i e v e V A R o b j e c t w i t h s u b s e t o f p a r a m e t e r i s a t i o n s
V(Inx)
I n p u t a r g u m e n t s
V e E e o j F
Inx n m | l o l E s n o m o n F
D e s c r i p t i o n
E x a m p l e
u s e r d a t a
G e t o r s e t u s e r d a t a i n a n I R I S o b j e c t
S y n t a x f o r g e t t i n g u s e r d a t a
X = userdata(OBJ)
S y n t a x f o r a s s i g n i n g u s e r d a t a
OBJ = userdata(OBJ,X)
I n p u t a r g u m e n t s
OBJ m o l | | e | e | p e e | E y n o s s o j
o n o n F
X F F F E e n k n o l l o D n o n D o j OBJF
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o o o n X e o j n n o n X VAR
O u t p u t a r g u m e n t s
X F F F E n l o o j F
OBJ m o l | | e | e | p e e | E o j F
D e s c r i p t i o n
E x a m p l e
V A R
C r e a t e n e w r e d u c e d - f o r m V A R o b j e c t
S y n t a x f o r p l a i n V A R
V = VAR(YNames)
S y n t a x f o r p a n e l V A R
V = VAR(YNames,GroupNames)
O u t p u t a r g u m e n t s
V e E x m e o j F
YNames l l | | n o n n l E x m o e l F
GroupNames l l | | n o n n l E x m o o o o n l m o n F
D e s c r i p t i o n
n o n n m e o j F s l l o l l o estimate P 2 0 4
n o n o m e m o n F
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o o o n X e o j n n o n X xsf
E x a m p l e
o m e D o ( n o n m e o j n l n m D
n n n e G m
P 2 0 4
n o n o n D F F
v = VAR({’x’,’y’,’z’});
[v,d] = estimate(v,d,range);
n d o o o n n m d.xD d.yD d.zF
v m a
M a t r i c e s d e s c r i b i n g t h e V M A r e p r e s e n t a t i o n o f a V A R p r o c e s s
S y n t a x
Phi = vma(V,N)
I n p u t a r g u m e n t s
V e E e o j o w e m l l o m F
N n m E y o w e m l l o m F
O u t p u t a r g u m e n t s
Phi n m E w e m F
D e s c r i p t i o n
E x a m p l e
x s f
P o w e r s p e c t r u m a n d s p e c t r a l d e n s i t y f u n c t i o n s f o r V A R v a r i a b l e s
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o o o n X e o j n n o n X xsf
S y n t a x
[S,D] = xsf(V,Freq,...)
I n p u t a r g u m e n t s
V e E e o j F
Freq n m E o o p n p l l l F
O u t p u t a r g u m e n t s
S n m E o m m F
D n m E l n m F
O p t i o n s
’applyTo=’ l l | | ’:’ E v o l o ’filter=’ l l l Y
’:’ m n l l l F
’filter=’ | m E v n ( l l o l ( l o 9 F
’nFreq=’ n m | P S T E x m o l l n o ( l 9
n m l l n F
’progress=’ true | false E h l o n o m m n n o F
D e s c r i p t i o n
o m D S n DD NE E NE E KD N n m o e l n K
n m o n @ F F l n o o freqA F
k E S m D F F S(:,:,k)D o E m m o e l
k E n F m l l D kE n DD F F D(:,:,k)D o E n m F
E x a m p l e
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l o o o n X e o j n n o n
1 4 S t r u c t u r a l v e c t o r a u t o r e g r e s s i o n s : S V A R o b j e c t s a n d
f u n c t i o n s
e m o X
C o n s t r u c t o r
SVAR P 2 3 8
E g o n E o m e o l e F
e o j n l l n o e P 1 9 6 n o n F s n o n D o l l o n n o n
l l o e o j F
G e t t i n g i n f o r m a t i o n a b o u t S V A R o b j e c t s
fprintf P 2 3 3 E p o m e m o l o n o ( l F
get P 2 3 3
E e o j o F
sprintfP 2 3 6
E p o m e m o l o n o n F
S i m u l a t i o n
srf P 2 3 7
E o k @ m l A o n n o n F
S t o c h a s t i c p r o p e r t i e s
fevd P 2 3 2
E p o o n o m o o n o e l F
M a n i p u l a t i n g S V A R o b j e c t s
sort P 2 3 4
E o e m o n n o o k o n o m n F
l o n e P 1 9 6 o j o o n o n l l F
G e t t i n g o n - l i n e h e l p o n S V A R f u n c t i o n s
help SVAR
help SVAR/function_name
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l o o o n X e o j n n o n X fprintf
G e t t i n g o n - l i n e h e l p o n S V A R f u n c t i o n s t h a t a r e i n h e r i t e d f r o m V A R s
help VAR
help VAR/function_name
f e v d
F o r e c a s t e r r o r v a r i a n c e d e c o m p o s i t i o n f o r S V A R v a r i a b l e s
S y n t a x
[X,Y,XX,YY] = fevd(V,NPer)
[X,Y,XX,YY] = fevd(V,Range)
I n p u t a r g u m e n t s
V e E l e m o l F
NPer n m E x m o o F
Range n m E h n F
O u t p u t a r g u m e n t s
X n m E p o o n o m o o n n o o l o n o n o l Y
o l o n o n m o o l n F
Y n m E p o o n o m o o n n o l o n o n o l Y
l o n o n m o 1F
XX E X o n o o j F
YY E Y o n o o j F
D e s c r i p t i o n
E x a m p l e
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l o o o n X e o j n n o n X get
f p r i n t f
F o r m a t S V A R a s a m o d e l c o d e a n d w r i t e t o t e x t l e
S y n t a x
[C,D] = fprintf(S,FName,...)
I n p u t a r g u m e n t s
S e E e o j l l n o m o l ( l F
FName | l l E p l n m D o ( l n m o m n D n m o l o l l
F
y m n
C l l E n m o l o o m o n F
D l l E m o m o n Y ’hardParameters=’ D
l l m F
O p t i o n s
l o n sprintf P 2 3 6
o o o n l l F
D e s c r i p t i o n
E x a m p l e
g e t
Q u e r y S V A R o b j e c t p r o p e r t i e s
S y n t a x
value = get(v,query)
[value,value,...] = get(v,query,query,...)
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l o o o n X e o j n n o n X sort
I n p u t a r g u m e n t s
v e E e o j F
query E x m o o F
O u t p u t a r g u m e n t s
value F F F E l o o F
e l l o l o get n o n n e o j l o l n e
o j F
V a l i d q u e r i e s o n S V A R o b j e c t s
D e s c r i p t i o n
E x a m p l e
s o r t
S o r t S V A R p a r a m e t e r i s a t i o n s b y s q u a r e d d i s t a n c e o f s h o c k r e p o n s e s t o m e d i a n
S y n t a x
[B,~,Inx,Crit] = sort(A,[],SortBy,...)
[B,Data,Inx,Crit] = sort(A,Data,SortBy,...)
I n p u t a r g u m e n t s
A e E e o j m l l m o n l l o F
Data | | m E e @ n o n o l n l o k A Y
l o k l l E o o n o e m o n F o n
l n m n Data m F
SortBy E n l l l o o m o n
m o n l l o Y h o n o o o SortByF
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l o o o n X e o j n n o n X sort
O u t p u t a r g u m e n t s
B e E e o j m o n o ( o n F
Data | | m E e l o k E o o o o n
o o o m o n F
Inx n m E o o n o B = A(Inx)F
Crit n m E l o o n o n n SortBy o m E
o n F
O p t i o n s
’progress=’ true | false E h l o n o m m n n o F
D e s c r i p t i o n
n l m o n n e o j A o m n
o l o k o n o m n o n F p o m l l D o l l o n o n
l o m o n
X
i P I ; j P J ; k P K
S
i ; j
@ k A M
i ; j
@ k A
2
S
i ; j
@ k A n o o n o E l o j E o k n o k D n M
i ; j
@ k A
m n o n F o l D o k n o D F F
ID
JD
KD l D o
m m o n n m n n SortBy n F
r o o o l o k o n n o n n SortByc n m n
SortBy n o SD o l m n S(i,j,k) o n o E
l o j E o k n o k F
x o n o n e n m o o m e
m o n @ o n l n n n A D n m o m o n n A m m
n m o n DataF
E x a m p l e
o m o n n o m n o o k o n o l l l o
( o k n ( o o F m o n l o o m n o n
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l o o o n X e o j n n o n X sprintf
S2 = sort(S1,[],’S(:,1,1:4)’)
s p r i n t f
F o r m a t S V A R a s a m o d e l c o d e a n d w r i t e t o t e x t s t r i n g
S y n t a x
[C,D] = sprintf(S,...)
I n p u t a r g u m e n t s
S e E e o j l l n m o l o F
y m n
C l l E n m o l o o m o n F
D l l E m o m o n Y ’hardParameters=’ D
l l m F
O p t i o n s
’decimal=’ n m | m E o n @ n m o m l A o 0 n l l
n ’hardParameters=’ Y m D ’format=’ o o n F
’declare=’ true | false E e l o n l o k n k o o e l D o k D
n o n F
’eNames=’ l l | | m E x m l l n o e l Y m D
n m o m e o j l l F
’format=’ | 7 C F I T 9 E x m o m o m l Y l l o n l
’decimal=’ m F
’hardParameters=’ true | false E n o 0 n n m Y o D
m n m n n m F
’yNames=’ l l | | m E x m l l n o l Y m D
n m o m e o j l l F
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l o o o n X e o j n n o n X srf
’tolerance=’ n m | l m l l @ A E e o 0 n m l l n ’tolerance=’
n o l l z o Y z o o 0 n l l o o m m o l o F
D e s c r i p t i o n
E x a m p l e
s r f
S h o c k ( i m p u l s e ) r e s p o n s e f u n c t i o n
S y n t a x
[R,Cum] = srf(V,NPer)
[R,Cum] = srf(V,Range)
I n p u t a r g u m e n t s
V e E e o j o m l o n n o n l l o m F
NPer n m E x m o o F
Range n m E h n F
O u t p u t a r g u m e n t s
R | E o k o n n o n F
Cum | E g m l o k o n n o n F
O p t i o n s
’presample=’ true | false E s n l z o o E m l n l o n o n n o
F
’select=’ l l | | l o l | n m | Inf E l o n o o k o o n
l l m l F
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l o o o n X e o j n n o n X SVAR
D e s c r i p t i o n
p o k o m l D o l l o n l l n o srf n o n l o o l X
[~,~,s,c] = srf(this,nper)
[~,~,s,c] = srf(this,range)
E x a m p l e
S V A R
C o n v e r t r e d u c e d - f o r m V A R t o s t r u c t u r a l V A R
S y n t a x
[S,DATA,B,COUNT] = SVAR(V,DATA,...)
I n p u t a r g u m e n t s
V e E E o m e o j F
DATA | E h o n e o j F
O u t p u t a r g u m e n t s
S e E l e o j F
DATA | E h n o m l l F
B n m E s m m o l l F
COUNT n m E x m o l l o m @ o l n n l A
n ’method’=’draw’Y o COUNT=1F
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l o o o n X e o j n n o n X SVAR
O p t i o n s
’maxIter=’ n m | E w m m n m o m n ’method’=’draw’F
’method=’ ’chol’ | ’draw’ | ’qr’ | ’svd’ E w o l l o n l
l F
’nDraw=’ n m | E n m o l n ’method’=’draw’F
’reorder=’ n m | m E E o e l o n n l E
l D n n l k n o n l o F o o n 9 backorderResiduals=’
o o n o l l o l l o k n o n l o F
’output=’ ’auto’ | ’dbase’ | ’tseries’ E p o m o o F
’progress=’ true | false E h l o n o m m n n o F
’rank=’ n m | Inf E n k o o n m o l l n
’method=’ ’svd’Y
Infm n l l n k F
’backorderResiduals=’ true | false E f n n ( l l k n
o n l o F
’std=’ n m | 1 E o n o l l Y l n l o n
m l l E l @ A o F
’test=’ E o k ’method=draw’ o n l Y n l l l o
n o m o m m BF l o n m l n true o falseY o n l
m B l o true l l k F h o n o m o o n o o
o o n ’test=’F
D e s c r i p t i o n
I d e n t i c a t i o n r a n d o m H o u s e h o l d e r t r a n s f o r m a t i o n s
l m m B n o m l n n r o o l n o m o n
l o m F i m l n test n l F s l
o m k n o n m o e m o n D l m
F
test n n o o l l o n X
S ! m l @ o o k A o n n o n Y S(i,j,k) l m n o n o iE
l o
jE o k n o
kF
Y ! m o m l o n n o n Y Y(i,j) l m n m o @ l o n E
n A m l o n o iE l o jE o k F
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l o o o n X e o j n n o n X SVAR
E x a m p l e
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f n e o m m X f e k X covmat
1 5 B a y e s i a n V A R p r i o r d u m m i e s : B V A R p a c k a g e
f e k n o o o m m o o n n
m n f n e m o l F m m o o n n VAR/estimateP 2 0 4
n o n o ’BVAR=’ o o n F
C o n s t r u c t i n g d u m m y o b s e r v a t i o n s
covmat P 2 4 1
E g o n m o m m o o n o f e F
litterman P 2 4 2
E v m n 9 o m m o o n o f e F
sumofcoeffP 2 4 3
E h o n l m E o E o 0 n o m m o o n o f e F
uncmean P 2 4 3 E n o n o n l E m n m m @ o m 9 n l m m A o o n o f e F
user P 2 4 4
E E l o m m o o n o f e F
W e i g h t s o n p r i o r d u m m y o b s e r v a t i o n s
o m m o litterman P 2 4 2 D uncmean P 2 4 3 D sumofcoeff P 2 4 3 n
o o n n n m n MuF o l n o n D o o n
’stdize=’ true n m n e F s n D n Mu o sqrt(N) m n o
m m o o l o N ( l o o n Y n l o l
n m o o o n n m o n F
G e t t i n g h e l p o n B V A R f u n c t i o n s
help BVAR
help BVAR/function_name
c o v m a t
C o v a r i a n c e m a t r i x p r i o r d u m m y o b s e r v a t i o n s f o r B V A R s
S y n t a x
O = BVAR.covmat(C,Rep)
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f n e o m m X f e k X litterman
I n p u t a r g u m e n t s
C n m E o o n m o l Y C o l l o n o
o n l m F
Rep n m E n m o m m m o o n l l F
O u t p u t a r g u m e n t s
O o j E f e o j n n o VAR/estimateP 2 0 4
n o n F
D e s c r i p t i o n
E x a m p l e
l i t t e r m a n
L i t t e r m a n ' s p r i o r d u m m y o b s e r v a t i o n s f o r B V A R s
S y n t a x
O = BVAR.litterman(Rho,Sgm,Lmb)
I n p u t a r g u m e n t s
Rho n m E E n o o @ Rho = A o n o m E l k o @ Rho = 1A F
Mu n m E o n m m o o n F
Lmb n m E i o n n l n n n n o n l Y Lmb = m n l l l
l l F
O u t p u t a r g u m e n t s
O o j E f e o j n n o VAR/estimate P 2 0 4
n o n F
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f n e o m m X f e k X uncmean
D e s c r i p t i o n
o n l n n o n o m m
P 2 4 1
D F F n m n MuF
E x a m p l e
s u m o f c o e
D o a n e t a l s u m - o f - c o e c i e n t p r i o r d u m m y o b s e r v a t i o n s f o r B V A R s
S y n t a x
O = BVAR.sumofcoeff(Mu)
I n p u t a r g u m e n t s
Mu n m E o n m m o o n F
O u t p u t a r g u m e n t s
O o j E f e o j n n o VAR/estimate P 2 0 4 n o n F
D e s c r i p t i o n
o n l n n o n o m m
P 2 4 1
D F F n m n MuF
E x a m p l e
u n c m e a n
U n c o n d i t i o n a l - m e a n d u m m y ( o r S i m s ' i n i t i a l d u m m y ) o b s e r v a t i o n s f o r B V A R s
P R Q
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f n e o m m X f e k X user
S y n t a x
O = BVAR.uncmean(YBar,Mu)
I n p u t a r g u m e n t s
YBar n m E o o n o n o n l m n m o o F
Mu n m E o n m m o o n F
O u t p u t a r g u m e n t s
X n m E e o m m o o n n n ’BVAR=’ o o n
o VAR/estimate P 2 0 4 n o n F
O o j E f e o j n n o VAR/estimate P 2 0 4
n o n F
D e s c r i p t i o n
o n l n n o n o m m
P 2 4 1
D F F n m n MuF
E x a m p l e
u s e r
U s e r - s u p p l i e d p r i o r d u m m y o b s e r v a t i o n s f o r B V A R s
S y n t a x
O = BVAR.user(Y,K,Y1,G1)
I n p u t a r g u m e n t s
Y n m E g o l m n E o m m o o n o n v r F
K n m E g o l m n E o m m o o n o n r o n n F
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f n e o m m X f e k X user
Y1 n m E g o l m n E o m m o o n o n r l l F
G1 n m E g o l m n E o m m o o n o n r o 0 n o n o E
n n o F
O u t p u t a r g u m e n t s
O o j E f e o j n n o VAR/estimate P 2 0 4
n o n F
D e s c r i p t i o n
E x a m p l e
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p o E m n o o o n X p e e o j n n o n X comment
1 6 F a c t o r - a u g m e n t e d v e c t o r a u t o r e g r e s s i o n s : F A V A R
o b j e c t s a n d f u n c t i o n s
C o n s t r u c t o r
FAVARP 2 4 9
E g n p e e o j F
G e t t i n g i n f o r m a t i o n a b o u t F A V A R o b j e c t s
comment P 2 4 6
E q o o m m n n n s s o j F
get P 2 5 2 E m o l o j o F
isempty P 2 5 3
E e o j m F
userdata P 2 5 4
E q o n n s s o j F
VAR P 2 5 5 E n e o j n o n m F
E s t i m a t i o n
estimate P 2 4 7 E i m p e e n n l o m o n n F
F i l t e r i n g a n d f o r e c a s t i n g
filterP 2 4 9
E E m o u l m n ( l n k n p e e o 0 n
n F
forecast P 2 5 1
E p o p e e o n o l F
G e t t i n g o n - l i n e h e l p o n F A V A R f u n c t i o n s
help FAVAR
help FAVAR/function_name
c o m m e n t
G e t o r s e t u s e r c o m m e n t s i n a n I R I S o b j e c t
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p o E m n o o o n X p e e o j n n o n X estimate
S y n t a x f o r g e t t i n g u s e r c o m m e n t s
Cmt = comment(Obj)
S y n t a x f o r a s s i g n i n g u s e r c o m m e n t s
Obj = comment(Obj,Cmt)
I n p u t a r g u m e n t s
Obj m o l | | e | e | p e e | E y n o s s o j F
Cmt E o m m n l l o o j F
O u t p u t a r g u m e n t s
Cmt E o m m n n l o o j F
D e s c r i p t i o n
E x a m p l e
e s t i m a t e
E s t i m a t e F A V A R u s i n g s t a t i c p r i n c i p a l c o m p o n e n t s
S y n t a x
[A,D,CC,F,U,E,CTF] = estimate(A,D,List,Range,[R,Q],...)
[A,X,CC,F,U,E,CTF] = estimate(A,X,Range,[R,Q],...)
I n p u t a r g u m e n t s
A p e e E i m p e e o j F
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p o E m n o o o n X p e e o j n n o n X FAVAR
D E s n F
List l l E v o o m o n e l l m F
X E o j n F
Range n m E i m o n n F
R n m E l o n o n o n m o o X w n m m o o o n
o n o l l l n o F
Q n m E l o n o n o n m o o X w m m n m o o F
O u t p u t a r g u m e n t s
A p e e E i m p e e o j F
D E y F
X E y o j F
CC E i m o o m m o n o m o n n n p e e o l F
F E i m o o F
U | E s o n l F
E E p o e l F
CTF E g o n o n o n l n o m o F
O p t i o n s
’cross=’ | l | n m E u o ' E o n l l m n n o n m o
o n l Y l l l o E o n o z o Y n m n z o
n o n D l l o E o n m l l n m F
’order=’ n m | I E y o e o o F
’output=’ o 9 | 9 | 9 E p o m o o F
’rank=’ n m | Inf E o n o n n k o o e l F
D e s c r i p t i o n
E x a m p l e
P R V
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p o E m n o o o n X p e e o j n n o n X filter
F A V A R
C r e a t e n e w F A V A R o b j e c t
S y n t a x
F = FAVAR(YNames)
I n p u t a r g u m e n t s
YNames l l | E x m o o l n p e e m o l F
O u t p u t a r g u m e n t s
F p e e E x p e e o j F
D e s c r i p t i o n
n o n n m p e e o j F s l l o l l o m
P 2 4 7
n o n o m p e e m o n F
E x a m p l e
o m p e e D o ( n o n m e o j D n n n p e e
P 2 4 7
n o n o n D F F
list = {’DLCPI’,’DLGDP’,’R’};
f = FAVAR(list);
f = estimate(f,d,range);
l t e r
R e - e s t i m a t e t h e f a c t o r s b y K a l m a n l t e r i n g t h e d a t a t a k i n g F A V A R c o e c i e n t s a s
g i v e n
P R W
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p o E m n o o o n X p e e o j n n o n X filter
S y n t a x
[A,D,CC,F,U,E] = filter(A,D,Range,...)
I n p u t a r g u m e n t s
A p e e E i m p e e o j F
D | E s n o o j p e e o l F
Range n m E p l n F
O u t p u t a r g u m e n t s
A p e e E p e e o j F
D E y o o j p e e o l F
CC | E E m o m m o n o m o n n n o l F
F E E m o m m o n o F
U E E m o n l F
E E E m l l F
O p t i o n s
’cross=’ | l | n m E n ( l o ' E o n l l m n n
o n m o o n l Y l l l o E o n o z o Y
n m n z o n o n D l l o E o n m l l n m F
’invFunc=’ o 9 | n o n n l E s n o n m o o p w i m F
’meanOnly=’ true | false E n o n l m n D F F o n m F
’persist=’ true | false E s filter o forecast ’persist=’ o o
( m D o w i m n n l l o Y n l l
o filter o forecast n o n l l E m n l filter o forecast
l l F
’output=’ o 9 | 9 | 9 E p o m o o F
’tolerance=’ n m | H E x m l o l n n o p w i m o m
n o o n o l l l n n o n l l E D n o
E o m F
P S H
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p o E m n o o o n X p e e o j n n o n X forecast
D e s c r i p t i o n
s 9 o n l o m k filter n forecast l l ’persist=’
o l D F F o l o m p w i m n l l E n
n n F
E x a m p l e
f o r e c a s t
F o r e c a s t F A V A R f a c t o r s a n d o b s e r v a b l e s
S y n t a x
[D,CC,F,U,E] = forecast(A,D,RANGE,J,...)
I n p u t a r g u m e n t s
A p e e E p e e o j F
D | E s n n l o n o n o p e e o F
RANGE n m E p o n F
J | E g o n o n n n o n p e e o l F
O u t p u t a r g u m e n t s
D E y o o j p e e o l F
CC | E o j o n o o m m o n o m o n n n o l F
F E o j o n o o m m o n o F
U E g o n o n l o n l F
E E g o n o n l l l F
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p o E m n o o o n X p e e o j n n o n X get
O p t i o n s
l o n FAVAR/filterP 2 4 9
o o o n l l F
D e s c r i p t i o n
E x a m p l e
g e t
Q u e r y m o d e l o b j e c t p r o p e r t i e s
S y n t a x
Ans = get(A,Query)
[Ans,Ans,...] = get(A,Query,Query,...)
I n p u t a r g u m e n t s
A p e e E p e e o j F
Query E o p e e o j F
O u t p u t a r g u m e n t s
Ans F F F E e n o F
V a l i d q u e r i e s t o F A V A R o b j e c t s
S y s t e m m a t r i c e s
’A*’ n n m n o n m o n l n e m o n o F
’B’ n n m n m m n m o l l o n o
n n l n e F
’C’ n n m m m n o n o o l F
P S P
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p o E m n o o o n X p e e o j n n o n X isempty
’Omega’ n n m E o m o n m o l n n E
l n e F
’Sigma’ n n m o n m o o n o k F
U n d e r l y i n g V A R
’VAR’ n e e o j n o n m F
E i g e n v a l u e s a n d s i n g u l a r v a l u e s
’eig’ n n m o o n l o n l n e F
’sing’ n n m o o n l l o m n l o m o n n E
m o n F
O b s e r v a b l e s a n d f a c t o r s
’mean’ n n m m m n o o l o n
n F
’std’ n n m m o n o o l o n
n F
’ny’ n n m n m o o l F
’nx’ n n m n m o o F
’yList’ n l l l o n m o o l F
D e s c r i p t i o n
E x a m p l e
i s e m p t y
T r u e i f V A R b a s e d o b j e c t i s e m p t y
S y n t a x
Flag = isempty(X)
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p o E m n o o o n X p e e o j n n o n X userdata
I n p u t a r g u m e n t s
X e | e | p e e E e o j F
O u t p u t a r g u m e n t
Flag true | false E e o j D XD m F
D e s c r i p t i o n
E x a m p l e
u s e r d a t a
G e t o r s e t u s e r d a t a i n a n I R I S o b j e c t
S y n t a x f o r g e t t i n g u s e r d a t a
X = userdata(OBJ)
S y n t a x f o r a s s i g n i n g u s e r d a t a
OBJ = userdata(OBJ,X)
I n p u t a r g u m e n t s
OBJ m o l | | e | e | p e e | E y n o s s o j
o n o n F
X F F F E e n k n o l l o D n o n D o j OBJF
O u t p u t a r g u m e n t s
X F F F E n l o o j F
OBJ m o l | | e | e | p e e | E o j F
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p o E m n o o o n X p e e o j n n o n X VAR
D e s c r i p t i o n
E x a m p l e
V A R
R e t u r n a V A R o b j e c t d e s c r i b i n g t h e f a c t o r d y n a m i c s
S y n t a x
v = VAR(a)
I n p u t a r g u m e n t s
a p e e E p e e o j F
O u t p u t a r g u m e n t s
v e E e o j n n m m o p e e o F
D e s c r i p t i o n
E x a m p l e
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P a r t I V
T i m e s e r i e s a n d d a t a b a s e m a n a g e m e n t
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h n n
1 7 D a t e s a n d d a t e r a n g e s
C r e a t i n g I R I S s e r i a l d a t e n u m b e r s
bb P 2 5 8 E s s l n m o E m o n l n F
bbtoday P 2 5 9
E s s l n m o n E m o n F
hhP 2 7 3
E s s l n m o l E l n F
hhtoday P 2 7 4 E s s l n m o n l E F
mm P 2 7 4
E s s l n m o m o n l n F
mmtodayP 2 7 5
E s s l n m o n m o n F
qq P 2 7 5
E s s l n m o l n F
qqtodayP 2 7 6
E s s l n m o n F
yyP 2 7 8
E s s l n m o l n F
yytoday P 2 7 9
E s s l n m o n F
C o m p u t i n g s p e c i a l d a t e s ( d a i l y d a t e s o n l y )
datbom P 2 6 5
E f n n n o m o n o ( l F
datboq P 2 6 6
E f n n n o o ( l F
datboyP 2 6 6
E f n n n o o ( l F
dateom P 2 6 9
E i n o m o n o ( l F
dateoq P 2 7 0
E i n o o ( l F
dateoy P 2 7 0 E i n o o ( l F
C r e a t i n g d a t e r a n g e s
daterangeP 2 7 1
E o l o n o o o n F
datxtick P 2 7 1
E g n k D l l n G o n o n E n n
F
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h n n X bb
C o n v e r t i n g d a t e s
clp2datP 2 5 9
E g o n n m l o o F
dat2char P 2 6 0
E g o n o F
dat2charlist P 2 6 1
E g o n o o m m E l F
dat2clp P 2 6 2
E g o n o n o m l o F
dat2dec P 2 6 3
E g o n o m l n o n F
dat2str P 2 6 3 E g o n s s o l l o n F
dat2ypf P 2 6 5 E g o n s s l n m o D o n n F
dec2datP 2 7 2
E g o n m l n m o s s l n m F
str2datP 2 7 7
E g o n n o s s l n m F
D a t e c o m p a r i s o n
datcmp P 2 6 7 E g o m o s s l n m F
datdiff P 2 6 8 E x m o o n o k o n F
rngcmpP 2 7 6
E g o m o s s n F
G e t t i n g o n - l i n e h e l p o n d a t e f u n c t i o n s
help dates
help dates/function_name
b b
I R I S s e r i a l d a t e n u m b e r s f o r d a t e s w i t h b i - m o n t h l y f r e q u e n c y
S y n t a x
d = bb(y)
d = bb(y,b)
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h n n X clp2dat
I n p u t a r g u m e n t s
y n m E F
q n m E f E m o n Y m n D ( E m o n m F
O u t p u t a r g u m e n t s
d n m E s s l n m n n n E m o n F
D e s c r i p t i o n
E x a m p l e
b b t o d a y
I R I S s e r i a l d a t e n u m b e r f o r c u r r e n t b i - m o n t h
S y n t a x
Dat = bbtoday()
O u t p u t a r g u m e n t s
Dat n m E s s l n m o n E m o n F
D e s c r i p t i o n
E x a m p l e
c l p 2 d a t
C o n v e r t t e x t i n s y s t e m c l i p b o a r d t o d a t e s
P S W
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h n n X dat2char
S y n t a x
D = clp2dat(...)
O u t p u t a r g u m e n t s
D n m E s s l n m o n n o n n o m l o
o n str2datP 2 7 7
n o n F
O p t i o n s
l o n str2dat P 2 7 7 o o o n l l F
D e s c r i p t i o n
E x a m p l e
d a t 2 c h a r
C o n v e r t d a t e s t o c h a r a c t e r a r r a y
S y n t a x
C = dat2char(D,...)
I n p u t a r g u m e n t s
D n m E s s l n m l l o n o F
O u t p u t a r g u m e n t s
C E g n n n Y l n o n o n
o m DF
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h n n X dat2charlist
O p t i o n s
l o n dat2strP 2 6 3
o o o n l l F
D e s c r i p t i o n
E x a m p l e
l n n o n qqY n o n n n s s l n m F
n dat2char o n m n E l n o n o F
d = qq(215,3)
d =
8.62e+3
dat2char(d)
ans =
215Q3
d a t 2 c h a r l i s t
C o n v e r t d a t e s t o a c o m m a - s e p a r a t e d l i s t
S y n t a x
C = dat2charlist(D,...)
I n p u t a r g u m e n t s
D n m E s s l n m l l o n o o m m E l F
O u t p u t a r g u m e n t s
C E n o m m E l o F
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h n n X dat2dec
O p t i o n s
l o n dat2strP 2 6 3
o o o n l l F
D e s c r i p t i o n
E x a m p l e
d a t 2 c l p
C o n v e r t d a t e s t o t e x t a n d p a s t e t o s y s t e m c l i p b o a r d
S y n t a x
C = dat2clp(D,...)
I n p u t a r g u m e n t s
D n m E s s l n m l l o n o n
o m l o F
O u t p u t a r g u m e n t s
C E g n n n o m l o Y
l n o n o n o m DF
O p t i o n s
l o n dat2str P 2 6 3 o o o n l l F
D e s c r i p t i o n
E x a m p l e
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h n n X dat2str
d a t 2 d e c
C o n v e r t d a t e s t o t h e i r d e c i m a l r e p r e s e n t a t i o n s
S y n t a x
DEC = dat2dec(DAT)
I n p u t a r g u m e n t s
DAT n m E s s l n m F
O u t p u t a r g u m e n t s
DEC n m E h m l n m n n n D o m year + (per-1)/freqF
D e s c r i p t i o n
E x a m p l e
d a t 2 s t r
C o n v e r t I R I S d a t e s t o c e l l a r r a y o f s t r i n g s
S y n t a x
S = dat2str(DAT,...)
I n p u t a r g u m e n t s
DAT n m E s s l n m @ A F
O u t p u t a r g u m e n t s
S l l E g l l n n n n F
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h n n X dat2ypf
O p t i o n s
’dateFormat=’ | p 9 E h o m n F
’freqLetters=’ | r f w 9 E v n n ( o l n
@ n n l D m E n n l D l D m o n l D m o n l A F
’months=’ l l | i n l n m o m o n E g l l o l n n n
n m o m o n F
’standinMonth=’ n m | l 9 | I E m o n l l n l o E n E m o n l E
n m o n o o m n F
D e s c r i p t i o n
o m n n n l n o m n o n o o l l o n ( l X
’Y=’ E F
’YYYY=’ E p o E F
’YY=’ E o E F
’P=’ E o n @ l E D D E m o n D m o n A F
’PP=’ E o E o n F
’R=’ E E o m n n m l o o n F
’r=’ E v o E o m n n m l o o n F
’M=’ E w o n n m l F
’MM=’ E o E m o n n m l F
’MMMM=’D ’Mmmm’D ’mmmm’ E g E n n m o m o n F
’MMM=’D ’Mmm’D ’mmm’ E g E n E l o n o m o n F
’F=’ E E l n n n F
’f=’ E v o E l n n n F
o o m o o l n l l l n n D n n n
D F F 7 9 D F
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h n n X datbom
E x a m p l e
d a t 2 y p f
C o n v e r t I R I S s e r i a l d a t e n u m b e r t o y e a r , p e r i o d a n d f r e q u e n c y
S y n t a x
[y,p,f] = dat2ypf(dat)
I n p u t a r g u m e n t s
dat n m E s s l n m F
O u t p u t a r g u m e n t s
y n m E F
p n m E o n F
f n m E h n F
D e s c r i p t i o n
E x a m p l e
d a t b o m
B e g i n n i n g o f m o n t h f o r t h e s p e c i e d d a i l y d a t e
S y n t a x
Bom = datebom(D)
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h n n X datboy
I n p u t a r g u m e n t s
D n m E h l l n m F
O u t p u t a r g u m e n t s
Bom n m E h l l n m o ( o m m o n DF
D e s c r i p t i o n
E x a m p l e
d a t b o q
B e g i n n i n g o f q u a r t e r f o r t h e s p e c i e d d a i l y d a t e
S y n t a x
Boq = datboq(D)
I n p u t a r g u m e n t s
D n m E h l l n m F
O u t p u t a r g u m e n t s
Boq n m E h l l n m o ( o m DF
D e s c r i p t i o n
E x a m p l e
d a t b o y
B e g i n n i n g o f y e a r f o r t h e s p e c i e d d a i l y d a t e
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h n n X datcmp
S y n t a x
Boy = dateboy(D)
I n p u t a r g u m e n t s
D n m E h l l n m F
O u t p u t a r g u m e n t s
Boy n m E h l l n m o ( o m DF
D e s c r i p t i o n
E x a m p l e
d a t c m p
C o m p a r e t w o I R I S s e r i a l d a t e n u m b e r s
S y n t a x
Flag = datcmp(Dat1,Dat2)
I n p u t a r g u m e n t s
Dat1D Dat2 n m E s s l n m o o F
O u t p u t a r g u m e n t s
Flag true | false E o n m n m F
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h n n X datdiff
D e s c r i p t i o n
o o m m l n D o o n o m m l F
n o n n o l n o m o n o o D ==D o o m F l n
o m o n n o m m l l o o n E o ' o F
E x a m p l e
d1 = qq(21,1);
d2 = qq(29,1):qq(21,4);
datcmp(d1,d2)
ans =
1
d a t d i
N u m b e r o f p e r i o d s b e t w e e n t w o d a t e s w i t h c h e c k f o r d a t e f r e q u e n c y
S y n t a x
D = datdiff(D1,D2)
I n p u t a r g u m e n t s
D1D D2 n m E s s o o o s s F
O u t p u t a r g u m e n t s
D n m E x m o o n D1 n D2D o o D1 n D2D n
o D1 m l l n D2D o x x o o ' n n F
D e s c r i p t i o n
E x a m p l e
d1 = mm(21,12);
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h n n X dateoq
d2 = mm(211,12);
datdiff(d1,d2)
ans =
-12
datdiff(d2,d1)
ans =
12
d3 = yy(211);
datdiff(d1,d3)
ans =
NaN
d a t e o m
E n d o f m o n t h f o r t h e s p e c i e d d a i l y d a t e
S y n t a x
Eom = dateom(D)
I n p u t a r g u m e n t s
D n m E h l l n m F
O u t p u t a r g u m e n t s
Eom n m E h l l n m o l o m m o n DF
D e s c r i p t i o n
E x a m p l e
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h n n X dateoy
d a t e o q
E n d o f q u a r t e r f o r t h e s p e c i e d d a i l y d a t e
S y n t a x
Eoq = dateoq(D)
I n p u t a r g u m e n t s
D n m E h l l n m F
O u t p u t a r g u m e n t s
Eoq n m E h l l n m o l o m DF
D e s c r i p t i o n
E x a m p l e
d a t e o y
E n d o f y e a r f o r t h e s p e c i e d d a i l y d a t e
S y n t a x
Eoy = dateoy(D)
I n p u t a r g u m e n t s
D n m E h l l n m F
O u t p u t a r g u m e n t s
Eoy n m E h l l n m o l o m DF
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h n n X datxtick
D e s c r i p t i o n
E x a m p l e
d a t e r a n g e
U s e t h e c o l o n o p e r a t o r t o c r e a t e d a t e r a n g e s
S y n t a x
startdate : enddate
startdate : increment : enddate
I n p u t a r g u m e n t s
startdate n m E s s l n m n n F
enddate n m E s s l n m n n n Y startdate n
enddate m m n F
increment n m E x m o o @ ( o n A n n
o F
D e s c r i p t i o n
o n o l o n o o o o n n o n s s l
n m n o n o o n n
n m ' l o n F
E x a m p l e
d a t x t i c k
C h a n g e t i c k s , l a b e l s a n d / o r d a t e f r e q u e n c y o n x - a x i s i n e x i s t i n g t s e r i e s g r a p h s
P U I
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h n n X dec2dat
S y n t a x
datxtick(Range,...)
datxtick(Ax,Range,...)
I n p u t a r g u m e n t s
Ax n m E r n l o o j n l l m Y n o ( D
n o j D gca()D n F
Range n m E x n o E l l n F
O p t i o n s
’datePosition=’ ’start’ | ’centre’ | ’end’ E n n o
k l l l @ n n n o o D n m l o o D o n
o o A F
’dateTicks=’ n m | Inf E s n l k Y InfD k l l m n
o m l l n n w l l o m F
dat2str P 2 6 3
o o m n o o n l l F
E s s o o l o F E g o @ A P H H U E P H I Q s s o l o n m F
D e s c r i p t i o n
E x a m p l e
g l o n l D n n n k n l l o n E o
m o n l X
x = tseries(qq(21,1):qq(211,4),@rand);
plot(x);
datxtick(mm(21,1):mm(211,12),’dateFormat=’,’Mmm YYYY’);
d e c 2 d a t
C o n v e r t d e c i m a l n u m b e r s t o I R I S s e r i a l d a t e n u m b e r s
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h n n X hh
S y n t a x
dat = dec2dat(dec,freq)
I n p u t a r g u m e n t s
dec n m E h m l n m n n F
freq E h n F
O u t p u t a r g u m e n t s
n m E s s l n m o o n n o n m l F
h h
I R I S s e r i a l d a t e n u m b e r s f o r d a t e s w i t h h a l f - y e a r l y f r e q u e n c y
S y n t a x
d = hh(y)
d = hh(y,h)
I n p u t a r g u m e n t s
y n m E F
h n m E r l E Y m n D ( l E F
O u t p u t a r g u m e n t s
d n m E s s l n m n n n l E F
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h n n X mm
D e s c r i p t i o n
E x a m p l e
h h t o d a y
I R I S s e r i a l d a t e n u m b e r f o r c u r r e n t h a l f - y e a r
S y n t a x
Dat = hhtoday()
O u t p u t a r g u m e n t s
Dat n m E s s l n m o n l E F
D e s c r i p t i o n
E x a m p l e
m m
I R I S s e r i a l d a t e n u m b e r s f o r d a t e s w i t h m o n t h l y f r e q u e n c y
S y n t a x
d = mm(y)
d = mm(y,m)
I n p u t a r g u m e n t s
y n m E F
m n m E w o n Y m n D ( m o n @ t n A m F
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h n n X qq
O u t p u t a r g u m e n t s
d n m E s s l n m n n n m o n F
D e s c r i p t i o n
E x a m p l e
m m t o d a y
I R I S s e r i a l d a t e n u m b e r f o r c u r r e n t m o n t h
S y n t a x
Dat = mmtoday()
O u t p u t a r g u m e n t s
Dat n m E s s l n m o n m o n F
D e s c r i p t i o n
E x a m p l e
q q
I R I S s e r i a l d a t e n u m b e r s f o r d a t e s w i t h q u a r t e r l y f r e q u e n c y
S y n t a x
d = qq(y)
d = qq(y,q)
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h n n X rngcmp
I n p u t a r g u m e n t s
y n m E F
q n m E Y m n D ( m F
O u t p u t a r g u m e n t s
d n m E s s l n m n n n l F
D e s c r i p t i o n
E x a m p l e
q q t o d a y
I R I S s e r i a l d a t e n u m b e r f o r c u r r e n t q u a r t e r
S y n t a x
Dat = qqtoday()
O u t p u t a r g u m e n t s
Dat n m E s s l n m o n F
D e s c r i p t i o n
E x a m p l e
r n g c m p
C o m p a r e t w o I R I S d a t e r a n g e s
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h n n X str2dat
S y n t a x
Flag = rngcmp(R1,R2)
I n p u t a r g u m e n t s
R1D R2 n m E o s s n l l o m F
O u t p u t a r g u m e n t s
Flag true | false E o n m F
D e s c r i p t i o n
e n s s n n o m o o n o n l ( n l m F
y n D n o n n F s n D o n -Inf o @ m n n
l o l n n o n A n Inf o n @ m n n l o l
n n o n A D o m l Inf o o l n @ m n n o m l o l
o l o l n n o n A F
E x a m p l e
r1 = qq(21,1):qq(22,4);
r2 = [qq(21,1),qq(22,4)];
rngcmp(r1,r2)
ans =
1
s t r 2 d a t
C o n v e r t s t r i n g s t o I R I S s e r i a l d a t e n u m b e r s
S y n t a x
Dat = str2dat(S,...)
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h n n X yy
I n p u t a r g u m e n t s
S | l l E n n n F
O u t p u t a r g u m e n t s
Dat n m E s s l n m F
O p t i o n s
’freq=’ 1 | 2 | 4 | 6 | 12 | m E i n o n F
l o n
dat2strP 2 6 3
o o o o n l l F
D e s c r i p t i o n
E x a m p l e
d = str2dat(’4-21’,’dateformat’,’MM-YYYY’);
dat2str(d)
ans =
’21M4’
d = str2dat(’4-21’,’dateformat’,’MM-YYYY’,’freq’,4);dat2str(d)
ans =
’21Q2’
y y
I R I S s e r i a l d a t e n u m b e r s f o r d a t e s w i t h y e a r l y f r e q u e n c y
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h n n X yytoday
S y n t a x
d = yy(y)
I n p u t a r g u m e n t s
y n m E F
O u t p u t a r g u m e n t s
d n m E s s l n m n n n F
D e s c r i p t i o n
E x a m p l e
y y t o d a y
I R I S s e r i a l d a t e n u m b e r f o r c u r r e n t y e a r
S y n t a x
Dat = yytoday()
O u t p u t a r g u m e n t s
Dat n m E s s l n m o n F
D e s c r i p t i o n
E x a m p l e
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m o j n n o n
1 8 T i m e s e r i e s o b j e c t s a n d f u n c t i o n s
m o X
C o n s t r u c t o r
tseriesP 3 4 1
E g n m @ A o j F
G e t t i n g i n f o r m a t i o n a b o u t t s e r i e s o b j e c t s
daily P 2 9 8
E g l n o l o j F
enddate P 3 0 2 E h o l l l o o n n o j F
freq P 3 0 6
E p n o o j F
getP 3 0 7
E o j o F
length P 3 1 3 E v n o o j F
ndims P 3 1 8
E x m o m n o n n o j F
sizeP 3 3 3
E z o o j F
startdate P 3 3 6 E h o ( l l o o n n o j F
yearly P 3 4 7
E h l o j o n l l o F
R e f e r e n c i n g t s e r i e s o b j e c t s
subsasgn P 3 3 8
E n m n o o j F
subsrefP 3 3 9
E n n o n o o j F
M a t h s a n d s t a t i s t i c s f u n c t i o n s a n d o p e r a t o r s
o m o o l l o n n o n o o l o F
+D -D *D \D /D ˆD &D |D ~D ==D ~=D >=D >D <D <=D absD acosD asinD atanD atan2D ceilD cosD expD fixD
floorD imagD isinfD isnanD logD log1D realD roundD sinD sqrtD tanD normpdfD normcdfD prctileD
lognpdfD logncdf
o o o l l o n n o n n o n m n o n l o n o m F
o m o o l l o n n o n o o l o F
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m o j n n o n
allD anyD cumprodD cumsumD findD geomeanD maxD meanD medianD minD modeD nanmeanD nanstdD nansumD
nanvarD prodD stdD sumD var
F i l t e r s
arf P 2 8 6
E n o n o n o n o j F
bpass P 2 8 9
E f n E ( l F
bwfP 2 9 2
E f o ( l n F
bwf2 P 2 9 2
E o m n o f o ( l n F
detrend P 2 9 9
E m o l n m n F
expsmooth P 3 0 4 E i o n n l m o o n F
hpf P 3 0 8
E r o k E o ( l n @ k v ( l A F
hpf2 P 3 1 2
E o m n o r o k E o ( l n F
fft P 3 0 5 E h p o n o m o o j F
llf P 3 1 4
E v o l l l ( l @ k n o m l k l n o A n F
llf2P 3 1 7
E o m n o l o l l n n ( l n F
moving P 3 1 8 E e l n o n o m o n n o o o o n F
trend P 3 4 0
E i m m n F
x12P 3 4 3
E e o I P o n l j m n o m F
E s t i m a t i o n a n d s a m p l e c h a r a c t e r i s t i c s
x o m o o m l l o n w n n o n
n o o o n F
acfP 2 8 3
E m l o o n n o o l o n n o n F
hpdi P 3 0 8 E r o l n n l F
chowlin P 2 9 3
E g o E v n o n o l o E n o o n o E n
o F
regressP 3 2 7
E y n o l E o n F
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m o j n n o n
V i s u a l i s i n g t s e r i e s o b j e c t s
area P 2 8 5
E e o o j F
barP 2 8 7
E f o o j F
barcon P 2 8 8
E g o n o n o o j F
errorbar P 3 0 3
E v n l o o F
plot P 3 2 1 E v n o o j F
plotcmp P 3 2 3
E g o m o n o o m F
plotpredP 3 2 4
E l o u l m n ( l o n F
plotyy P 3 2 5
E v n l o n o n v r n r o m F
scatter P 3 3 1
E o o j F
spy P 3 3 5 E l o o n F
stem P 3 3 7
E l o n F
M a n i p u l a t i n g t s e r i e s o b j e c t s
empty P 3 0 2
E i m o j n z n P n n m n o n F
permuteP 3 2 1
E m m n o n o o j F
redate P 3 2 6
E g n m m n o n o o j F
reshape P 3 2 8
E z o m n P n n m n o n F
resize P 3 2 9 E g l o j o n o ( n F
sort P 3 3 4
E o o l m n ( o n F
C o n v e r t i n g t s e r i e s o b j e c t s
convert P 2 9 5
E g o n o j o ' n n F
doubleP 3 0 1
E n o o n o l E o n n m F
doubledata P 3 0 1
E g o n o o n o o l o n F
single P 3 3 2
E n o o n n l E o n n m F
singledata P 3 3 3 E g o n o o n o n l o n F
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m o j n n o n X acf
O t h e r t s e r i e s f u n c t i o n s
apct P 2 8 4 E e n n l n o n F
bsxfun P 2 9 1
E n f p x m l m n o o j F
cumsumk P 2 9 6
E g m l m k E o l F
destdiseP 2 9 8
E h n o j l n ( n o n n
m n o F
diff P 3 0 0
E p ' n F
interp P 3 1 2 E s n o l m n o o n F
normalise P 3 1 9
E x o m l @ o A o l F
pct P 3 2 0 E n o n F
round P 3 3 0
E o n o ( n m o m l F
rmse P 3 2 9
E g o m w i o n o o n n o n F
stdiseP 3 3 6
E n n m n n n o n F
windex P 3 4 2
E m l o h n F
wmean P 3 4 2 E o m o o n F
G e t t i n g o n - l i n e h e l p o n t s e r i e s f u n c t i o n s
help tseries
help tseries/function_name
a c f
S a m p l e a u t o c o v a r i a n c e a n d a u t o c o r r e l a t i o n f u n c t i o n s
S y n t a x
[C,R] = acf(X)
[C,R] = acf(X,DATES,...)
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m o j n n o n X apct
I n p u t a r g u m e n t s
X E o j F
DATES n m | s n E h o n o n l l F
O u t p u t a r g u m e n t s
C n m E e o E G o E o n m F
R n m E e o E G o E o l o n m F
O p t i o n s
’demean=’ true | false E m o m n o m o o m n e g p F
’order=’ n m | E y o e g p l l o m F
’smallSample=’ true | false E e j o o m o m l l m l F
D e s c r i p t i o n
E x a m p l e
a p c t
A n n u a l i s e d p e r c e n t r a t e o f c h a n g e
S y n t a x
X = apct(X)
I n p u t a r g u m e n t s
X E s n o j F
O u t p u t a r g u m e n t s
X E e n n l n o n n n F
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m o j n n o n X area
D e s c r i p t i o n
E x a m p l e
a r e a
A r e a g r a p h f o r t s e r i e s o b j e c t s
S y n t a x
[h,range] = area(x,...)
[h,range] = area(range,x,...)
[h,range] = area(a,range,x,...)
I n p u t a r g u m e n t s
a n m E r n l o n l l l o Y n o ( D n
l l F
range n m E h n Y n o ( n n o n o j l l
l o F
x E s n o j o o l m n l l l o n F
O u t p u t a r g u m e n t s
h n m E r n l @ A o @ A l o F
range n m E e l l l o n F
O p t i o n s
’dateformat=’ | @ l o o m 9 A E h o m o k m k o n
E F
’datetick=’ n m | Inf E o o l o n k m k o n E Y s n m n
l l o m l l F
’tight=’ true | false E w k E F
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m o j n n o n X arf
l o n l E n area n o n o o o o n l l F
D e s c r i p t i o n
E x a m p l e
a r f
R u n a u t o r e g r e s s i v e f u n c t i o n o n a t s e r i e s o b j e c t
S y n t a x
X = arf(X,A,Z,RANGE,...)
I n p u t a r g u m e n t s
X E s n o m n l o n o n l l k n F
A n m E o o o 0 n o o o l n o m l F
Z n m | E i o n o n o o n n n n o o F
RANGE n m | s n E h n o n n m o o n l l o m Y
RANGE o n o n l E m l n l o n o n F Inf m n n o l n l l
@ k n n o o n l n o E m l n l o n o n n A F
O u t p u t a r g u m e n t s
X E y n o o n n n n n o o
A n ZF
D e s c r i p t i o n
o o o n o o l l o n o m X
a1*x + a2*x(-1) + ... + an*x(-n) = z,
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m o j n n o n X bar
o
a1*x + a2*x(+1) + ... + an*x(+n) = z,
n n o n n n n @ n n n o n m A D o n @ n n n
k n m A F o 0 n a1D F F F an n A o D
A = [a1,a2,...,an].
E x a m p l e
o l l o n o l n n o o o n o m n o m l l
l D
x
t
a x
t 1
C
t
rho = .8;
X = tseries(1:2,@randn);
X = arf(X,[1,-rho],X,2:2);
b a r
B a r g r a p h f o r t s e r i e s o b j e c t s
S y n t a x
[h,range] = bar(x,...)
[h,range] = bar(range,x,...)
[h,range] = bar(a,range,x,...)
I n p u t a r g u m e n t s
a n m E r n l o n l l l o Y n o ( D n
l l F
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m o j n n o n X barcon
range n m E h n Y n o ( n n o n o j l l
l o F
x E s n o j o o l m n l l l o F
O u t p u t a r g u m e n t s
h n m E r n l o l o F
range n m E e l l l o n F
O p t i o n s
’dateformat=’ | @ l o o m 9 A E h o m o k m k o n
E F
’datetick=’ n m | Inf E o o l o n k m k o n E Y s n m n
l l o m l l F
’tight=’ true | false E w k E F
l o n l E n bar n o n o o o o n l l F
D e s c r i p t i o n
E x a m p l e
b a r c o n
C o n t r i b u t i o n b a r g r a p h f o r t s e r i e s o b j e c t s
S y n t a x
[H,Range] = barcon(X,...)
[H,Range] = barcon(Range,X,...)
[H,Range] = barcon(Ax,Range,X,...)
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m o j n n o n X bpass
I n p u t a r g u m e n t s
Ax n m E r n l o n l l l o Y n o ( D n
l l F
Range n m E h n Y n o ( n n o n o j l l
l o F
X E s n o j o o l m n l l l o o n o n F
O u t p u t a r g u m e n t s
H n m E r n l @ A o l o F
Range n m E e l l l o n F
O p t i o n s
’barWidth=’ n m | H F V E o n o o o
o n E F
’colorMap=’ n m | @ @ A D o l o w 9 A E g o l o m o ( l l o n o n F
’dateFormat=’ | @ l o o m 9 A E h o m o k m k o n
E F
’dateTick=’ n m | Inf E o o l o n k m k o n E Y s n m n
l l o m l l F
’evenlySpread=’
true|
false E g o l o k o o n o n n l
o o l o m F
’ordering=’ n 9 | n 9 | 9 | n m E y n o o n o n
m n n n o Y ’preserve’ m n o n l o l l F
D e s c r i p t i o n
E x a m p l e
b p a s s
B a n d - p a s s l t e r
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m o j n n o n X bpass
S y n t a x
[X,T] = bpass(X,Band,Range,...)
O u t p u t a r g u m e n t s
X E f n E ( l o j F
T E i m n o j F
I n p u t a r g u m e n t s
X E s n o j l l ( l F
Range n m | s n h n o n l l ( l F
Band n m E f n o o o n n o D Band = [LOW,HIGH]F
O p t i o n s
’addTrend=’ true | false E e m l n m n k o ( l o
band n l s n F
’detrend=’ true | false E m o n m m n o m o ( l n F
’log=’ true | false E v o m o ( l n D E l o m F
’method=’
’cf’|
’hwfsf’ E o n E ( l X g n o E p z l D o E n o
n E l ( l F
’unitRoot=’ true | false E e m n o o n n F
l o n tseries/trendP 3 4 0
o o o o n l l n ’detrend=’ o F
D e s c r i p t i o n
g n o D v F t F n F t F p z l @ P H H Q A F f n p l F s n n o n l i o n o m D
R R @ P A D R Q S ! R T S F
s o D e F 8 e F x o l l z @ P H H S A F e p n l p l o o E v n m F
g o m o n l i o n o m D P S D U S ! I H P F
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m o j n n o n X bwf
E x a m p l e
b s x f u n c
S t a n d a r d B S X F U N i m p l e m e n t e d f o r t s e r i e s o b j e c t s
S y n t a x
Z = bsxfun(Func,X,Y)
I n p u t a r g u m e n t s
Func n o n n l E p n o n l l l o n D FUN(X,Y)F
X | n m E s n m o n m F
Y | n m E s n m o n m F
O u t p u t a r g u m e n t s
Z E l o Func(X,Y) X n G o Y n o l n n l o n m n o n F
D e s c r i p t i o n
l o n l E n bsxfun o m o l F
E x a m p l e
m l m n m n o m n l o l m n F
x = tseries(1:1,rand(1,4));
xx = bsxfun(@minus,x,mean(x));
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m o j n n o n X bwf
b w f
S w a p o u t p u t a r g u m e n t s o f t h e B u t t e r w o r t h l t e r w i t h t u n e s
l o n tseries/bwf P 2 9 2
F
b w f
B u t t e r w o r t h l t e r w i t h t u n e s
S y n t a x
[T,C,CutOff,Lambda] = bwf(X,Order)
[T,C,CutOff,Lambda] = bwf(X,Order,Range,...)
S y n t a x w i t h o u t p u t a r g u m e n t s s w a p p e d
[T,C,CutOff,Lambda] = bwf2(X,Order)
[T,C,CutOff,Lambda] = bwf2(X,Order,Range,...)
I n p u t a r g u m e n t s
X E s n o j l l ( l F
Order n m E y o f o ( l Y n o Order=2 o r o k E
o ( l @ hpfA n Order=1 o l o l l n ( l @ llfA F
Range n m E h n o n n l l ( l Y Range n InfD
[startdata,Inf]D o [-Inf,enddate]Y n o ( D Inf @ F F n l l n o
n A F
O u t p u t a r g u m e n t s
T E v o E n @ n A o m o n n F
C E r E n @ l l A o m o n n F
CutOff n m E g E o ' o Y o o E o ' o n D
o l o E o ' o F
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m o j n n o n X chowlin
Lambda n m E m o o n m l l Y o m n l n
o o n ’CutOff=’ n o ’Lambda=’F
O p t i o n s
’CutOff=’ n m | m E g E o ' o n o @ n n o n m
n A Y o o n n ( n o ’Lambda=’Y m o o n m l l
n m n o n E o ' o F
’CutOffYear=’ n m | m E g E o ' o n Y o o n n (
n o ’Lambda=’Y m o o n m l l n m n o n E o '
o F
’infoSet=’ 1 | 2 E s n o m o n m o n n ( l X 1 n o n E ( l D 2 n
o E ( l F
’Lambda=’ n m | (1 freq)ˆOrder E m o o n m Y n o ( o
o j n m n n F
’level=’ E m o n n o n l l o n F
’change=’ E m o n n o n n n n F
’log=’ true | false E v o m o ( l n D E l o m F
D e s c r i p t i o n
E x a m p l e
c h o w l i n
C h o w - L i n d i s t r i b u t i o n o f l o w - f r e q u e n c y o b s e r v a t i o n s o v e r h i g h e r - f r e q u e n c y p e r i o d s
S y n t a x
[Y2,B,RHO,U1,U2] = chowlin(Y1,X2)
[Y2,B,RHO,U1,U2] = chowlin(Y1,X2,range,...)
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m o j n n o n X convert
I n p u t a r g u m e n t s
Y1 E v o E n n o j l l o E n
o o n F
X2 E o j o o n F
range n m E v o E n n o n o n l l o m F
O u t p u t a r g u m e n t s
Y2 E y n F
B n m E o o o n o 0 n F
RHO n m E e l l o o l o n o 0 n n l F
U1 E v o E n o n l F
U2 E r E n o n l F
O p t i o n s
’constant=’ true | false E s n l o n n m n o n F
’log=’ true | false E v o m o o n D E l o m F
’ngrid=’ n m | 2 E x m o o n o ( n n o o l o n o 0 n
o E n l F
’rho=’ ’estimate’ | ’positive’ | ’negative’ | n m E r o o m n o o E
l o n o 0 n o E n l F
’timeTrend=’ true | false E s n l m n n o n F
D e s c r i p t i o n
g o D q F g F D n e F v n @ I W U I A F f v n n s n o l o n D h o n n i o l o n
o m l m F o i o n o m n D S Q D F Q U P E U S F
l o e n P n o o n D t F g F D n i F F l l m n @ I W W W A F o e o o n X p o E
n n l F p f e l n i o n o m D I I W W W D F R E I U F
E x a m p l e
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m o j n n o n X convert
c o n v e r t
C o n v e r t t s e r i e s o b j e c t t o a d i e r e n t f r e q u e n c y
S y n t a x
Y = convert(X,NewFreq)
Y = convert(X,NewFreq,Range,...)
I n p u t a r g u m e n t s
X E s n o j l l o n o n n D freqD n
o n o l n F
NewFreq n m | E x n o n l l o n X
1o
’A’ o n n l D 2 o ’H’ o l E l D 4 o ’Q’ o l D 6 o ’B’ o E m o n l D n
12 o ’M’ o m o n l F
Range n m E h n o n n l l o n F
O u t p u t a r g u m e n t s
Y E y o n n X o n n F
O p t i o n s
’ignoreNaN=’ true | false E i l x x o m o n F
’missing=’ n m | NaN | ’last’ E l m n o o n l F
O p t i o n s f o r h i g h - t o l o w - f r e q u e n c y c o n v e r s i o n ( a g g r e g a t i o n )
’method=’ n o n n l | ’first’ | ’last’ | @mean E w o l l o
n F
’select=’ n m | Inf E l o n l E n o o n n l o E
n o Y s n m n l l o o n l l F
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m o j n n o n X cumsumk
O p t i o n s f o r l o w - t o h i g h - f r e q u e n c y c o n v e r s i o n ( i n t e r p o l a t i o n )
’method=’ | ’cubic’ | ’quadsum’ | ’quadavg’ E s n o l o n m o Y n o o n
l l n l E n interp1 n o n n F
’position=’ ’centre’ | ’start’ | ’end’ E o o n o l o E n F
D e s c r i p t i o n
n o n n l o n o m o 9 o o n n o
@ o n n o l o n A o l l k l E n n o n meanD sum
F s n o o D o o n m n X
o D
m n o n l o n o n l l F
n o n l l l l o n n m n o I D o
n l o k o l m n F s l l l D convert l l m o l l n o n j o n
n m n D D n o o o n n o m m n n m n o n
m m m o F
E x a m p l e
c u m s u m k
C u m u l a t i v e s u m w i t h a k - p e r i o d l e a p
S y n t a x
Y = cumsumk(X,K,RHO,RANGE)
Y = cumsumk(X,K,RHO)
Y = cumsumk(X,K)
Y = cumsumk(X)
I n p u t a r g u m e n t s
X E s n F
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m o j n n o n X cumsumk
K n m E x m o o l l l m l m l l k n Y
n o ( D K o n o m n o n @ F F K = - 4 o l
A D o K = - 1 o n m n n F
RHO n m E e o o 0 n Y n o ( D
RHO = 1F
RANGE n m E n o n m l m l l o m n o
n F
O u t p u t a r g u m e n t s
Y E y o n l o F
O p t i o n s
’log=’ true | false E v o m n o D n E l o m o
k D n n n x12F
D e s c r i p t i o n
s K < D ( K o o n n o Y o o m XD n n o o n
n l
Y{t} = RHO*Y{t-K} + X{t}.
s
K > D l
Ko o n n o
Y o o m
XD n n o o n
n l
Y{t} = RHO*Y{t+K} + X{t},
o n k n m F
s K = = D n n F
E x a m p l e
g o n n o m o n l n D n n I P o o n l l j F
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m o j n n o n X destdise
x = tseries(qq(199,1):qq(22,4),@randn);
x1 = cumsumk(x,-4,1);
x2 = cumsumk(x,-4,.7);
x1sa = x12(x1);
x2sa = x12(x2);
n x1 l l n E o o o l x2 l l o n F x o o m m n
o n o n l n o l l x1 = cumsumk(x)F
D A I L Y
C a l e n d a r v i e w o f a d a i l y t s e r i e s o b j e c t
S y n t a x
daily(X)
I n p u t a r g u m e n t s
X E o j n m n n o k l l n
w l l n m F
D e s c r i p t i o n
E x a m p l e
d e s t d i s e
D e s t a n d a r d i s e t s e r i e s o b j e c t b y a p p l y i n g s p e c i e d s t a n d a r d d e v i a t i o n a n d m e a n t o
i t
S y n t a x
X = destdise(X,XMean,XStd)
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m o j n n o n X detrend
I n p u t a r g u m e n t s
X E s n o j F
XMean n m E w n l l F
XStd n m E n o n l l o F
O u t p u t a r g u m e n t s
X E h n o F
D e s c r i p t i o n
E x a m p l e
d e t r e n d
R e m o v e a l i n e a r t i m e t r e n d
S y n t a x
X = detrend(X)
X = detrend(X,Range)
I n p u t a r g u m e n t s
X E s n m F
Range n m | Inf E n o n n l l o m Y Inf m n
n n l l l l F
O u t p u t a r g u m e n t s
x E y m n m o F
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m o j n n o n X double
O p t i o n s
tseries/trendP 3 4 0
o o o n l l F
D e s c r i p t i o n
E x a m p l e
d i
F i r s t d i e r e n c e
S y n t a x
X = diff(X)
X = diff(X,K)
I n p u t a r g u m e n t s
X E s n o j F
K n m E x m o o o ( ' n l l o m Y Y = X -
X{K}F x o K m n n m o l k ' n n F s n o
( D K l l o -1F
O u t p u t a r g u m e n t s
X E p ' n o n F
D e s c r i p t i o n
E x a m p l e
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m o j n n o n X doubledata
d o u b l e
R e t u r n t s e r i e s o b s e r v a t i o n s a s d o u b l e - p r e c i s i o n n u m e r i c a r r a y
S y n t a x
y = double(x)
I n p u t a r g u m e n t s
x E o j o o o n l l n o l E o n n m
F
O u t p u t a r g u m e n t s
y n m E h o l E o n n m n o o n n o l m n F
D e s c r i p t i o n
E x a m p l e
d o u b l e d a t a
C o n v e r t t s e r i e s o b s e r v a t i o n s t o d o u b l e p r e c i s i o n
S y n t a x
x = doubledata(x)
I n p u t a r g u m e n t s
x E o j o o o n l l o n o o l o n F
O u t p u t a r g u m e n t s
y n m E o j o l E o n o o n F
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m o j n n o n X enddate
D e s c r i p t i o n
E x a m p l e
e m p t y
E m p t y t s e r i e s o b j e c t p r e s e r v i n g i t s s i z e i n 2 n d a n d h i g h e r d i m e n s i o n s
S y n t a x
x = empty(x)
I n p u t a r g u m e n t s
x E o j l l m F
O u t p u t a r g u m e n t s
x E i m o j P n n m n o n m z
n o j D n o m m n F
D e s c r i p t i o n
E x a m p l e
e n d d a t e
D a t e o f t h e l a s t a v a i l a b l e o b s e r v a t i o n i n a t s e r i e s o b j e c t
S y n t a x
d = enddate(x)
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m o j n n o n X errorbar
I n p u t a r g u m e n t s
x E o j F
O u t p u t a r g u m e n t s
d n m E s s l n m n n o l o o n l l
n n F
D e s c r i p t i o n
startdate n o n l n o l l n
get(x,’endDate’)
E x a m p l e
e r r o r b a r
L i n e p l o t w i t h e r r o r b a r s
S y n t a x
[LL,EE,Range] = errorbar(X,B,...)
[LL,EE,Range] = errorbar(Range,X,B,...)
[LL,EE,Range] = errorbar(AA,Range,X,B,...)
[LL,EE,Range] = errorbar(X,Lo,Hi,...)
[LL,EE,Range] = errorbar(Range,X,Lo,Hi,...)
[LL,EE,Range] = errorbar(AA,Range,X,Lo,Hi,...)
I n p u t a r g u m e n t s
AA n m E r n l o n l l l o Y n o ( D n
l l F
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m o j n n o n X ews
Range n m E h n Y n o ( n n o n o j l l
l o F
X E o j o l l l o l n F
B E o n l l l o o n l n F
Lo E o n l o l n F
Hi E o n o l n F
O u t p u t a r g u m e n t s
LL n m E r n l o l n l o F
EE n m E r n l o o l o F
Range n m E e l l l o n F
O p t i o n s
’dateformat=’ | @ l o o m 9 A E h o m o k m k o n
E F
’datetick=’ n m | Inf E o o l o n k m k o n E Y s n m n
l l o m l l F
’relative=’ true | false E s trueD o l o n o n l
o n D F F o n l l o n @ n D Lo m n
n m n Hi m o n m A F s falseD o n o l @ n
Lo m l o n XD n Hi m n XA F
l o n l E n plot n o n o o o o n l l F
e w s
E x p o n e n t i a l s m o o t h i n g
S y n t a x
X = expsmooth(X,BETA,...)
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m o j n n o n X fft
I n p u t a r g u m e n t s
X E s n m F
Beta n m E i o n n l o F
O u t p u t a r g u m e n t s
X E i o n n l l m o o F
O p t i o n s
’init=’ n m | NaN E e l o ( o o n o n l m o o E
n F
’log=’ true | false E v o m o ( l n D E l o m F
D e s c r i p t i o n
E x a m p l e s
t
D i s c r e t e F o u r i e r t r a n s f o r m o f t s e r i e s o b j e c t
S y n t a x
[y,range,freq,per] = fft(x)
[y,range,freq,per] = fft(x,range,...)
I n p u t a r g u m e n t s
x E s n o j l l n o m F
range n m | s n E h n F
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m o j n n o n X freq
O u t p u t a r g u m e n t s
y n m E p o n o m o n n o l m n F
range n m E e l l n F
freq n m E p n o o n n o p p o l m n F
per n m E o o o n n o p p o l m n F
O p t i o n s
’full=’ true | false E n p o n o m o n o l n l H D P B Y l
o n l n l H D n F
D e s c r i p t i o n
E x a m p l e
}
f r e q
F r e q u e n c y o f a t s e r i e s o b j e c t
S y n t a x
f = freq(x)
I n p u t a r g u m e n t s
x E o j F
O u t p u t a r g u m e n t s
f H | I | P | R | T | I P E p n o o o n n n o j @
f n m
o o n A F
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m o j n n o n X get
D e s c r i p t i o n
freq n o n l n o l l n
get(x,’freq’)
E x a m p l e
g e t
Q u e r y t s e r i e s o b j e c t p r o p e r t y
S y n t a x
Value = get(x,Query)
[Value,Value,...] = get(x,Query,Query,...)
I n p u t a r g u m e n t s
x m o l E o j F
Query E x m o o F
O u t p u t a r g u m e n t s
Value F F F E l o o F
V a l i d q u e r i e s o n t s e r i e s o b j e c t s
’end=’ n n m o l o o n F
’freq=’ n n m n @ o A o m F
’nanEnd=’ n n m l o o n l l n l l o l m n Y
o l D l n m ’end’F
’nanRange=’ n n m n o m ’nanstart’ o ’nanend’Y o l m
D l n m ’range’F
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m o j n n o n X hpf
’nanStart=’ n n m ( o o n l l n l l
o l m n Y o l D l n m ’start’F
’range=’ n n m n o m ( o o n o l o o n F
’start=’ n n m o ( o o n F
D e s c r i p t i o n
h p d i
H i g h e s t p r o b a b i l i t y d e n s i t y i n t e r v a l
S y n t a x
int = hpdi(x,prob)
I n p u t a r g u m e n t s
x E s n n o m n o F
prob n m E n o o o m n l D n H n I H H F
O u t p u t a r g u m e n t s
int E y o j o o l m n D F F l o o n n o n
o o F
D e s c r i p t i o n
E x a m p l e
h p f
H o d r i c k - P r e s c o t t l t e r w i t h t u n e s ( a k a L R X l t e r )
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m o j n n o n X hpf
S y n t a x
[T,C,CutOff,Lambda] = hpf(X)
[T,C,CutOff,Lambda] = hpf(X,Range,...)
S y n t a x w i t h o u t p u t a r g u m e n t s s w a p p e d
[C,T,CutOff,Lambda] = hpf2(X)
[C,T,CutOff,Lambda] = hpf2(X,Range,...)
I n p u t a r g u m e n t s
X E s n o j l l ( l F
Range n m E h n o n n l l ( l Y Range n InfD
[startdata,Inf]D o [-Inf,enddate]Y n o ( D Inf @ F F n l l n o
n A F
O u t p u t a r g u m e n t s
T E v o E n @ n A o m o n n F
C E r E n @ l l o A o m o n n F
CutOff n m E g E o ' o Y o o E o ' o n D
o l o E o ' o F
Lambda n m E m o o n m l l Y o m n l n
o o n ’cutoff=’ n o ’lambda=’F
O p t i o n s
’cutoff=’ n m | m E g E o ' o n o @ n n o n m
n A Y o o n n ( n o ’lambda=’Y m o o n m l l
n m n o n E o ' o F
’cutoffYear=’ n m | m E g E o ' o n Y o o n n (
n o ’lambda=’Y m o o n m l l n m n o n E o '
o F
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m o j n n o n X hpf
’gamma=’ n m | | I E o o n o n o n o m
o o n Y o n l m k n o o o n o m k n l E o E n o o m E
n Y o m o n o l m l o F
’infoSet=’ 1 | 2 E s n o m o n m o n n ( l X 1 n o n E ( l D 2 n
o E ( l F
’lambda=’ n m | 1 freqˆ2 E m o o n m Y n o ( o
o j n m n n F
’level=’ E m n n o n o n l l o n F
’change=’ E m n n o n o n n n n F
’log=’ true | false E v o m o ( l n D E l o m F
D e s c r i p t i o n
T h e u n d e r l y i n g o p t i m i s a t i o n p r o b l e m
n o n hpf o l o n n o m o n o l m o l l o n v n n
m i n
y
t
; !
t
;
t
P
@ ¡ " y
t
¡ " y
t 1
A
2
C
P
t
@ " y
t
y
t
A
2
| { z }
P l a i n H P w i t h t i m e - v a r y i n g s i g n a l - t o - n o i s e r a t i o
C ¡ ¡ ¡
¡ ¡ ¡ C
P
u
t
@ " y
t
a
t
A
2
| { z }
S o f t l e v e l t u n e s
C
P
v
t
@ ¡ " y
t
b
t
A
2
| { z }
S o f t g r o w t h t u n e s
C
P
!
t
@ " y
t
c
t
A
| { z }
H a r d l e v e l t u n e s
C
P
t
@ ¡ " y
t
d
t
A
| { z }
H a r d g r o w t h t u n e s
;
¡ ( E ' n o o Y
@ l A m o o n m Y
y
t
E l o o n Y
" y
t
( n Y
t
E l o m o n l E o E n o o o m @ l
n
t
a I A D n n o o n ’gamma=’Y
a
t
n u
t
o n o n l l o n n o o
l l n D l D n o o m l n m n o o n ’level=’Y
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m o j n n o n X hpf
b
t
n v
t
o n o n n n l l o n n o
o o n D l D n o o m l n m n o o n
’growth=’Y
c
t
n o n l l o n D n l n m n o o n
’level=’Y
d
t
n o n n n l l o n D n l n m n
o o n ’growth=’Y
!
t
l n m l l o n l l n @ n o o m o
o m o n o l m D n o n A Y
t
l n m l l o n o n @ n o o m
o o m o n o l m D n o n A F
i o m m o n n o v n n o o o o n
k m ( n @ o o n o n A F o n o m n n n m o n
n n o n n o hpfD n l n o E o E m l n @ l o A F
H o w t o e n t e r t h e t u n e s
n n o n o n l l o n n m o
o o n ’level=’F
n n o n o n n n n n m o
o o n ’change=’F
s n o j n o ’level=’ n G o ’change=’D o n o m n n
n m o n o n F s n l o D o n o o l o n l
n o o n l o n F o n n k o n l o o n
n ( n l l F
e n ( l n l n m @ F F n m z o o m l A F
e o n m n o m l n m o l ( n l D
n m n ( n o D F F I = v
t
o I = u
t
D o n n n
o F x o o o n ( n D m n o m z o n
n o m n F
O u t - o f - s a m p l e t u n e s
n n m o l o o ( o o n o n D o
l o o n F s n o o D m n
’level=’ n G o
’growth=’ n m o
n n @ A n ( l n F
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m o j n n o n X interp
D e f a u l t s m o o t h i n g p a r a m e t e r s
s o n o m o o n m n ’lambda=’ o o n D l l
F l l o n o m m o n n n l l n
n o n m a I H H
¡
f
2
D f n @ l a I D l E l a P D
l a R D E m o n l a T D m o n l a I P A F o l l o n l l X
I H H o l m @ E o ' o o I W F U W A Y
R H H o l E l m @ E o ' o o I R F H P A Y
I D T H H o l m @ E o ' o o W F W P A Y
Q D T H H o E m o n l m @ E o ' o o V F I I A Y
I R D R H H o m o n l m @ E o ' o o S F U Q A F
x o n o l l o n m n o l n X o
o m D o m l o o n l m a F
E x a m p l e
h p f 2
S w a p o u t p u t a r g u m e n t s o f t h e H o d r i c k - P r e s c o t t l t e r w i t h t u n e s
l o n tseries/hpf P 3 0 8
F
i n t e r p
I n t e r p o l a t e m i s s i n g o b s e r v a t i o n s
S y n t a x
X = interp(X,RANGE,...)
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m o j n n o n X length
I n p u t a r g u m e n t s
X E s n m F
RANGE E h n o n n m n D F F x x D o o n l l n o l F
O u t p u t a r g u m e n t s
x E o j m n o o n n o l F
O p t i o n s
’method=’ | ’cubic’ E e n l m o l E n interp1 n o n F
D e s c r i p t i o n
E x a m p l e
l e n g t h
L e n g t h o f t s e r i e s o b j e c t
S y n t a x
n = length(x)
I n p u t a r g u m e n t s
x o j F
O u t p u t a r g u m e n t s
n n m E x m o o o m ( o l l l o o n n n
o j F
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m o j n n o n X llf
D e s c r i p t i o n
E x a m p l e
l l f
L o c a l l e v e l l t e r ( a k a r a n d o m w a l k p l u s w h i t e n o i s e ) w i t h t u n e s
S y n t a x
[T,C,CutOff,Lambda] = llf(X)
[T,C,CutOff,Lambda] = llf(X,Range,...)
S y n t a x w i t h o u t p u t a r g u m e n t s s w a p p e d
[C,T,CutOff,Lambda] = llf2(X)
[C,T,CutOff,Lambda] = llf2(X,Range,...)
I n p u t a r g u m e n t s
X E s n o j l l ( l F
Range n m E h n o n n l l ( l Y Range n InfD
[startdata,Inf]D o [-Inf,enddate]Y n o ( D Inf @ F F n l l n o
n A F
O u t p u t a r g u m e n t s
T E v o E n @ n A o m o n n F
C E r E n @ l l o A o m o n n F
CutOff n m E g E o ' o Y o o E o ' o n D
o l o E o ' o F
Lambda n m E m o o n m l l Y o m n l n
o o n ’cutoff=’ n o ’lambda=’F
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m o j n n o n X llf
O p t i o n s
’cutoff=’ n m | m E g E o ' o n o @ n n o n m
n A Y o o n n ( n o ’lambda=’Y m o o n m l l
n m n o n E o ' o F
’cutoffYear=’ n m | m E g E o ' o n Y o o n n (
n o ’lambda=’Y m o o n m l l n m n o n E o '
o F
’gamma=’ n m | | I E o o n o n o n o m
o o n Y o n l m k n o o o n o m k n l E o E n o o m E
n Y o m o n o l m l o F
’drift=’ n m | | E h m n n n F
’infoSet=’ 1 | 2 E s n o m o n m o n n ( l X 1 n o n E ( l D 2 n
o E ( l F
’lambda=’ n m | 1 freq E m o o n m Y n o ( o
o j n m n n F
’level=’ E m o n n o n l l o n F
’change=’ E m o n n o n n n n F
’log=’ true | false E v o m o ( l n D E l o m F
D e s c r i p t i o n
T h e u n d e r l y i n g o p t i m i s a t i o n p r o b l e m
n o n llf o l o n n o m o n o l m o l l o n v n n
m i n
y
t
; !
t
;
t
P
@ ¡ " y
t
t
A
2
C
P
t
@ " y
t
y
t
A
2
| { z }
P l a i n l o c a l l e v e l l t e r w i t h t i m e - v a r y i n g s i g n a l - t o - n o i s e r a t i o
C ¡ ¡ ¡
¡ ¡ ¡ C
P
u
t
@ " y
t
a
t
A
2
| { z }
S o f t l e v e l t u n e s
C
P
v
t
@ ¡ " y
t
b
t
A
2
| { z }
S o f t g r o w t h t u n e s
C
P
!
t
@ " y
t
c
t
A
| { z }
H a r d l e v e l t u n e s
C
P
t
@ ¡ " y
t
d
t
A
| { z }
H a r d g r o w t h t u n e s
;
¡ ( E ' n o o Y
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m o j n n o n X llf
@ l A m o o n m Y
y
t
E l o o n Y
" y
t
( n Y
t
E l D o n n o m E n D n n o o n ’drift=’Y
t
E l o m o n l E o E n o o o m @ l
n
t
a I A D n n o o n ’gamma=’Y
a
t
n u
t
o n o n l l o n n o o
l l n D l D n o o m l n m n o o n ’level=’Y
b
t
n v
t
o n o n n n l l o n n o
o o n D l D n o o m l n m n o o n
’growth=’Y
c
t
n o n l l o n D n l n m n o o n
’level=’Y
d
t
n o n n n l l o n D n l n m n
o o n ’growth=’Y
!
t
l n m l l o n l l n @ n o o m o
o m o n o l m D n o n A Y
t
l n m l l o n o n @ n o o m
o o m o n o l m D n o n A F
i o m m o n n o v n n o o o o n
k m ( n @ o o n o n A F o n o m n n n m o n
n n o n n o llfD n l n o E o E m l n @ l o A F
H o w t o e n t e r t h e t u n e s
o n n o n l l o n n m o o o n
’level=’F
o n n o n n n n n m o
o o n ’change=’F
s n o j n o ’level=’ n G o ’change=’D o n o m n n
n m o n o n F s n l o D o n o o l o n l
n o o n l o n F o n n k o n l o o n
n ( n l l F
e n ( l n l n m @ F F n m z o o m l A F
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m o j n n o n X moving
e o n m n o m l n m o l ( n l D
n m n ( n o D F F I = v
t
o I = u
t
D o n n n
o F x o o o n ( n D m n o m z o n
n o m n F
O u t - o f - s a m p l e t u n e s
n n m o l o o ( o o n o n D o
l o o n F s n o o D m n ’level=’ n G o ’growth=’ n m o
n n @ A n ( l n F
D e f a u l t s m o o t h i n g p a r a m e t e r s
s o n o m o o n m n ’lambda=’ o o n D l l
F l l o n o m m o n n n l l n
n o n m \lambda = 1 \cdot fD f n @ l a I D
l E l a P D l a R D E m o n l a T D m o n l a I P A F o l l o n l l X
I H o l m @ E o ' o o I W F U W A Y
P H o l E l m @ E o ' o o I R F H P A Y
R H o l m @ E o ' o o W F W P A Y
T H o E m o n l m @ E o ' o o V F I I A Y
I P H o m o n l m @ E o ' o o S F U Q A F
x o n o l l o n m n o l n X o
o m D o m l o o n l m a F
E x a m p l e
l l f 2
S w a p o u t p u t a r g u m e n t s o f t h e l o c a l l i n e a r t r e n d l t e r w i t h t u n e s
l o n tseries/llf P 3 1 4
F
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m o j n n o n X ndims
m o v i n g
A p p l y f u n c t i o n t o m o v i n g w i n d o w o f o b s e r v a t i o n s
S y n t a x
X = moving(X)
X = moving(X,Range,...)
I n p u t a r g u m e n t s
X E o j o n o o o n n o n l l l F
Range n m | s n E n o n m o n n o n l l l Y Inf m n
n n o n m ( n F
O u t p u t a r g u m e n t s
X E y m F
O p t i o n s
’function=’ n o n n l | @mean E p n o n o l o m o n n o o
o o n F
’window=’ n m | Inf E n o o o o n H m n n D E I
m n o n o l D F s n m n l n o o n @ n l n n o n A
D n n o n F
D e s c r i p t i o n
E x a m p l e
n d i m s
N u m b e r o f d i m e n s i o n s i n t s e r i e s o b j e c t d a t a
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m o j n n o n X normalise
S y n t a x
N = ndims(X)
I n p u t a r g u m e n t s
X E s n o j F
O u t p u t a r g u m e n t s
N n m E x m o m n o n n n o j F
D e s c r i p t i o n
E x a m p l e
n o r m a l i s e
N o r m a l i s e ( o r r e b a s e ) d a t a t o p a r t i c u l a r d a t e
S y n t a x
x = normalise(x)x = normalise(x,normdate,...)
I n p u t a r g u m e n t s
x E s n o j l l n o m l F
normdate n m | 9 | n 9 | n n 9 | n n n 9 E h l o n
l l n o m l Y n o ( D n n 9 @ ( o l l o l m n
n o o n A l l F
O u t p u t a r g u m e n t s
x E x o m l o j F
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m o j n n o n X pct
O p t i o n s
’mode=’ 9 | m l 9 E e o m l l n o m l o n F h o n a a a a a a a a a a a a
E x a m p l e
p c t
P e r c e n t r a t e o f c h a n g e
S y n t a x
X = pct(X)
X = pct(X,K,...)
I n p u t a r g u m e n t s
X E s n o j F
K n m E m o o n l l o m D F F n m
n C k Y n o ( K l l o -1F
O u t p u t a r g u m e n t s
X E n o n n n F
O p t i o n s
’outputFreq=’ 1 | 2 | 4 | 6 | 12 | Inf E g o n o n o
n Y Inf m n l n o n n o o n o n F
D e s c r i p t i o n
E x a m p l e
s n m l D x m o n l m F o l l o n o m m n o m n n l
o n n m o n n E I X
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m o j n n o n X plot
pct(x,-1,’outputfreq=’,1)
l o l l o n l n o m n n l o n n m o n n E Q X
pct(x,-3,’outputFreq=’,1)
p e r m u t e
P e r m u t e d i m e n s i o n s o f a t s e r i e s o b j e c t
S y n t a x
X = permute(X,Order)
I n p u t a r g u m e n t s
X E o j o m n o n D ( @ m A m n o n D l l
n n o ( o orderF
Order n m E x o o m n o n Y m m n o n n n o m D
order(1) m l 1F
O u t p u t a r g u m e n t s
X E y o j m n o n m F
D e s c r i p t i o n
E x a m p l e
p l o t
L i n e g r a p h f o r t s e r i e s o b j e c t s
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m o j n n o n X plotcmp
S y n t a x
[h,range] = plot(x,...)
[h,range] = plot(range,x,...)
[h,range] = plot(a,range,x,...)
I n p u t a r g u m e n t s
a n m E r n l o n l l l o Y n o ( D n
l l F
range n m E h n Y n o ( n n o n o j l l
l o F
x E s n o j o o l m n l l l o l n F
O u t p u t a r g u m e n t s
h n m E r n l o l n l o F
range n m E e l l l o n F
O p t i o n s
’dateFormat=’ | @ l o o m 9 A E h o m o k m k o n
E F
’datePosition=’ n 9 | n 9 | 9 E o o n o o n n n o
n F
’datetick=’ n m | Inf E o o l o n k m k o n E Y s n m n
l l o m l l F
’tight=’ true | false E w k E F
l o n l E n plot n o n o o o o n l l F
D e s c r i p t i o n
E x a m p l e
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m o j n n o n X plotcmp
p l o t c m p
C o m p a r i s o n g r a p h f o r t w o t i m e s e r i e s
S y n t a x
[Ax,Lhs,Rhs] = plotcmp(X,...)
[Ax,Lhs,Rhs] = plotcmp(Range,X,...)
I n p u t a r g u m e n t s
Range n m E h n Y n o ( n n o n o j l l
l o F
X E o j o o m o o l m n Y ' n @ n o n n
( o l m n @ o n o l n o m n o n o o l m n ( o o o n
’compare=’A l l l n r o F
O u t p u t a r g u m e n t s
Ax n m E r n l o v r n r F
Lhs n m E r n l o o o n l l n F
Rhs n m E r n l o o ' n F
O p t i o n s
’compare=’ n m | [-1;1] E v n o m n o n o o o n l l l o
n r Y [-1;1] means a difference between the second series and the first
series, { X D P } E { X D I } F
’cmpColor=’ n m | [1,.75,.75] E g o l o l l o l o o
' n @ o m o n A F
’cmpPlotFunc=’ @area | @bar E p n o n l l o l o ' n @ o m E
o n A o n r F
l o n
tseries/plotyyP 3 2 5
o o o o n l l F
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m o j n n o n X plotpred
D e s c r i p t i o n
E x a m p l e
p l o t p r e d
P l o t K a l m a n l t e r p r e d i c t i o n s
S y n t a x
[H1,H2,H3] = plotpred(X,Y,...)
[H1,H2,H3] = plotpred(Ax,X,Y,...)
[H1,H2,H3] = plotpred(Ax,Range,X,Y,...)
I n p u t a r g u m e n t s
X E s n m o o n F
Y E s n o n l l n u l m n ( l n n ’ahead=’
o o n F
Ax n m E r n l o o j n l l l o F
Range n m | s n E h n o n n l l l o F
O u t p u t a r g u m e n t s
H1 n m E r n l o l n o j o n m o o n @ ( o l m n D
XD n n A F
H2 n m E r n l o l n o j o n u l m n ( l o n @ o n n
o l m n D YD n n A F
H3 n m E r n l o o n E o n l n o j l n m k o l n F
O p t i o n s
’connect=’ true | false E g o n n o n l n D YD o o n n o E
o n n XF
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m o j n n o n X plotyy
’firstMarker=’ ’none’ | E o m k l o o n
l n F
’showNaNLines=’ true | false E o o m o l n o n o n x x
@ m n o o n A F
l o n plot P 3 2 1
n o n l E n n o n plot o o o n l l F
D e s c r i p t i o n
E x a m p l e
p l o t y y
L i n e p l o t f u n c t i o n w i t h L H S a n d R H S a x e s f o r t i m e s e r i e s
S y n t a x
[Ax,Lhs,Rhs,Range] = plotyy(X,Y,...)
[Ax,Lhs,Rhs,Range] = plotyy(Range,X,Y,...)
I n p u t a r g u m e n t s
Range n m E h n Y n o ( n n o n o j l l
l o F
X E s n o j o o l m n l l l o n l l l o n v r F
Y E s n o j o o l m n l l l o n l l l o n r F
O u t p u t a r g u m e n t s
Ax n m E r n l o v r n r F
Lhs n m E r n l o l o o n v r F
Rhs n m E r n l o l o o n r F
Range n m E e l l l o n F
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m o j n n o n X redate
O p t i o n s
’conincident=’ true | false E w k v r n r E o n n F
’dateFormat=’ | @ l o o m 9 A E h o m o k m k o n
E F
’dateTick=’ n m | Inf E o o l o n k m k o n E Y s n m n
l l o m l l F
’freqLetters=’ | r f w 9 E p l o n ( n @ l D
l E l D l D E m o n l D n m o n l A F
’lhsPlotFunc=’ d | d | d l o | d m E p n o n l l o l o v r
F
’lhsTight=’ true | false E w k v r E F
’rhsPlotFunc=’ d | d | d l o | d m E p n o n l l o l o
r F
’rhsTight=’ true | false E w k r E F
D e s c r i p t i o n
E x a m p l e
r e d a t e
C h a n g e t i m e d i m e n s i o n o f a t s e r i e s o b j e c t
S y n t a x
X = redate(X,oldDate,newDate)
I n p u t a r g u m e n t s
X E s n o j F
OldDate n m E f l l o n o n F
NewDate n m E e n o oldDate l l n Y NewDate
n n o m n OldDateF
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m o j n n o n X regress
O u t p u t a r g u m e n t s
X E y o j n l n o j D
m m n o n n F
D e s c r i p t i o n
E x a m p l e
r e g r e s s
O r d i n a r y o r w e i g h t e d l e a s t - s q u a r e r e g r e s s i o n
S y n t a x
[B,BStd,E,EStd,YFit,Range,BCov] = regress(Y,X)
[B,BStd,E,EStd,YFit,Range,BCov] = regress(Y,X,Range,...)
I n p u t a r g u m e n t s
Y E o j n n n @ v r A l F
X E o j o @ r A l F
Range n m E h n o n o n l l n Y n o ( D n
n l l l l F
O u t p u t a r g u m e n t s
B n m E o o m o n o 0 n F
BStd n m E o o o o m F
E E o j o n l F
EStd n m E i m o o n o o n l F
YFit E o j ( v r l F
Range n m E l l n F
bBCov n m E g o n m o o 0 n m F
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m o j n n o n X reshape
O p t i o n s
’constant=’ true | false E s n l o n n o n o n Y o n n
l l l l n m o o F
’weighting=’ | m E o j o n o o n n
n l o F
D e s c r i p t i o n
n o n l l l E n lscov n o n F
E x a m p l e
r e s h a p e
R e s h a p e s i z e o f t i m e s e r i e s i n 2 n d a n d h i g h e r d i m e n s i o n s
S y n t a x
x = reshape(x,newsize)
I n p u t a r g u m e n t s
x E o j o l l n P n n G o m n o n F
newsize n m E x z o o j Y ( m n o n @ m A m
F
O u t p u t a r g u m e n t s
x E o j F
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m o j n n o n X rmse
D e s c r i p t i o n
E x a m p l e
}
r e s i z e
C l i p t s e r i e s o b j e c t d o w n t o a s p e c i e d d a t e r a n g e
S y n t a x
X = resize(X,Range)
I n p u t a r g u m e n t s
X E s n o j o n l l l o n F
Range n m E x n o n o j l l z Y n
n ( [startDate,endDate] o -Inf n Inf n o
F
O u t p u t a r g u m e n t s
X E y o j n l o n o RangeF
D e s c r i p t i o n
E x a m p l e
r m s e
C o m p u t e R M S E f o r g i v e n o b s e r v a t i o n s a n d p r e d i c t i o n s
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m o j n n o n X round
S y n t a x
[Rmse,Pe] = rmse(Obs,Pred)
[Rmse,Pe] = rmse(Obs,Pred,Range,...)
I n p u t a r g u m e n t s
Obs E s n o o n F
Pred E s n o n @ ' n o n o z o n n o l m n A Y
Pred l l o o m o u l m n ( l D model/filter P 9 3
o VAR/filter P 2 0 7
D
l l o o n ’ahead=’F
Range n m | Inf E h n o n w i l l l Y Inf m n
n o l n l l F
O u t p u t a r g u m e n t s
Rmse n m E x m w i o o l m n o PredF
Pe E o n o D F F ' n Obs - Pred l n RangeF
D e s c r i p t i o n
E x a m p l e
r o u n d
R o u n d t s e r i e s d a t a t o s p e c i e d n u m b e r o f d e c i m a l s
S y n t a x
X = round(X)
X = round(X,Dec)
Q Q H
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m o j n n o n X scatter
I n p u t a r g u m e n t s
X E o j o l l o n F
Dec n m E x m o m l o l l o n Y n o ( D
o n o n n F
O u t p u t a r g u m e n t s
X E o n o j F
D e s c r i p t i o n
n m o m l D o l l o n D n o D z o D o n F
E x a m p l e
s c a t t e r
S c a t t e r g r a p h f o r t s e r i e s o b j e c t s
S y n t a x
[H,Range] = scatter([X,Y],...)
[H,Range] = scatter(Range,[X,Y],...)
[H,Range] = scatter(Ax,Range,[X,Y],...)
I n p u t a r g u m e n t s
ax n m E r n l o n l l l o Y n o ( D n
l l F
Range n m E h n Y n o ( n n o n o j l l
l o F
XD Y E o l o j l o o n E n E D l F
Q Q I
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m o j n n o n X single
O u t p u t a r g u m e n t s
H n m E r n l o l n l o F
Range n m E e l l l o n F
O p t i o n s
’dateformat=’ | @ l o o m 9 A E h o m o k m k o n
E F
’datetick=’ n m | Inf E o o l o n k m k o n E Y s n m n
l l o m l l F
l o n l E n plot n o n o o o o n l l F
D e s c r i p t i o n
E x a m p l e
s i n g l e
R e t u r n t s e r i e s o b s e r v a t i o n s a s s i n g l e - p r e c i s i o n n u m e r i c a r r a y
S y n t a x
y = single(x)
I n p u t a r g u m e n t s
x E o j o o o n l l n n l E o n n m
F
O u t p u t a r g u m e n t s
y n m E n l E o n n m n o o n n o l m n F
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m o j n n o n X size
D e s c r i p t i o n
E x a m p l e
s i n g l e d a t a
C o n v e r t t s e r i e s o b s e r v a t i o n s t o s i n g l e p r e c i s i o n
S y n t a x
x = singledata(x)
I n p u t a r g u m e n t s
x E o j o o o n l l o n o n l o n F
O u t p u t a r g u m e n t s
y n m E o j n l E o n o o n F
D e s c r i p t i o n
E x a m p l e
s i z e
S i z e o f t s e r i e s o b j e c t d a t a
S y n t a x
S = size(X)
[S1,S2,...,Sn] = size(X)
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m o j n n o n X sort
I n p u t a r g u m e n t s
X E o j o z l l n F
O u t p u t a r g u m e n t s
S n m E o o z o o j n m n o n D S = [S1,S2,...,Sn]F
S1D S2D F F F D Sn n m E z o o j n m n o n F
D e s c r i p t i o n
E x a m p l e
s o r t
S o r t t s e r i e s c o l u m n s b y s p e c i e d c r i t e r i o n
S y n t a x
[Y,INDEX] = sort(X,CRIT)
I n p u t a r g u m e n t s
X E s n o j o o l m n l l o n o m n
o n critF
CRIT m 9 | m 9 | m 9 | m 9 | m n 9 | m n 9 E g o n o o
n o j o l m n F
O u t p u t a r g u m e n t s
Y E y o j o l m n o n o m n n
o n D CRITF
INDEX n m E o o n D y = x{:,index}F
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m o j n n o n X spy
D e s c r i p t i o n
E x a m p l e
s p y
V i s u a l i s e t s e r i e s o b s e r v a t i o n s t h a t p a s s a t e s t
S y n t a x
[AA,LL] = spy(X,...)
[AA,LL] = spy(RANGE,X,...)
I n p u t a r g u m e n t s
X E s n o j o n o n E x x o o n l l l o m k F
RANGE E h n o n o o n l l l Y n o
( n l l n l l F
O u t p u t a r g u m e n t s
AA E r n l o F
LL E r n l o m k l o F
O p t i o n s
’dateformat=’ | @ l o o m 9 A E h o m o k m k o n
E F
’datetick=’ n m | Inf E o o l o n k m k o n E Y s n m n
l l o m l l F
’names=’ l l E x m l l o n n o n l o l m n o n
o j F
’test=’ n o n n l | d @ A ~ n n @ A E l o o o n Y o n l
l n n l l l F
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m o j n n o n X stdise
D e s c r i p t i o n
E x a m p l e
s t a r t d a t e
D a t e o f t h e r s t a v a i l a b l e o b s e r v a t i o n i n a t s e r i e s o b j e c t
S y n t a x
d = startdate(x)
I n p u t a r g u m e n t s
x E o j F
O u t p u t a r g u m e n t s
d n m E s s l n m n n o ( o o n l l
n n F
D e s c r i p t i o n
startdate n o n l n o l l n
get(x,’startDate’)
E x a m p l e
s t d i s e
S t a n d a r d i s e t s e r i e s d a t a b y s u b t r a c t i n g m e a n a n d d i v i d i n g b y s t d d e v i a t i o n
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m o j n n o n X stem
S y n t a x
[X,M,S] = stdise(X)
[X,M,S] = stdise(X,Flag)
I n p u t a r g u m e n t s
X E s n o j o l l n o m l F
Flag H | I E flag== n o m l x E I D flag==1 n o m l ND N m l
l n F
O u t p u t a r g u m e n t s
X E y o j n F
XMeam n m E i m m n o m n o o n F
XStd n m E i m o n n o o n n
F
D e s c r i p t i o n
E x a m p l e
s t e m
P l o t t s e r i e s a s d i s c r e t e s e q u e n c e d a t a
S y n t a x
[h,range] = stem(x,...)
[h,range] = stem(range,x,...)
[h,range] = stem(a,range,x,...)
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m o j n n o n X subsasgn
I n p u t a r g u m e n t s
a n m E r n l o n l l l o Y n o ( D n
l l F
range n m E h n Y n o ( n n o n o j l l
l o F
x E s n o j o o l m n l l l o m F
O u t p u t a r g u m e n t s
h n m E o o n l o m l o F
range n m E e l l l o n F
O p t i o n s
’dateformat=’ | @ l o o m 9 A E h o m o k m k o n
E F
’datetick=’ n m | Inf E o o l o n k m k o n E Y s n m n
l l o m l l F
’tight=’ true | false E w k E F
l o n l E n stem n o n o o o o n l l F
D e s c r i p t i o n
E x a m p l e
s u b s a s g n
S u b s c r i p t e d a s s i g n m e n t f o r t s e r i e s o b j e c t s
S y n t a x
x(dates) = values;
x(dates,i,j,k,...) = values;
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m o j n n o n X subsref
I n p u t a r g u m e n t s
x E o j l l n n o o n F
dates n m E h o n o o n l l n F
iD jD kD F F F n m E n o P n n m n o n o o j F
values n m E x o o n l l n ( F
O u t p u t a r g u m e n t s
x E o j n l n o o n F
D e s c r i p t i o n
E x a m p l e
s u b s r e f
S u b s c r i p t e d r e f e r e n c e f u n c t i o n f o r t s e r i e s o b j e c t s
S y n t a x r e t u r n i n g n u m e r i c a r r a y
... = X(Dates)
... = X(Dates,...)
S y n t a x r e t u r n i n g t s e r i e s o b j e c t
... = X{Dates}
... = X{Dates,...}
I n p u t a r g u m e n t s
X E o j F
Dates n m E h o m o o n l l n D
n m o n o o j F
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m o j n n o n X trend
D e s c r i p t i o n
E x a m p l e
t r e n d
E s t i m a t e a t i m e t r e n d
S y n t a x
X = trend(X,range)
I n p u t a r g u m e n t s
X E s n m F
Range E n o n l l o m F
O u t p u t a r g u m e n t s
X E y n m F
O p t i o n s
’break=’ n m | m E o o k n o n n m n
l o F
’connect=’ true | false E g l l n o n n n ( n l o E
o n F
’diff=’ true | false E i m n o n ' n F
’log=’ true | false E v o m n D E l o m o F
’season=’ true | false | 2 | 4 | 6 | 12 E s n l m n o n l o n n F
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m o j n n o n X windex
D e s c r i p t i o n
E x a m p l e
t s e r i e s
C r e a t e n e w t i m e s e r i e s ( t s e r i e s ) o b j e c t
S y n t a x
X = tseries()
X = tseries(DATES,VALUES)
X = tseries(DATES,VALUES,COMMENTS)
I n p u t a r g u m e n t s
DATES n m E h o o o n l l l Y dates o n o o
o n n n o F s dates l n values m l l o D n n
dates n o m F
VALUES n m | n o n n l E x m l l @ o o n A n o l m n D
o n o n l l o n x E E I o l D x n m o
datesF
COMMENTS | l l E g o m m n o o m m n o o l m n o o o n F
O u t p u t a r g u m e n t s
X E x o j F
D e s c r i p t i o n
E x a m p l e
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m o j n n o n X wmean
w i n d e x
S i m p l e w e i g h t e d o r D i v i s i a i n d e x
S y n t a x
Y = windex(X,W,Range)
I n p u t a r g u m e n t s
X E s n m F
W | n m E p o m E n o n n m F
Range n m E n o n h n o m F
O u t p u t a r g u m e n t s
Y E n o n XF
O p t i o n s
’method=’ 9 | m l 9 E n m o F
’log=’ true | false E v o m n o o m n n D l o E
m o F
D e s c r i p t i o n
E x a m p l e
w m e a n
W e i g h t e d a v e r a g e o f t i m e s e r i e s o b s e r v a t i o n s
S y n t a x
Y = wmean(X,RANGE,BETA)
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m o j n n o n X x12
I n p u t a r g u m e n t s
X E s n o j o l l o l m n o l m n F
RANGE n m E h n o n l l o m F
BETA n m E h o n o Y l o o n o o I D x E m n E I
o o n o BETAD x E m n E P n o BETAˆ2D n o o n F
O u t p u t a r g u m e n t s
Y n m E e o n l o l m n Y z o Y n l
o o o n o j n P n n m n o n F
D e s c r i p t i o n
E x a m p l e
x 1 2
A c c e s s t o X 1 2 s e a s o n a l a d j u s t m e n t p r o g r a m
S y n t a x w i t h a s i n g l e t y p e o f o u t p u t r e q u e s t e d
[Y,OutpFile,ErrFile,Model,X] = x12(X)
[Y,OutpFile,ErrFile,Model,X] = x12(X,Range,...)
S y n t a x w i t h m u t l i p l e t y p e s o f o u t p u t r e q u e s t e d
[Y1,Y2,...,OutpFile,ErrFile,Model,X] = x12(X,Range,...)
o o n ’output=’ o o o l l o m I P F
I n p u t a r g u m e n t s
X E s n l l o n l l j o ( l g n I P e m F
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m o j n n o n X x12
Range n m E h n o n I P l l n Y n o ( o s n n
l l n l l F
O u t p u t a r g u m e n t s
YD Y1D Y2D F F F E o D l o n l o n o o
n D o n l l j Y o o n ’output=’F
OutpFile l l E g o n n o o l o ( l o I P Y l l o n n
l o ( l o o n o o F
ErrFile l l E g o n n o o ( l o I P Y l l o n n o
( l o o n o o F
Model E m o l ( o n n m m o o
e s w e m o l ( Y Model m z o X P n n m n o n F
X E y n l n o n G o k n o o n
’forecast=’ n G o ’backcast=’ F
O p t i o n s
’backcast=’ n m | E n k o n ( e s w e m o l o
n m o o k o m o o n o n l j m n Y l o n x11 n
I P E e s w e m n l F k n l n o m n XF
’cleanup=’ true | false E h l m o I P ( l n o n Y m o ( l
n m iris_x12a.*F
’log=’ true | false E v o m n o D n E l o m o
k D n n n x12F
’forecast=’ n m | E n o o n ( e s w e m o l o
n m o o o m o o n o n l j m n Y l o n x11 n
I P E e s w e m n l F o n l n o m n XF
’display=’ true | false E h l I P o m n o m m n n o Y l
m l l n ( l F
’dummy=’ | m E h m m l o l @ n o m l
o j A n I P E e s w e o n Y m m l n l o n l l o
o n k o m F
’dummyType=’ ’ao’ | ’holiday’ | ’td’ E o m m Y I P E e s w e o m n E
o n F
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m o j n n o n X x12
’mode=’ ’auto’ | ’add’ | ’logadd’ | ’mult’ | ’pseudoadd’ | ’sign’ E o n l j m n
m o @ l o n x11 n I P E e s w e m n l A Y ’auto’ m n
o n l o o o n l n n m l l j n ’mult’ @ m l l A m o D
l o m n o n n n m n ’add’ @ A m o F
’maxIter=’ n m | 15 E w m m n m o o n o I P m o n o E
F l o n estimation n I P E e s w e m n l F
’maxOrder=’ n m | [2,1] E e I E E P o m m m o o l e w e
m o l @ n 1D 2D 3D o 4A n m m m o o o n l e w e m o l @ n 1 o
2A F l o n automdl n I P E e s w e m n l F
m n a 9 true | false E e l l o o n E m l m n o o n D n ( l l n l
n m e s w e o Y falseD o n l j m n l l n o n
n n n l l o n F
’output=’ | l l | ’SA’ E v o o Y l l o o m m E
l n o m n
’IR’ o l o m o n n D
’SA’ o ( n l o n l l
j D ’SF’ o o n l o D ’TC’ o n E l D n ’MV’ o o n l
m n o o n l e s w e m F l o l o n x11
n I P E e s w e m n l F
’saveAs=’ | m E x m @ o o l A n I P E e s w e o ( l
l l F
’specFile=’ | ’default’ E x m o I P E e s w e ( l Y ’default’ s s
l ( l l l D o n F
’tdays=’ true | false E g o o n m o n F l o n
x11regression n I P E e s w e m n l F
’tolerance=’ n m | 1e-5 E g o n n o l n o I P m o n o F
l o n estimation n I P E e s w e m n l F
D e s c r i p t i o n
M i s s i n g o b s e r v a t i o n s
s o k ’missing=’ false @ l o k o m l A D x12 l l n o n o n
n E m l m n o o n D n n n l l o n F
s o ’missing=’ trueD o l l o o n E m l m n o o n F I P E e s w e o E
m n l m n o o n ( l l n n l m e s w e o F
o n m n l ( l l n n l n MV n o o n ’output=’F
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m o j n n o n X x12
S p e c l e
l I P E e s w e ( l +thirdparty/x12/default.spcF o n o o n
( l o n l o o n n o l l o s s n F o n o l l o n
E ( n l o l l n s s ( l l n o m o n o m o n n @ k o l
( l A X
$series_data$ l o l m n o o n o o n Y
$series_freq$ l n m n n n X R o E
l D o I P o m o n l @ o n n l n o o I P E e s w e A Y
$series_startyear$ l o n Y
$series_startper$ l o m o n o n Y
$transform_function$ l log o none n n o n m o l
Y
$forecast_maxlead$ l n m o e s w e o o
o n o o n l j m n F
$forecast_maxlead$ l n m o e s w e o o
o n o o n l j m n F
$tolerance$ l o n n o l n n estimation F
$maxiter$ l m m m n m o o n n estimation
F
$maxorder$ l o n m l n k X m m m o o
l e s w e D n m m m o o o n l e s w e F
$x11_mode$ l m o X ’add’ o D ’mult’ o m l l D
’pseudoadd’ o o E D o ’logadd’ o l o E Y
$x12_save$ l l o o X ’d1’ o o n l D ’d11’
o ( n l o n l l j D ’d12’ o n E l D ’d13’ o l o m o n n F
o o l o l D ’$series_data$ n $x12_output$D Y n o o n n
( l D s s o n o F
E s t i m a t e s o f A R I M A m o d e l p a r a m e t e r s
e s w e m o l ( o n D ModelD ( l X
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m o j n n o n X yearly
.spec E l l ( l l n o n o n E o n l e s w e D n
o n l l n o o n l e s w e Y o ( o n o l l o
l f o E t n k n n o o n D F F [ 1 1]F
.arE n m o n m o e o 0 n @ n o n E o n l n
o n l A F
.ma E n m o n m o w e o 0 n @ n o n E o n l n
o n l A F
E x a m p l e 1
s o o n x12 o n n n o n n m ( n D n o n o
n o o n D o n o m o n n m n @ n A F o l l o n
l l o x12 o l m X
xsa = x12(x);
xsa = x12(x,Inf);
xsa = x12(x,get(x,’range’));
E x a m p l e 2
s o o o m o o o n D o o n n o InfX
xsa = x12(x,Inf,’mode=’,’add’);
y e a r l y
D i s p l a y t s e r i e s o b j e c t o n e f u l l y e a r p e r r o w
S y n t a x
yearly(X)
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m o j n n o n X yearly
I n p u t a r g u m e n t s
X E o j l l l o n l l o o o n o F
D e s c r i p t i o n
E x a m p l e
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f m n m n
1 9 B a s i c d a t a b a s e m a n a g e m e n t
L o a d i n g a n d s a v i n g d a t a b a s e s
dbload P 3 5 8 E g l o n g ( l F
dbsave P 3 6 9
E g ( l F
xls2csvP 3 7 3
E g o n v ( l o g ( l F
G e t t i n g i n f o r m a t i o n a b o u t d a t a b a s e s
dbnamesP 3 6 4
E v o n ( l n m n G o l F
dbprintuserdata P 3 6 6 E n n m o l o n ( ( l o
F
dbrange P 3 6 7
E p n n n o m n o l o j F
dbsearchuserdataP 3 7 1
E o ( n m n o n n o
( l F
dbuserdatalov P 3 7 2
E v o l o n n ( ( l n o j F
C o n v e r t i n g d a t a b a s e s
array2db P 3 5 0
E g o n n m o F
db2array P 3 5 1
E g o n n o n m F
db2tseriesP 3 5 2
E g o m n n n o n m l o j F
B a t c h p r o c e s s i n g
dbbatchP 3 5 2
E n j o o n ( l F
dbclip P 3 5 4
E g l l l n n o n o ( n F
dbcol P 3 5 6
E ( o l m n o o l m n o m n F
dbfunP 3 5 7
E e l n o n o ( l F
dbplotP 3 6 5
E l o o m F
dbredate P 3 6 8
E l l o j n F
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f m n m n X db2array
C o m b i n i n g d a t a b a s e s
dbextend P 3 5 6
E g o m n o o n o m o o m o F
dbmerge P 3 6 2
E w o o m o F
dbminuscontrol P 3 6 2 E g m l o n E m n E o n o l F
G e t t i n g o n - l i n e h e l p o n d a t a b a s e f u n c t i o n s
help dbase
help dbase/function_name
a r r a y 2 d b
C o n v e r t n u m e r i c a r r a y t o d a t a b a s e
S y n t a x
D = array2db(X,RANGE,LIST)
I n p u t a r g u m e n t s
X n m E x m n l m o n o E F
RANGE n m E h n o o l m n n XF
LIST l l | E v o n m o m n n l o o XF
O u t p u t a r g u m e n t s
D E y F
D e s c r i p t i o n
E x a m p l e
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f m n m n X db2array
d b 2 a r r a y
C o n v e r t t s e r i e s d a t a b a s e e n t r i e s t o n u m e r i c a r r a y
S y n t a x
[X,Incl,Range] = db2array(D)
[X,Incl,Range] = db2array(D,List)
[X,Incl,Range] = db2array(D,List,Range)
I n p u t a r g u m e n t s
D E s n o j l l o n o n m F
List | l l E v o n m l l o n o n m Y n o
( D l l n o n n n D DD l l n l n o
D XF
Range n m | Inf E h n Y Inf m n n o m ( n o n E x x o E
o n o l n o n E x x o o n F
O u t p u t a r g u m e n t s
X n m E x m o o n o m n l o j n o l m n F
Incl l l E v o n m n l l o n n F
Range n m E h n l l Y o m n l n n
m n Range m n o InfF
D e s c r i p t i o n
o D XD l x E E x v E E x e l D x l n o Range @
n m o o A D x v n m o n l n ListD n x e l m m m
n m o o l m n n o n l n List F
e l l m o n o n m n o n @ F F m o n o n o l m n A l n
l o n Q m n o n o n l F p o n n D I H E E P E E Q l l o I H E E I E E T n
X l o o n F
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f m n m n X dbbatch
E x a m p l e
d b 2 t s e r i e s
C o m b i n e t s e r i e s d a t a b a s e e n t r i e s i n o n e m u l t i v a r i a t e t s e r i e s o b j e c t
S y n t a x
[X,INCL,RANGE] = db2tseries(D,LIST,RANGE)
I n p u t a r g u m e n t s
D E s n o j l l o m n n o n m l
o j F
LIST | l l E v o n m l l o m n F
RANGE n m | s n E h n F
O u t p u t a r g u m e n t s
X n m E g o m n m l o j F
INCL l l E v o n m n l l o n n F
RANGE n m E n l l F
d b b a t c h
R u n a b a t c h j o b t o c r e a t e n e w d a t a b a s e e l d s
S y n t a x
[D,Processed,Added] = dbbatch(D,NewName,Expr,...)
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f m n m n X dbbatch
I n p u t a r g u m e n t s
D E s n F
NewName E n l l o n m o n ( l
o n n o n Y ’$’ o o n m o n l o
( l Y ’$1’D ’$2’D F o o o k n n l o n ( n
’namefilter=’ o o n F
Expr E i o n l l l o n l o n o n n o
n n Y o n n n l ’$’D ’$1’D F
O u t p u t a r g u m e n t s
D E y F
Processed l l E v o ( l n o n ( l F
Added l l E v o n ( l l n Expr o n o o n n
( l n ProcessedF
O p t i o n s
’classFilter=’ | Inf E p o m n n D l o n l o
o j o ( l o l D n l o n Expr o n F
’fresh=’ true | false E s D o l l o n l o n n n l
n Y l o l l l o n l l l n o m n F
’nameFilter=’ | m E p o m n n D l o n l o
m l o n D n l o n Expr o n F
’nameList=’ l l | Inf E i l COMMAND o n l o n n F
’stringList=’ l l | m E i l o n Expr o n l o n Y
n o n o n o n m n n Y o o n n o m n
’nameFilter=’D ’nameList=’D n G o ’classFilter=’ o n o l o n F
D e s c r i p t i o n
n o n m l m n o n ( l D o n n n o n F s
o D o n o n D o n l o m o n m o n ( l o n n n
o n D dbfun P 3 5 7
n F
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f m n m n X dbclip
o n Expr l n l l o k D n n m o n l
n n o k D n o o n l o n ( l F
o o n n $D $1D $2D F o l o o D o o o l o n n X $.D
$.1D $.2 o o D n $:D $:1D $:2 o F
E x a m p l e 1
p o ( l @ l l m o A ( ' n D n n m n DX
X n m o o n l F
d = dbbatch(d,’D$’,’diff(d.$)’);
x o o n l l l n D o n l o n F
E x a m p l e 2
o n D o n o o n l l j l l m o n m n _uD
n o n l l j n m o F
d = dbbatch(d,’$1’,’x12(d.$)’,’nameFilter’,’(.*)u’);
o D o n o m k o n l o j l l l @ n n
n n u o n o j A
d = dbbatch(d,’$1’,’x12(d.$)’, ...
’nameFilter=’,’(.*)u’,’classFilter=’,’tseries’);
d b c l i p
C l i p a l l t s e r i e s e n t r i e s i n a d a t a b a s e d o w n t o t h e s p e c i e d d a t e r a n g e
S y n t a x
D = dbclip(D,Range)
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f m n m n X dbcol
I n p u t a r g u m e n t s
D E h o n o j F
Range n m | l l E n o l l o n o l l o j l l
l Y m l l n n ( D o ' n n G o F
O u t p u t a r g u m e n t s
D E h o j o n o rangeF
D e s c r i p t i o n
n o n l o o k l l o j n dD n l n o j n n
E D n o ' n l n o Range o o l l o n n
o
rangeF o j o m m n D n D n n F
s n o n o m n o n n D n n o n F
w l l n n ( n Range @ l l A D o ' n n G o
@ F F o n o m o o o l l o n X m o n l D E m o n l D l D l E l D l D n m E
n A F i n l l l o n m n F
E x a m p l e
d = struct();
d.x = tseries(qq(25,1):qq(21,4),@rand);
d.y = tseries(qq(25,1):qq(21,4),@rand)
d =
x: [24x1 tseries]
y: [24x1 tseries]
dbclip(d,qq(27,1):qq(27,4))
ans =
x: [4x1 tseries]
y: [4x1 tseries]
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f m n m n X dbextend
d b c o l
R e t r i e v e t h e s p e c i e d c o l u m n o r c o l u m n s f r o m d a t a b a s e e n t r i e s
S y n t a x
D = dbcol(D,K)
I n p u t a r g u m e n t s
D E s n @ o l A m l o j n n m F
K n m | l o l | n 9 E g o l m n o o l m n l l o m
o j o n m n n n D DD n n n o F
O u t p u t a r g u m e n t s
D E y o j n n m o (
o l m n F
D e s c r i p t i o n
E x a m p l e
d b e x t e n d
C o m b i n e t s e r i e s o b s e r v a t i o n s f r o m t w o o r m o r e d a t a b a s e s
S y n t a x
D = dbextend(D,D1,D2,...)
I n p u t a r g u m e n t s
D E m n F
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f m n m n X dbfun
D1D D2D F F F E h o o o n l l o n o o
o o n n o j o m n m n m F
O u t p u t a r g u m e n t s
D E y F
D e s c r i p t i o n
s m o n o o m n n o o n E E o n X ( o m n
o n D n l o m n D n o o n D n o l l o n l X
s o n o n E m o j m n o m n D o o n
l o F s o m o o o n o l o o n o m o n
F
s o m o j o m n ( F
s n o n E m o m n n m D n o n E m o n F
s o o j o m n o l o n n o n E o j D o n n
o j F
E x a m p l e
d b f u n
A p p l y a f u n c t i o n t o d a t a b a s e e l d s
S y n t a x
[D,Flag,ErrList,WarnList] = dbfun(Func,D1,...)
[D,Flag,ErrList,WarnList] = dbfun(Func,D1,D2,...)
I n p u t a r g u m e n t s
Func n o n n l | E p n o n l l l o ( l F
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f m n m n X dbload
D1 E p n F
D2D D3D F F F E o n n n @ n Func o n
m n A F
O u t p u t a r g u m e n t s
D E y o ( l l l l n Func o ( l o
n o F
Flag true | false E n o o o n l n n o n F
ErrList l l E v o ( l o n n o n o n n o F
WarnList l l E v o ( l o n n o n o n n n F
O p t i o n s
’cascade=’ true | false E g o l n n o n Func o
( l D o o F
’classList=’ l l | l l | Inf E e l Func o n l o ( l o ( l F
’fresh=’ true | false E u o ( l n o F
’nameList=’ l l | l l | Inf E e l Func o n l o ( ( l n m Y n l l
o m n o o n ’classList=’F
’onError=’ ’keep’ | ’NaN’ | ’remove’
D e s c r i p t i o n
E x a m p l e
d b l o a d
C r e a t e d a t a b a s e b y l o a d i n g C S V l e
S y n t a x
D = dbload(FName, ...)
D = dbload(D,FName, ...)
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f m n m n X dbload
I n p u t a r g u m e n t s
FName | l l E x m o s n g ( l o l l o g ( l n m
l l o m n F
D E e n n @ A o n n o m n g
( l n l l F
O u t p u t a r g u m e n t s
D E h o m n g ( l @ A F
O p t i o n s
’case=’ ’lower’ | ’upper’ | m E g n o l n m F
’commentRow=’ | l l | {’comment’,’comments’} E v l o o
l l o o j o m m n F
’convert=’ n m | l l | m E s n o n E m D n o n o n l l n o n l l
m l o Y n @ n m A o l l o n m n
n o o n n l l o n o n convertF
’dateFormat=’ | ’YYYYFP’ E p o m o n ( o l m n F
’delimiter=’ | ’,’ E h l m n n l l @ l l A n g
( l Y ' n o m o m m D l l o n o l m l l l o m m !
n o l l l o ' n o m m n F
’firstDateOnly=’ true | false E n o n l ( n D n ( l l n
m n n m n n o o n F
’freq=’ | 1 | 2 | 4 | 6 | 12 | 365 | ’daily’ | m E e n o Y m D
n l l o m l l o n F
’freqLetters=’ | ’YHQBM’ E v n n n o n o l m n F
’inputFormat=’ ’auto’ | ’csv’ | ’xls’ E p o m o n ( l Y ’auto’ m n
o m l l m n ( l n o n F
’nameRow=’ | n m | m E n n n n o o l n m D
o l n n m o l n m @ ( o n m I A F
’nameFunc=’ l l | n o n n l | m E p n o n o n o n o m
l n m F s l l o n o n n l D n o n l l l n n
o F
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f m n m n X dbload
’nan=’ | NaN E n n n m n o o n @ n n A F
’preProcess=’ n o n n l | l l | m E e l n o n D o l l o
n o n D o ( l o n F
’skipRows=’ | l l | n m | m E k o o ( l l m n
o n @ l o n A Y o D k o o o n m F
’userData=’ | Inf E p l n m n l o o m
g ( l @ A l l o n o Y ’userData’=Inf ( l n m
l l o m g ( l @ n l l n l o o n l l A F
’userDataField=’ | ’.’ E e l n n o n ( l o n l
m F s m D n o ( l l l F
’userDataFieldList=’ l l | n m | m E v o o D o o o o
n m D l l n l n m F
D e s c r i p t i o n
’freq=’ o o n n m n n n n D n s s
n o l o m n n o l @ i m l I A F
S t r u c t u r e o f C S V d a t a b a s e l e s
m n m l o g ( l l n o l n m D l n
o l m n n s s o m D n n l o l m n n m X
+---------+---------+---------+--
| | Y | P |+---------+---------+---------+--
| 21Q1 | 1 | 1 |
+---------+---------+---------+--
| 21Q2 | 2 | 2 |
+---------+---------+---------+--
| | | |
o n o m m n o @ m l o D n l l g o m m n 9
n ( l l A l l l o n n n o m m n o n l o j
n o F
+---------+---------+---------+--
| | Y | P |
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f m n m n X dbload
+---------+---------+---------+--
| Comment | Output | Prices |
+---------+---------+---------+--
| 21Q1 | 1 | 1 |
+---------+---------+---------+--
| 21Q2 | 2 | 2 |
+---------+---------+---------+--
| | | |
o n ' n l l n ( l l o n o o m m n o Y n o n o
o o n ’commentRow=’ o n l F
e l l g o o n m ( n o o n ’userdataField=’ @ o
l A l l o o o j ( l o F
+---------+---------+---------+--
| | Y | P |
+---------+---------+---------+--
| Comment | Output | Prices |
+---------+---------+---------+--
| .Source | Stat | IMFIFS |
+---------+---------+---------+--
| .Update | 17Feb11 | 1Feb11 |
+---------+---------+---------+--
| .Units | Bil USD | 21=1 |
+---------+---------+---------+--
| 21Q1 | 1 | 1 |
+---------+---------+---------+--
| 21Q2 | 2 | 2 |
+---------+---------+---------+--
| | | |
E x a m p l e 1
l m l o n ’freq=’ o o n l n
o o n n m o n D n P H H H E H I E H I D P H H H E H R E H I D P H H H E H U E H I D P H H H E I H E H I D F s n
D o n o l l o n o o n X
d = dbload(’filename.csv’,’dateFormat’,’YYYY-MM-1’,’freq’,4);
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f m n m n X dbminuscontrol
d b m e r g e
M e r g e t w o o r m o r e d a t a b a s e s
S y n t a x
D = dbmerge(D1,D2,...)
I n p u t a r g u m e n t s
D1D D2D F F F E s n o n l l o m n n o F
O u t p u t a r g u m e n t s
D E y o m n n o m l l n Y o m n
o n n m o n o n n D l o n F
D e s c r i p t i o n
E x a m p l e
d1 = struct(’a’,1,’b’,2);
d2 = struct(’a’,1,’c’,2);d = dbmerge(d1,d2)
d =
a: 1
b: 2
c: 2
d b m i n u s c o n t r o l
C r e a t e s i m u l a t i o n - m i n u s - c o n t r o l d a t a b a s e
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f m n m n X dbminuscontrol
S y n t a x
[D,C] = dbminuscontrol(M,D)
[D,C] = dbminuscontrol(M,D,C)
I n p u t a r g u m e n t s
M m o l E w o l o j o n D n C F
D E m l o n F
C E g o n o l Y n m n C n o ( D E
o m o l M o o n o l F
O u t p u t a r g u m e n t s
D E m l o n E m n E o n o l D n l l l o E l d.x/c.xD n
l l o l d.x-c.xF
C E g o n o l F
D e s c r i p t i o n
E x a m p l e
n o k m l o n n l l l l n E @ o l n E o E A
n D n n o m o n o m F
d = sstatedb(m,1:4);
... % Set up a shock or shocks here.
s = simulate(m,d,1:4);
s = dbextend(d,s);
s = dbminuscontrol(m,s,d);
x o l n o n n n
d = zerodb(m,1:4);
... % Set up a shock or shocks here.s = simulate(m,d,1:4,’deviation’,true);
s = dbextend(d,s);
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f m n m n X dbnames
d b n a m e s
L i s t o f d a t a b a s e e n t r i e s l t e r e d b y n a m e a n d / o r c l a s s
S y n t a x
List = dbnames(D,...)
I n p u t a r g u m e n t s
D E s n F
O u t p u t a r g u m e n t s
List l l E v o n n n m o l F
O p t i o n s
’nameFilter=’ | Inf E l o n n n n m
l l m Y Inf m n l l n m l l m F
’classFilter=’ | Inf E l o n n n l
n m l l m Y Inf m n l l l l l m F
D e s c r i p t i o n
E x a m p l e
x o ' n n o l l o n l l o dbnamesX
dbnames(d,’nameFilter=’,’L_’)
m l l n m o n n
’L_’@ n n n D n m l D o n o n A D
’L_A’D ’DL_A’D ’XL_’D o j ’L_’F
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f m n m n X dbplot
dbnames(d,’nameFilter=’,’^L_’)
m l l n m ’L_’D ’L_A’ o ’L_’F
dbnames(d,’nameFilter=’,’^L_.’)
m l l n m ’L_’ n l o n m o D
’L_A’ @ n o ’L_’A F
d b p l o t
P l o t f r o m d a t a b a s e
S y n t a x
[FF,AA,PDb] = dbplot(D,List,Range,...)
[FF,AA,PDb] = dbplot(D,Range,List,...)
I n p u t a r g u m e n t s
D E h n F
List l l E v o o n @ o l l l o n A l l l n l o
n F
Range n m E h n F
O u t p u t a r g u m e n t s
FF n m E r n l o ( qplotF
AA l l E r n l o qplotF
PDB E h l l l o F
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f m n m n X dbprintuserdata
O p t i o n s
’plotFunc=’ d | d | d l o | d l o | d m E l o n o n o
F
l o n qreport/qplot P 4 2 1 o o o o n l l F
D e s c r i p t i o n
n o n dbplot o n n ( n o @ m n n o o m m o l l
n o o n ’subplot=’A D n o n n l l ListF
List n o n n n m o m D o n n o ( l
l n o m F o n l o l l @ l l l l A n l o
n o l o n n o n F s o o n ˆ @ A m o l D
n o n ( n ’transform=’ o o n l l n o l o o n F
E x a m p l e
dbplot(d,qq(21,1):qq(215,4),{’x’,’"Series Y" y’,’^"Series z"’, ...
’transform=’,@(x) 1*(x-1));
d b p r i n t u s e r d a t a
P r i n t n a m e s o f d a t a b a s e t s e r i e s a l o n g w i t h s p e c i e d e l d s o f t h e i r u s e r d a t a
S y n t a x
dbprintuserdata(D,Field,...)
I n p u t a r g u m e n t s
D E h o o j l l o F
Field | l l E x m o ( l o o n n l l n @ o
n m l A F
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f m n m n X dbrange
O p t i o n s
’output=’ ’html’ | ’prompt’ E o l n o m o n F
D e s c r i p t i o n
E x a m p l e
d b r a n g e
F i n d a r a n g e t h a t e n c o m p a s s e s t h e r a n g e s o f t h e l i s t e d t s e r i e s o b j e c t s
S y n t a x
[Range,FreqList] = dbrange(D)
[Range,FreqList] = dbrange(D,List,...)
[Range,FreqList] = dbrange(D,Inf,...)
I n p u t a r g u m e n t s
D E s n F
List | l l | Inf E v o o j l l n l n n Y
Infm n l l o j n n n l l n l F
O u t p u t a r g u m e n t s
Range n m | l l E n n o m o o n o o j n
n Y o j ' n n D n n
n l l F
FreqList n m E o o n o o n n o n n F
O p t i o n s
’startDate=’ ’maxRange’ | ’minRange’ E ’maxRange’ m n range l l
l o l l n l n Y ’minRange’ m n range l l
l o n F
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f m n m n X dbsave
’endDate=’ ’maxRange’ | ’minRange’ E ’maxRange’ m n range l l n l
n o l l n l n Y ’minRange’ m n range l l n
l n F
D e s c r i p t i o n
E x a m p l e
d b r e d a t e
R e d a t e a l l t s e r i e s o b j e c t s i n a d a t a b a s e
S y n t a x
D = redate(D,OldDate,NewDate)
I n p u t a r g u m e n t s
D E s n o j F
OldDate n m E f l l o n o n n l l o j F
NewDate n m E e n o OldDate l l n n l l
o j Y
newDaten n o m n
OldDateF
O u t p u t a r g u m e n t s
d E y l l o j n l n n
D m m n o n n F
D e s c r i p t i o n
E x a m p l e
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f m n m n X dbsave
d b s a v e
S a v e d a t a b a s e a s C S V l e
S y n t a x
List = dbsave(D,FName)
List = dbsave(D,FName,Dates,...)
O u t p u t a r g u m e n t s
List l l E E v o l l n F
I n p u t a r g u m e n t s
D E h o n n m n l l F
FName E p l n m n g l l D n l n n o n F
Dates n m | Inf h o n o n o j l l F
O p t i o n s
’class=’ true | l E s n l o l n z ( o n F
’comment=’ true | false E s n l o o m m n o o j F
’decimal=’ n m | m E x m o m l o l l Y
m ’format’ o o n F
’format=’ | ’%.8e’ x m o m l l o n D
sprintf o l o n o m n D o m m ’%’D n m n o n l
n ( n o o o n D F F ’$’ n D o l E j ) D ’-’ n F
’freqLetters=’ | ’YHQBM’ E p l o n ( o l n
@ n n l D m E n n l D l D m o n l D m o n l A F
’nan=’ | ’NaN’ E n l l o n x x F
’saveSubdb=’ true | false E E @ o n n DA Y
E l l o g p ( l F
’userData=’ | 9 E p l n m o m n k n o l l
n n g ( l F
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f m n m n X dbsave
D e s c r i p t i o n
n l l o m n o o m l n m F
S a v i n g u s e r d a t a w i t h t h e d a t a b a s e
s o o n n ( l n m ’userdata=’D l l n g ( l o n
o F ’userdata=’ ( l n n o m n o n o n m D D n l l n I E E I
F
o n ’userdata=’ ( l o o n o o m F o
n n m o ( l D ’userData=’ o o n F
E x a m p l e 1
g m l o m F
d = struct();
d.x = tseries(qq(21,1):qq(21,4),@rand);
d.y = tseries(qq(21,1):qq(21,4),@rand);
e o o n o n o D F F
d.userdata = {’My database’,datestr(now())};
g n dbsaveD
dbsave(d,’mydatabase.csv’);
n o l l o D
d = dbload(’mydatabase.csv’)
d =
userdata: {’My database’ ’23-Sep-211 14:1:17’}
x: [4x1 tseries]
y: [4x1 tseries]
l l ’userdata=’ ( l F
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f m n m n X dbsearchuserdata
E x a m p l e 2
o n ( l n m n o o o o n D ’userdata=’ o o n
n n n n dbsaveD
d = struct();
d.x = tseries(qq(21,1):qq(21,4),@rand);
d.y = tseries(qq(21,1):qq(21,4),@rand);
d.MYUSERDATA = {’My database’,datestr(now())};
dbsave(d,’mydatabase.csv’,Inf,’userData=’,’MYUSERDATA’);
n m o ( l l o k n g ( l o dbload o k ( n n D
o o D n n n l o o n D
d = dbload(’mydatabase.csv’)
d =
MYUSERDATA: {’My database’ ’23-Sep-211 14:1:17’}
x: [4x1 tseries]
y: [4x1 tseries]
d b s e a r c h u s e r d a t a
S e a r c h d a t a b a s e t o n d t s e r i e s b y m a t c h i n g t h e c o n t e n t o f t h e i r u s e r d a t a e l d s
S y n t a x
[List,SubD] = dbsearchuserdata(D,Field1,Regexp1,Field2,Regexp2,...)
[List,SubD] = dbsearchuserdata(D,Flag,Field1,Regexp1,Field2,Regexp2,...)
I n p u t a r g u m e n t s
D E s n o ( l l l F
Flag ’-all’ | ’-any’ E ( l l o n o n o n o n o n m m o
o Y n o ( D ’-all’ m F
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f m n m n X dbuserdatalov
Field1D Field2D F F F E x m o ( l n F
Regexp1D Regexp2D F F F E l o n n
( l l l m F
O u t p u t a r g u m e n t s
List l l E x m o F
Subd E E o n l o F
D e s c r i p t i o n
p o l m D m D n ( l m n F
n l n D =D n m o ( l n Field1D Field2D F o
E n n m D n n l E n D =#D o n E n m F
E x a m p l e
[list,dd] = dbsearchuserdata(d,’.DESC=’,’Exchange rate’,’.SOURCE=#’,’IMF’);
i n l o j n D l l o o o n o n X
n l n ( l n m DESCD n ( l o n n n
’Exchange rate’ n @ n n D F F ’eXcHaNgE rAtE’ l l l o m A Y
n l n ( l n m SOURCED n ( l o n n
n ’IMF’ n @ n D F F ’Imf’ l l n o m A F
e l l o j o o o n o n n n List n o
DF
d b u s e r d a t a l o v
L i s t o f v a l u e s f o u n d i n a s p e c i e d u s e r d a t a e l d i n t s e r i e s o b j e c t s
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f m n m n X xls2csv
S y n t a x
LOV = dbuserdatalov(D,FIELD)
I n p u t a r g u m e n t s
D E s n o o j l l F
FIELD E x m o ( l o l l l o l l o l l
o j F
O u t p u t a r g u m e n t s
LOV l l E v o l o n n ( l FIELD o l l o j Y o n l l
@ n A n l Y l n l o n l o n n
LOVF
D e s c r i p t i o n
E x a m p l e
x l s 2 c s v
C o n v e r t X L S l e t o C S V l e
S y n t a x
xls2csv(InpFile)
xls2csv(InpFile,OutpFile,...)
I n p u t a r g u m e n t s
InpFile E x m o n v n ( l l l o n o g F
OutpFile m | E x m o g o ( l Y n o l o m D g
( l n m l l o m v n ( l n m F
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f m n m n X xls2csv
O p t i o n s
’sheet=’ n m | | 1 E o k n v ( l l l Y n
n m o n m F
D e s c r i p t i o n
n o n l l E t @ o o g o A F n w
i l l o n o n k o n D n n w i l m n l l o n o m F
y n l o n o k m n o g F f l D ( o k o n n
n v ( l Y o o n ’sheet=’ o o n o l o k l l F
l o 6 o o G C G l P F j o o n o m o n F
E x a m p l e 1
( o k o o l l o n v ( l o g ( l F
xls2csv(’myDataFile.xls’);
xls2csv(’C:\Data\myDataFile.xls’);
E x a m p l e 2
o k n m Q 9 o g ( l Y n m o g ( l l l ’myDataFile.csv’F
xls2csv(’myDataFile.xls’,[],’sheet=’,’Sheet3’);
E x a m p l e 3
o n o k o g ( l n n m ’myDataFile_2.csv’F
xls2csv(’myDataFile.xls’,’myDataFile_2.csv,’sheet=’,2);
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P a r t V
R e p o r t i n g a n d p u b l i s h i n g
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o n o n
2 0 R e p o r t f u n c t i o n s
N e w r e p o r t
new P 3 9 8 E g n D m o o j F
copy P 3 8 3
E g o o o o j F
C o m p i l i n g P D F r e p o r t
publish P 3 9 9
E g o m l h p o m o o j F
T o p - l e v e l o b j e c t s
table P 4 0 7
E n l F
figure P 3 8 6
E n ( F
usefigure P 4 1 2 E s n n ( n o F
matrix P 3 9 3
E s n m o n m F
modelfile P 3 9 7
E o m m o l ( l F
array P 3 7 9 E s n F
tex P 4 1 0
E s n l v
A
i
o o m n n o F
I n s p e c t i n g a n d m a n i n p u l a t i n g r e p o r t o b j e c t s
disp P 3 8 4
E h l o o o j F
display P 3 8 4
E h l o o o j F
findall P 3 8 8 E p n l l o j o n n o o j F
F i g u r e o b j e c t s
graph P 3 8 9 E e o ( F
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o n o n X align
T a b l e a n d g r a p h o b j e c t s
band P 3 8 1
E e n l o n o n o o l F
fanchartP 3 8 5
E e n o F
series P 4 0 2 E e n o o l F
subheading P 4 0 6
E i n n n l F
vlineP 4 1 3
E e l l n o F
highlight P 3 9 1
E r l n n F
S t r u c t u r i n g r e p o r t s
align P 3 7 8 E l l l n o l l o n u o j F
empty P 3 8 5
E i m o o j F
includeP 3 9 2
E s n l o v n ( l n o F
merge P 3 9 6
E w o n n o o o m o o o j F
pagebreak P 3 9 9
E p o k F
sectionP 4 0 2
E n o n n o F
G e t t i n g o n - l i n e h e l p o n r e p o r t f u n c t i o n s
help reporthelp report/function_name
G e n e r i c o p t i o n s
o l l o n n o o n n o n n o o o j F
’saveAs=’ | m E @ x o n l o m n o j A v o
n o o l m n n ( l n ( n m F
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o n o n X align
a l i g n
V e r t i c a l l y a l i g n t h e f o l l o w i n g K o b j e c t s
S y n t a x
P.align(Caption,K,NCol,...)
I n p u t a r g u m e n t s
P E o o j report.newP 3 9 8
n o n F
Caption E g o n l o n l n n o o o n
n D n o n l h p o F
K n m E x m o o j o l l o n align l l l l l n F
NCol n m E x m o o l m n n o j l l l l l n F
O p t i o n s
’hspace=’ n m | 2 E r o z o n l @ n m n A n n o n o n
o j F
’separator=’ | ’\medskip\par E @ s n l o m n o j A v
A
i
o m m n
l l n l n o j F
’shareCaption=’
’auto’| | l E @ s n l o m n o j A l
o n @ l n l A o o o o j Y l o ( o j n o
Y ’auto’ m n o n l l n l o l l o j n
o F
’typeface=’ | m E @ x o n l o m n o j A v
A
i
o n
o l n l m n o l Y m l o m @
\itshapeA n n o o m m n o m @ \textit{...}A F
D e s c r i p t i o n
l l l n n o l l o n o o j X
figure P 3 8 6
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o n o n X array
table P 4 0 7
matrix P 3 9 3
arrayP 3 7 9
x o align o j l n o o n @ n o o n l l n o A F y n l
o j n align l l n o n F s o j l n o n o n o n l
o n @ F F o l n l A D o n l o n o n l l l n o o j F
f emptyP 3 8 5
o j o n n o l n m o o j n l n alignD o n
emptyP 3 8 5
n o l n k n l o o n F
E x a m p l e
a r r a y
I n s e r t a r r a y w i t h u s e r d a t a
S y n t a x
P.array(Caption,Data)
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8
n o n F
Caption | l l E l o l l l n l l o o
Y h o n o l n l o l n o m l l l n F
Data l l E g l l n Y n m n n l l o F
O p t i o n s
’arrayStretch=’ n m | 1.15 E @ s n A n l n n @ n A F
’captionTypeface=’ l l | | ’\large\bfseries’ E @ s n A v
A
i
o m o m E
m n o n o n Y o n o m n n o n
l l n l l F
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o n o n X array
’colWidth=’ n m | NaN E @ s n l o m n o j A D o o o D
o o l m n n em n Y NaN m n o o l m n l l j o m l l F
’format=’ | ’%.2f’ E @ s n A x m o m n Y l o n l E n
sprintf n o n F
’footnote=’ | m E @ s n A p o o n o l Y o n l o l
n o n E m F
’heading=’ | l l | m E @ s n A E l n D F F n o o
o o o F n n v
A
i
o D o l l o
z o n n DataF n o o n n
’long=’ trueF
’inf=’ | ’$\infty$’ E @ s n A v
A
i
n l l o Inf F
’long=’ true | false E @ s n A s trueD m o m o n o n F
’longFoot=’ | m E @ s n A p o o n o o o m o
@ l o n n o n A o n l o n Y o k o n l ’long=’ trueF
’longFootPosition=’ ’centre’ | ’left’ | ’right’ E @ s n A r o z o n l l n m n o
o o n o n l o n Y o k o n l ’long=’ trueF
’nan=’ | ’$\cdots$’ E @ s n A v
A
i
n l l o NaN F
’pureZero=’ | m E @ s n A v
A
i
n l l o z o
n Y m z o l l n n n n m o m F
’printedZero=’ | m E @ s n A v
A
i
n l l o
n o l z o n n n m o m Y m
n m l l n n n n m o m F
’separator=’ | ’\medskip\par’ E @ s n A v
A
i
o m m n l l n F
’sideways=’ true | false E @ s n A n o W H F
’tabcolsep=’ NaN | n m E @ s n A n o l m n n D m
n m n Y NaN m n v
A
i
l F
’typeface=’ | m E @ x o n A v
A
i
o n o
o l Y m l o m @ \itshapeA n n o o m m n
o m @ \textit{...}A F
G e n e r i c o p t i o n s
l o n n o o n P 3 7 6 n o o j F
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o n o n X band
D e s c r i p t i o n
n l l Data n o n n n o n m l D o o z o n l l F x m
l n n n sprintf n o n n o m n ’format=’ o o n F
r o z o n l l m n n o ( @ o m o A D ’-----’D n ( l l o
o D l l o l l m n o F s o o n l v
A
i
o m m n
o o v
A
i
o D o m n l o n l k F
T i t l e s a n d s u b t i t l e s
n m n Caption n n D o I E E P l l o n F s n
l D ( l l l l n l D n o n l l l l n l F
o l l o l n o m l l l n D o l l o n v o m m n n
l k X {\\} o {\\[Xpt]}D X o n l @ n o n A
n l n F
E x a m p l e
o m m n l o o o z o n l l D n o l m n
n o m F m l o l m n l l q k l n n v
A
i
m m o F
A = { . . .
’First row’,’{\$\textbackslash alpha\$}’,1; ...
’-----’,’’,’’; ...
’Second row,’{\$\textbackslash beta\$}’,2; ...
};
P.array(’My table’,A);
b a n d
A d d n e w d a t a w i t h l o w e r a n d u p p e r b o u n d s t o g r a p h o r t a b l e
S y n t a x
P.series(Caption,X,Low,High,...)
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o n o n X band
I n p u t a r g u m e n t s
P E o o j report.newP 3 9 8
n o n F
Caption E g o n l l n n n D o n l n o l m n
n l F
X E s n n o n F
Low E s n l o o n Y n ( l o n o
o l D o o n ’relative=’F
High E s n o n Y n ( l o n
o o l D o o n ’relative=’F
O p t i o n s f o r t a b l e a n d g r a p h b a n d s
’low=’ | v o 9 E @ s n l o m n o j A w k o n o l o
o n F
’high=’ | r 9 E @ s n l o m n o j A w k o n o
o n F
’relative=’ true | false E @ s n l o m n o j A s D o l o
n o n l o n D F F o n l l o n @ n
D LOW m n n m n HIGH m o n m A F s l D
o n o l @ n LOW m l o n XD n HIGH m
n XA F
O p t i o n s f o r t a b l e b a n d s
’bandTypeface=’ | ’\footnotesize’ E @ s n l o m n o j A v o m
n o l o n o n F 7
O p t i o n s f o r g r a p h b a n d s
’plotType=’ ’errorbar’ | ’patch’ E o l o o n F
’relative=’ true | false E @ s n l o m n o j A s l o n
o n l l D l D o m n o o m l l n F
’white=’ n m | .8 E @ s n l o m n o j A o o o n o o l o
m l n o l o n o ( l l n F
l o n report/series P 4 0 2 o o o o n l l F
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o n o n X disp
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
E x a m p l e
c o p y
C r e a t e a c o p y o f a r e p o r t o b j e c t
S y n t a x
Q = copy(P)
I n p u t a r g u m e n t s
P o E o o j o o l l F
O u t p u t a r g u m e n t s
Q o E g o o n o o j F
D e s c r i p t i o n
f report n l l o j D l n n m n
Q = P ;
n l o m o o o o j F s n o o D n n Q l l l o n
P n F o m k n D n n n o o n n o o j D o n o n
Q = copy(P);
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o n o n X empty
d i s p
D i s p l a y t h e s t r u c t u r e o f r e p o r t o b j e c t
S y n t a x
X
I n p u t a r g u m e n t s
X o E o o j F
D e s c r i p t i o n
E x a m p l e
d i s p
D i s p l a y t h e s t r u c t u r e o f r e p o r t o b j e c t
S y n t a x
disp(X)
I n p u t a r g u m e n t s
X o E o o j F
D e s c r i p t i o n
E x a m p l e
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o n o n X fanchart
e m p t y
E m p t y r e p o r t o b j e c t
S y n t a x
P.empty()
P.empty(Caption,...)
I n p u t a r g u m e n t s
P E o o j report.newP 3 9 8
n o n F
Caption E g o n o m o j Y o n o n l l n o n E n
o F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
empty o j o n o o n l o n o F s n n alignP 3 7 8
o figureP 3 8 6
o l n k F
E x a m p l e
f a n c h a r t
A d d f a n c h a r t t o g r a p h
S y n t a x
P.fanchart(Cap,X,Std,Prob,...)
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o n o n X figure
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8
n o n F
Cap E g o n l n n o l n @ m n o n A
X E o j n o l F
Std E o j n o n o n F
Prob n m E g o n ( n o l o n l o l F
O p t i o n s f o r f a n c h a r t s
’asym=’ n m | | 1 E o o m m @ o o o n o l o
A F
’exclude=’ n m | |
false E i l o m o o n ( n n l F
’factor=’ n m | 1 E o o n o n n o n
’fanLegend=’ l l | NaN | Inf E v n n n o o n ( n n l l Y s n
m n l l o n ( n n l l l l o o n l n n Y x x m n
n l l l l o m l n Y NaN n l l m n n l o n
l l l o m l n F
l o n report/seriesP 4 0 2
o o o o n l l F
D e s c r i p t i o n
o n ( n n l o n n o m l o n n o n l
F y o n l l D n l o m o n o m m n G o o m m o n
o o n o F
E x a m p l e
g u r e
S t a r t n e w g u r e
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o n o n X figure
S y n t a x
P.figure(Caption,...)
S y n t a x t o c a p t u r e a n e x i s t i n g g u r e w i n d o w
n o o l n D n l l m o o m s s n l F report/userfigure P 4 1 2
n F
P.figure(Caption,H,...)
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8 n o n F
Caption | l l E l o l l l n l l o o
( Y h o n o l n l o l n o m l l l n F
H n m E l o n report/userfigure P 4 1 2 F
O p t i o n s
’captionTypeface=’ l l | | ’\large\bfseries’ E v o m o m m n o
n ( o n Y o n o m n n o n l l n
l l F
’close=’ true | false E @ s n l o m n o j A g l o w l n l n
( n o n ( n F
’separator=’ | ’\medskip\par’ E @ s n l o m n o j A v o m m n
l l n ( F
’figureOptions=’ l l | m E p o o n l l l o ( n l
l l n F
’figureScale=’ n m | .85 E @ s n l o m n o j A l o ( n
v o m n F
’footnote=’ | m E p o o n o ( l Y o n l o l n o n E m F
’sideways=’ true | false E @ s n l o m n o j A n l o W H
F
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o n o n X findall
’style=’ | m E e l n l o ( Y qstyle P 4 2 3
F
’subplot=’ n m | ’auto’ E @ s n l o m n o j A l o o n o
( F
’typeface=’ | m E @ x o n l o m n o j A v o n
o ( o l Y m l o m @ \itshapeA
n n o o m m n o m @ \textit{...}A F
’visible=’ true | false E @ s n l o m n o j A l o n l n
w l ( n o F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
p o E l l o o j n n n o n n o o o j D
align P 3 7 8 F p o j n o l l o n o l n X
graphP 3 8 9
Y
empty P 3 8 5 F
T i t l e s a n d s u b t i t l e s
n m n Caption n n D o I E E P l l o n F s n
l D ( l l l l n l D n o n l l l l n l F
o l l o l n o m l l l n D o l l o n v o m m n n
l k X {\\} o {\\[Xpt]}D X o n l @ n o n A
n l n F
E x a m p l e
n d a l l
F i n d a l l o b j e c t s o f a g i v e n t y p e w i t h i n r e p o r t o b j e c t
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o n o n X graph
S y n t a x
Obj = findall(X,Type1,Type2,...)
I n p u t a r g u m e n t s
X o E o o j F
Type1D Type2 E x m o o o j l l l o o k o n o XF
O u t p u t a r g u m e n t s
Obj l l E g l l o l l o j o @ A o n n o XF
D e s c r i p t i o n
E x a m p l e
g r a p h
A d d g r a p h t o g u r e
S y n t a x
P.graph(Caption,...)
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8 n o n F
Caption | l l E l D o l l l n l D l o o
F
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o n o n X graph
O p t i o n s
’axesOptions=’ l l | m E @ s n l A y o n l l n set o n
n l o n n n ’postProcess=’F
’dateFormat=’ | ’YYYY:P’ E @ s n l A h o m n D l o n dat2strP 2 6 3
F
’dateTick=’ n m | Inf E @ s n l A h k n F
’legend=’ false | true E @ s n l A e l n o F
’legendLocation=’ | ’best’ | ’bottom’ E @ s n l A v o o n o l n o Y
l o n legend o l l l F
’postProcess=’ | m E @ s n l A n w l o m m n
n n n l Y o m m n o l HD n l o
n o j F
’preProcess=’ | m E @ s n l A n w l o m m n o
n n n l Y o m m n o l HD n l o
n o j F
’range=’ n m | Inf E @ s n l A q n F
’rhsAxesOptions=’ l l | m E @ s n l A y o n l l n set o n
r n l o n n n ’postProcess=’F
’style=’ | m E @ s n l A e l l o n
l n Y l o n qstyle P 4 2 3
F
’tight=’ true | false E @ s n l A E l m o m n m m n m m m
o l F
’xLabel=’ | m E v l E F
’yLabel=’ | m E v l E F
’zeroLine=’ true | false E @ s n l A e o z o n l z o l n z o n l o n
E F
G e n e r i c o p t i o n s
l o n n o o n P 3 7 6 n o o j F
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o n o n X include
D e s c r i p t i o n
E x a m p l e
h i g h l i g h t
H i g h l i g h t r a n g e i n g r a p h
S y n t a x
P.highlight(Caption,Range,...)
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8
n o n F
Caption E g o n o n n o l F
Range l l | n m E h n D o l l o n D l l l F
O p t i o n s
’hPosition=’ ’bottom’ | ’middle’ | ’top’ E @ s n l o m n o j A r o z o n l
o o n o o n F
’vPosition=’ ’centre’ | ’left’ | ’right’ E @ s n l o m n o j A l
o o n o o n l o o l F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
E x a m p l e
Q W I
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o n o n X matrix
i n c l u d e
I n c l u d e t e x t o r L a T e X i n p u t l e i n t h e r e p o r t
S y n t a x
P.include(Caption,FileName,...)
I n p u t a r g u m e n t s
P E o o j n o n report.newP 3 9 8
F
Caption E g o n l o o ( l n l F
FileName E p l n m l l n l F
O p t i o n s
’centering=’ true | false E @ s n l o m n o j A g n o n n o
( l o n F
’separator=’ | m E @ x o n l o m n o j A v
A
i
o m m n
l l n l F
’typeface=’ | m E @ x o n l o m n o j A v
A
i
o n
o n l l m n o l Y m l o m @
\itshapeA n n o o m m n o m @ \textit{...}A F
’verbatim=’ true | false E @ x o n l o m n o j A i n l o o n n o
( l n m n o n m n F
G e n e r i c o p t i o n s
l o n n o o n P 3 7 6 n o o j F
D e s c r i p t i o n
E x a m p l e
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o n o n X matrix
m a t r i x
I n s e r t m a t r i x o r n u m e r i c a r r a y
S y n t a x
P.matrix(Caption,Data,...)
I n p u t a r g u m e n t s
P E o o j report.newP 3 9 8
n o n F
Caption | l l E l o l l l n l l o o
m Y h o n o l n l o l n o m l l l n F
Data n m E x m n F
O p t i o n s
’arrayStretch=’ n m | 1.15 E @ s n l o m n o j A n l n
n m @ n A F
’captionTypeface=’ l l | | B 9 ' * ] - L
A
T
E
X f o r m a t c o m m a n d s f o r t y p e -
s e t t i n g t h e m a t r i x c a p t i o n ; t h e s u b c a p t i o n f o r m a t c a n b e e n t e r e d a s
t h e s e c o n d c e l l i n a c e l l a r r a y .
’colNames=’[ c e l l s t r | e m p t y ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s )
N a m e s f o r i n d i v i d u a l m a t r i x c o l u m n s , d i s p l a y e d a t t h e t o p o f t h e
m a t r i x .
’colWidth=’ [ n u m e r i c | NaN ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) W i d t h ,
o r a v e c t o r o f w i d h t s , o f t h e m a t r i x c o l u m n s i n emu n i t s ; NaN m e a n s t h e
w i d t h o f t h e c o l u m n w i l l a d j u s t a u t o m a t i c a l l y .
’condFormat=’ [ s t r u c t | e m p t y ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s )
S t r u c t u r e w i t h . t e s t a n d . f o r m a t e l d s d e s c r i b i n g c o n d i t i o n a l f o r m a t -
t i n g o f i n d i v i d u a l m a t r i x e n t r i e s .
’footnote=’ [ c h a r | e m p t y ] - F o o t n o t e a t t h e m a t r i x t i t l e ; o n l y s h o w s
i f t h e t i t l e i s n o n - e m p t y .
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o n o n X matrix
’format=’ [ c h a r | ’%.2f’ ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) N u m e r i c
f o r m a t s t r i n g ; s e e h e l p o n t h e b u i l t - i n sprintf f u n c t i o n .
’heading=’ [ c h a r | e m p t y ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) U s e r -
s u p p l i e d h e a d i n g , i . e . a n e x t r a r o w o r r o w s a t t h e t o p o f t h e m a t r i x .
’inf=’ [ c h a r | ’$\infty$’ ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) L
A
T
E
X s t r i n g
t h a t w i l l b e u s e d t o t y p e s e t I n f s .
’long=’ [ true | false ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) I f true, t h e
m a t r i x m a y s t r e t c h o v e r m o r e t h a n o n e p a g e .
’longFoot=’ [ c h a r | e m p t y ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) W o r k s
o n l y w i t h ’long=’ true: F o o t n o t e t h a t a p p e a r s a t t h e b o t t o m o f t h e
m a t r i x ( i f i t i s l o n g e r t h a n o n e p a g e ) o n e a c h p a g e e x c e p t t h e l a s t
o n e .
’longFootPosition=’ [ ’centre’ | ’left’ | ’right’ ] - ( I n h e r i t a b l e f r o m
p a r e n t o b j e c t s ) W o r k s o n l y w i t h ’long=’ true: H o r i z o n t a l a l i g n m e n t
o f t h e f o o t n o t e i n l o n g m a t r i c e s .
’nan=’ [ c h a r | ’$\cdots$’ ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) L
A
T
E
X s t r i n g
t h a t w i l l b e u s e d t o t y p e s e t NaNs .
’pureZero=’ [ c h a r | e m p t y ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) L
A
T
E
X s t r i n g
t h a t w i l l b e u s e d t o t y p e s e t p u r e z e r o e n t r i e s ; i f e m p t y t h e z e r o s w i l l
b e p r i n t e d u s i n g t h e c u r r e n t n u m e r i c f o r m a t .
’printedZero=’ [ c h a r | e m p t y ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s )
L
A
T
E
X s t r i n g t h a t w i l l b e u s e d t o t y p e s e t t h e e n t r i e s t h a t w o u l d a p -
p e a r a s z e r o u n d e r t h e c u r r e n t n u m e r i c f o r m a t u s e d ; i f e m p t y t h e s e
n u m b e r s w i l l b e p r i n t e d u s i n g t h e c u r r e n t n u m e r i c f o r m a t .
’rotateColNames=’ [ true | false | n u m e r i c ] - R o t a t e t h e n a m e s o f
c o l u m n s b y t h e s p e c i e d n u m b e r o f d e g r e e s ; true m e a n s r o t a t e b y 9 0
d e g r e e s .
’rowNames=’ [ c e l l s t r | e m p t y ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s )
N a m e s f r i n d i v i d u a l m a t r i x r o w s , d i s p l a y e d l e f t o f t h e m a t r i x .
’separator=’ [ c h a r | ’\medskip\par’ ] - ( I n h e r i t a b l e f r o m p a r e n t o b -
j e c t s ) L
A
T
E
X c o m m a n d s t h a t w i l l b e i n s e r t e d a f t e r t h e m a t r i x .
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o n o n X matrix
’sideways=’ [ true | false ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) P r i n t
t h e m a t r i x r o t a t e d b y 9 0 d e g r e e s .
’tabcolsep=’ [ NaN | n u m e r i c ] - ( I n h e r i t a b l e f r o m p a r e n t o b j e c t s ) S p a c e
b e t w e e n c o l u m n s i n t h e m a t r i x , m e a s u r e d i n e m u n i t s ; NaN m e a n s t h e
L
A
T
E
X d e f a u l t .
’typeface=’ [ c h a r | e m p t y ] - ( N o t i n h e r i t a b l e f r o m p a r e n t o b j e c t s )
L
A
T
E
X c o d e s p e c i f y i n g t h e t y p e f a c e f o r t h e m a t r i x a s a w h o l e ; i t m u s t
u s e t h e d e c l a r a t i v e f o r m s ( s u c h a s \itshape) a n d n o t t h e c o m m a n d
f o r m s ( s u c h a s \textit{...}) .
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
C o n d i t i o n a l f o r m a t t i n g
o n o n l o m @ o n o A ( o ’condFormat=’ o o n
m o ( l D .test n .formatF
.test ( l n w l o n F o n m l o l
true o falseD n n o o l l o n o n n
o m X
value E n m l l o n Y
row E o n m n o m Y
col E o l m n n m n o m Y
rowname E o n m o n Y
colname E o l m n n m n n Y
rowvalues E o o o l l l n n o Y
colvalues E o l m n o o l l l n n o l m n Y
allvalues E m o l l l F
o n o m n n m o n o n D n l o l o o D F F
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o n o n X merge
value > && row > 3
value == max(rowvalues) && strcmp(rowname,’x’)
.format ( l o o n o n l o m o n o v o m m n l l
o o o n n n F n o n l o o n m k F
n n m m o Y o n n m n o o l o l D o
m \mathbf{...} n \mathit{...} o m m n F
s n o n o n v o m m n D o n o l l o n s s o m m n n o m
n X
\sprintf{FFFF} E o m o n m n n
sprintf n o n Y FFFF o n o n n o m n n F
o n o m n m l l n o o n n o m n o n Y l l l l
l o n n ( o F
T i t l e s a n d s u b t i t l e s
n m n Caption n n D o I E E P l l o n F s n
l D ( l l l l n l D n o n l l l l n l F
o l l o l n o m l l l n D o l l o n v o m m n n
l k X {\\} o {\\[Xpt]}D X o n l @ n o n A
n l n F
E x a m p l e
m e r g e
M e r g e t h e c o n t e n t o f t w o o r m o r e r e p o r t o b j e c t s
S y n t a x
P.merge(P1,P2,...)
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o n o n X modelfile
I n p u t a r g u m e n t s
P o E o o j report.new P 3 9 8
n o n F
P1D P2 o E y o o j o o n n l l o P n o o n F
D e s c r i p t i o n
E x a m p l e
m o d e l l e
W r i t e f o r m a t t e d m o d e l l e
S y n t a x
P.modelfile(Caption,FileName,...)
P.modelfile(Caption,FileName,M,...)
I n p u t a r g u m e n t s
P o E o o j report.newP 3 9 8
n o n F
Caption | l l E l n l l o o l F
FileName E w o l ( l n m F
M m o l E w o l o j o m l o m n o o k l l
Y m n n o m l o l l n F
O p t i o n s
’latexAlias’ true | false E l n l l v o n F
’lines=’ n m | Inf E n o n l l l n o m o l ( l FileNameY Inf m n
l l l n l l n F
’lineNumbers=’ true | false E h l l n n m F
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o n o n X new
’footnote=’ | m E p o o n o m o l ( l l Y o n l o l
n o n E m F
’paramValues=’ true | false E h l l o m n o o k
n o o n o m o o k Y o o n o k o n l m o l o j
M n Q n m n F
’syntax=’ true | false E r l m o l ( l n Y n l m o l l n k E
o D o n o l D o k n m D n o n l l F
’typeface=’ | m E @ x o n l o m n o j A v o n
o m o l ( l o l Y m l o m @ \itshapeA
n n o o m m n o m @ \textit{...}A F
D e s c r i p t i o n
s o n m o l o j m l l m o n D o n l ( m o n l l
o F
e m o m n D n l n n m o l ( l o o n o n l o l o m m n
l o k D F F %{ ... %}F
E x a m p l e
n e w
C r e a t e n e w , e m p t y r e p o r t o b j e c t
S y n t a x
P = report.new(Caption,...)
O u t p u t a r g u m e n t s
P E o o j n o n n l o n l o l m n
n F
Caption E o o n Y o n l l l o n o n l o
o l o o n ’makeTitle=’ trueF
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o n o n X publish
O p t i o n s
’centering=’ true | false E e l l o l m n D tex P 4 1 0
D l l n o n
F
’orientation=’ ’landscape’ | portrait9 E o n o n o l o F
o o o n n F o n n o n o j 9 o o n n n o n @ o
n n A o j F
p a g e b r e a k
F o r c e p a g e b r e a k
S y n t a x
P.pagebreak(Caption,...)
I n p u t a r g u m e n t s
P o E o o j report.newP 3 9 8
n o n F
Caption E g o n o k o j Y o n o n l l n o n E n
o F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
E x a m p l e
p u b l i s h
C o m p i l e P D F f r o m r e p o r t o b j e c t
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o n o n X publish
S y n t a x
[OutpFile,Rerun] = P.publish(InpFile,...)
I n p u t a r g u m e n t s
P E o o j report.new n o n F
InpFile E p l n m n o m l h p l l F
O u t p u t a r g u m e n t s
OutpFile E x m o l n h p F
Rerun n m E x m o m v o m l n o o m l h p F
O p t i o n s
’abstract=’ | m E e l l l o n l F
’abstractWidth=’ n m | 1 E o o n n o
l l l @ n n 1A F
’author=’ | m E v o o o n l \and o \\F
’cd=’ true | false E s true o n o pdflatex o o n -include-directory n
n n o @ cdA m o l o l o o n o n ( l Y
o k o n o m pdflatex o n o o o o n -include-directoryF
’cleanup=’ true | false E h l l l m o ( l n o m l n o F
’compile=’ true | false E g o m l o ( l o n l h p Y false o n l
o ( l F
’date=’ | ’\today’ E h o n l F
’display=’ true | false E h l v
A
i
o m l o o n ( n l o n F
’echo=’ true | false E s trueD o o n l ) ’-echo’ l l n w l
n o n system n o m l n h p Y n o n l l o m o
l o n o o m l F
’epsToPdf=’ | Inf E g o m m n l n m n o i y h p Y Inf m n y E (
m n F
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o n o n X section
’fontEnc=’ | ’T1’ E v
A
i
o n n o n F
’makeTitle=’ true | false E o l @ l D o D D n A F
’package=’ | l l | m E k o l o k l l m o n
m l o v ( l F
’paperSize=’ ’a4paper’ | ’letterpaper’ E z F
’orientation=’ ’landscape’ | ’portrait’ E o n o n F
’preamble=’ | m E v
A
i
o m m n l l l n v
A
i
( l m l F
’timeStamp=’ | ’datestr(now())’ E n n n o E l o n o F
’tempDir=’ | tempname(cd()) E h o o o n m o ( l Y o
l n o o n 9 m F
’maxRerun=’ n m | 5 E w m m n m o m v
A
i
o m l l l n o o l o E n D F
’minRerun=’ n m | 1 E w n m m n m o m v
A
i
o m l l l n o o l o E n D F
’textScale=’ n m | .8 E n o o l l l F
D e s c r i p t i o n
D i e r e n c e b e t w e e n ’display=’ a n d ’echo=’
o ' n n o m l o o n X
n l n ( n l h p D h p v o m l m l l m o n o n
o o l o E n D l o o n n D n o o n F n ’display=’ true o n l
l n o o m ( n l o n o n l D l ’echo=’ true l
n o o m l l o n F
s n o o m l o n l o v
A
i
o D o m l m o n o m
o o n F o m o n l o n n n ’echo=’ trueF y D
w l m m n n n o o n E n n o m o n D n Ctrl+C m n
o n o n o l F
E x a m p l e
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o n o n X series
s e c t i o n
S t a r t n e w s e c t i o n i n r e p o r t
S y n t a x
P.section(CAP,...)
I n p u t a r g u m e n t s
P E o o j report.newP 3 9 8
n o n F
CAP E o n l F
O p t i o n s
’numbered=’ true | false E @ s n A x m o n F
’separator=’ | m E @ x o n A v
A
i
o m m n l l n
l F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
E x a m p l e
s e r i e s
A d d n e w d a t a t o g r a p h o r t a b l e
S y n t a x
P.series(Cap,X,...)
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o n o n X series
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8
n o n F
Cap E g o n l l n n n D o n l n o l m n n
l F
X E s n l l o n l o F
O p t i o n s f o r b o t h t a b l e s e r i e s a n d g r a p h s e r i e s
’marks=’ l l | m E @ s n l o m n o j A w k l l o
l n n n D o n n o l m n n l D o n n l
o l m n o o l m l n o j F
’showMarks=’ true | false E @ s n l o m n o j A m k ( n n
’marks=’ o o n o l l n l o n n m l
o j F
O p t i o n s f o r t a b l e s e r i e s
’autoData=’ n o n n l | l l | m E p n o n D o l l o n o n D
l l o o n o l m n n n o j @ F F n o o o n
o A F
’condFormat=’ | m E @ s n l o m n o j A F n
F o m ( l n o n o n l o m n o n l l n F
’decimal=’ n m | NaN E @ s n l o m n o j A x m o m l l l
l Y x x ’format=’ o o n n F
’format=’ | ’%.2f’ E @ s n l o m n o j A x m o m n Y
l o n l E n sprintf n o n F
’footnote=’ | m E p o o n o F
’highlight=’ n m | m E @ s n l o m n o j A o l l
l n l Y o l n n D ’highlight=’ o o n n
n o j F
’inf=’ | ’\ensuremath{\infty}’ E @ s n l o m n o j A v n
l l o s n n F
’nan=’ | ’\ensuremath{\cdot}’ E @ s n l o m n o j A v n
l l o x x n F
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o n o n X series
’pureZero=’ | m E @ s n l o m n o j A v n l l
o z o n Y m z o l l n n n n m
o m F
’printedZero=’ | m E @ s n l o m n o j A v n l l
o n o l z o n n n m o m
Y m n m l l n n n n m o m F
’separator=’ | m E @ x o n l o m n o j A v o m m n
l l n m m l n o l o D F F n o D n
l m o F
’units=’ E @ s n l o m n o j A h o n o n n l l
l n o n o l m n o l F
O p t i o n s f o r g r a p h s e r i e s
’legend=’ | l l | NaN | Inf E @ x o n l o m n o j A v n n
n o o n n m k Y s n m n o n n m k l l
o o n l n n Y x x m n l l l o m l n F
’plotFunc=’ @area | @bar | @barcon | @plot | @plotcmp | @plotpred | @stem E @ s n l
o m n o j A l o n o n l l o F
’plotOptions=’ l l | m E y o n l n m n o l o
n o n F
yAxis=’ ’left’ | B ’right’ E g o o v r o r o l o Y l o
o m m n o n v r E r l o n h o n F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
U s i n g t h e ’nan=’, ’inf=’, ’pureZero=’ a n d ’printedZero=’ o p t i o n s
n n v n o o o n D n m n l n n
n m m o l F m n n o o n n o m l D o n o
n o o m n o m m n l l o n m m o F w o n l D o l
’\textnormal{...}’F
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o n o n X series
U s i n g t h e ’plotFunc=’ o p t i o n
n o o o n o ’plotpred’D n X @ o n n m n A m
m l o l m n o j ( o l m n m o o n D n o n
n o l m n u l m n ( l o n n
filter n o n F
C o n d i t i o n a l f o r m a t t i n g
o n o n l o m @ o n o A ( o ’condFormat=’ o o n
m o ( l D .test n .formatF
.test ( l n w l o n F o n m l o l
o l D n n o o l l o n o n n
o l X
value E n m l l o n D
date E n n D
year E n n D
period E o n @ F F m o n o A n n D
freq E n o n n D
text E l l o n l D
mark E m k o n l o n l o o o m l
D
row E o n m n m l F
rowvalues E o o o l l l o n n o F
s l o n E ( n o o l m n @ o o n ’colstruct=’ n tableP 4 0 7
A D
o l l o n o n l l l
colname E o o o l m n @ n l n A F
o n o m n n m o n o n D n l o l o o D F F
’value > && year > 21’
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o n o n X subheading
.format ( l o o n o n l o m o n o v o m m n l l
o o o n n n F n o n l o o n m k F
n n m m o Y o n n m n o o l o l D o
m \mathbf{...} n \mathit{...} o m m n F
s n o n o n v o m m n D o n o l l o n s s E ( o m m n n
o m n X
\sprintf{FFFF} E o m o n m n n
sprintf n o n Y FFFF o n o n n o m n n F
\hide{?} E o l n n o o l o m n l F
o n o m n m l l n o o n n o m n o n Y l l l l
l o n n ( o F
L H S - R H S p l o t s
v r E r o l l n m n l F
n o o n ’yAxis=’ o l o o n o v r n r E D l o n o n
o @plotD @barD @area n @stemF e l o D o n w l D l o n o l
o l o o l n D n n l l v r E r X o o n ’plotOptions=’
n o m m n D o ’style=’ n graph P 3 8 9 o m m n F
E x a m p l e o f a c o n d i t i o n a l f o r m a t s t r u c t u r e
cf = struct();
cf(1).test = ’value < ’;
cf(1).format = ’\mathit{?}’;
cf(2).test = ’date < qq(21,1)’;
cf(2).format = ’\color{blue}’;
s u b h e a d i n g
E n t e r s u b h e a d i n g i n t a b l e
S y n t a x
P.subheading(CAP,...)
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o n o n X table
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8 n o n F
CAP E l n o n l n n l F
O p t i o n s
’justify=’ ’c’ | ’l’ | ’r’ E @ s n l o m n o j A r o z o n l l n m n o
n @ n D l D A F
’separator=’ | m E @ x o n l o m n o j A v o m m n
l l n m m l n o l o D F F n o D n
l m o F
’stretch=’ true | false E @ s n l o m n o j A n
l o o o l Y n o l l o n n n n l
o l m n F
’typeface=’ | ’\itshape\bfseries’ E @ x o n l o m n o j A v
o n o n Y m l o m @
\itshapeA n n o o m m n o m @ \textit{...}A F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
E x a m p l e
t a b l e
S t a r t n e w t a b l e
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o n o n X table
S y n t a x
P.table(Caption,...)
I n p u t a r g u m e n t s
P o E o o j report.new P 3 9 8 n o n F
Caption | l l E l o l l l n l l o o
l Y h o n o l n l o l n o m l l l n F
O p t i o n s
’arrayStretch=’ n m | 1.15 E @ s n l o m n o j A n l n
n l @ n A F
’captionTypeface=’ l l | ’\large\bfseries’ E v o m o m m n o n
l o n n o n Y o n s n o o n l o m F
’colStruct=’ | m E @ x o n l o m n o j A E ( n
o l o l m n Y o o o n l ’range=’F
’colWidth=’ n m | NaN E @ s n l o m n o j A D o o o D
o l o l m n n em n Y NaN m n o o l m n l l j o m l l F
’headlineJustify=’ ’c’ | ’l’ | ’r’ E r o z o n l l n m n o l n n @ n E
l o E ( n A X g n D v D F
’dateFormat=’ | l l | irisget(’dateformat’) E @ s n l o m n o j A
p o m n o o F
’footnote=’ | m E p o o n o l l Y o n l o l n o n E m F
’long=’ | false E @ s n l o m n o j A s D l m o
m o n o n F
’longFoot=’ | m E @ s n l o m n o j A o k o n l ’long=’a X
p o o n o o o m o l @ l o n n o n A o n
l o n F
’longFootPosition=’ ’centre’ | ’left’ | ’right’ E @ s n l o m n o j A
o k o n l ’long=’ trueX r o z o n l l n m n o o o n o n l o n l F
’range=’ n m | m E @ s n l o m n o j A h n o o o
l l o l m n o l F
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o n o n X table
’separator=’ | ’\medskip\par’ E @ s n l o m n o j A v
A
i
o m m n
l l n l F
’sideways=’ true | false E @ s n l o m n o j A n l o W H
F
’tabcolsep=’ NaN | n m E @ s n l o m n o j A n o l m n n
l D m n m n Y x x m n v
A
i
l F
’typeface=’ | m E @ x o n l o m n o j A v
A
i
o n
o l o l Y m l o m @ \itshapeA
n n o o m m n o m @ \textit{...}A F
’vline=’ n m | m E @ s n l o m n o j A o o
l l n @ A l l l F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
l o E l l o o j n n n o n n o o o j D
alignP 3 7 8
F l o j n o l l o n l n X
series P 4 0 2
Y
subheading P 4 0 6
F
f l D o n l n o o m n o o n ’dateFormat=’F
e l n l D o n o o n l l o o n F s n D l l
n n o o F ( o l l n l n n o D
n ( l l o ’dateFormat=’ o o n l l o o m n F o n o l l
l o o @ F F o l m n A D n o n l l o ’dateFormat=’
o o n l l o o m n F
U s e r - d e n e d s t r u c t u r e o f t h e t a b l e c o l u m n s
n ’columnStruct=’ o o n o ( n o o n l o l m n F o m o
) l n n n ’range=’ o o n n ( n n o n n o l F
o o n ’columnStruct=’ m I E E x D x n m o o l m n o n
n l D o l l o n ( l X
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o n o n X tex
’name=’ E ( o o o l m n l l l n l n Y
’func=’ E ( n o n l l l o n Y ’func=’ m D n o
n o n l l l F n o n m l o o n m l F
’date=’ E ( n m l l k n o m n l n o n
’func=’ l o l n n m l F
T i t l e s a n d s u b t i t l e s
n m n Caption n n D o I E E P l l o n F s n
l D ( l l l l n l D n o n l l l l n l F
o l l o l n o m l l l n D o l l o n v o m m n n
l k X {\\} o {\\[Xpt]}D X o n l @ n o n A
n l n F
E x a m p l e
g o m o o l X
x = report.new();
x.table(’First table’, ...
’range’,qq(21,1):qq(212,4), ...
’dateformat’,’YYYYFP’);
% You can add series or subheadings here.
x.table(’Second table’, ...
’range,qq(21,1):qq(212,4), ...
’dateformat’,{’YYYY’,’FP’});
% You can add series or subheadings here.
x.publish(’myreport.pdf’);
t e x
I n c l u d e L
A
T
E
X c o d e o r v e r b a t i m t e x t i n p u t i n r e p o r t
R I H
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o n o n X tex
S y n t a x w i t h i n p u t s p e c i e d i n c o m m e n t b l o c k
P.tex(Cap,...)
%{Write text or \LaTeX\ code as a block comment
right after the P.tex(...) command.
%}
S y n t a x w i t h i n p u t s p e c i e d a s c h a r a r g u m e n t
P.tex(Cap,Code,...)
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8
n o n F
Cap E g o n l o o F
Code E v
A
i
o o n l l n l n o F
O p t i o n s
’centering=’ true | false E @ s n l o m n o j A g n v
A
i
o o
n o n F
’footnote=’ | m E p o o n o l o k l Y o n l o l
n o n E m F
’separator=’ | ’\medskip\par’ E @ s n l o m n o j A v o m m n
l l n F
’verbatim=’ true | false E s l l m n m o n o o n Y
l l l v
A
i
o n l n o F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
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o n o n X userfigure
D e s c r i p t i o n
E x a m p l e
u s e r g u r e
I n s e r t e x i s t i n g g u r e w i n d o w
S y n t a x
P.userfigure(Caption,H,...)
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8 n o n F
Caption | l l E l o l l l n l l o o
( Y h o n o l n l o l n o m l l l n F
H n m E r n l o ( l l n
n n o F
O p t i o n s
l o n report/figureP 3 8 6
o o o n l l F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
n o n report/userfigure n n n ( n o @ n
w l o m m n D n n n l D HA n o o X
( n n m o o l l report/figureX n n
o o n o ( o m o l l n o n l l n o o n
o F
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o n o n X vline
o ( n n o n l n Y n o o D o n n o l l report/graph P 3 8 9
l l o report/figure n l D HF
T i t l e s a n d s u b t i t l e s
n m n Caption n n D o I E E P l l o n F s n
l D ( l l l l n l D n o n l l l l n l F
o l l o l n o m l l l n D o l l o n v o m m n n
l k X {\\} o {\\[Xpt]}D X o n l @ n o n A
n l n F
E x a m p l e
v l i n e
A d d v e r t i c a l l i n e t o g r a p h
S y n t a x
P.vline(Caption,Date,...)
I n p u t a r g u m e n t s
P E o o j report.new P 3 9 8
n o n F
Caption E g o n o n n o l l n F
Date n m E h l l n l l l o F
O p t i o n s
’hPosition=’ ’bottom’ | ’middle’ | ’top’ E @ s n l o m n o j A r o z o n l
o o n o o n F
’vPosition=’ ’centre’ | ’left’ | ’right’ E @ s n l o m n o j A l
o o n o o n l o l n F
R I Q
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o n o n X vline
’timePosition=’ ’after’ | ’before’ | ’middle’ E l m n o l l n o n
m X n m l o ( o D m m l o @ n (
o n o o n A D o m m l @ n ( o n
n o n A F
G e n e r i c o p t i o n s
l o n n o o n
P 3 7 6
n o o j F
D e s c r i p t i o n
E x a m p l e
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k E o ( l l n X !++
2 1 Q u i c k - r e p o r t l e l a n g u a g e
F i g u r e s
!++ P 4 1 5
E g n ( n o F
#MxN P 4 1 8 E l o o n o ( n o F ( n o F
G r a p h s
!-- P 4 1 6
E g n l n F
!:: P 4 1 6 E g n F
!ii P 4 1 8
E g n m F
!IIP 4 1 7
E g n o F
!ˆˆ P 4 1 7
E g n o m F
!.. P 4 1 6
E k n l o o o n l n l n k F
F o r m a t t i n g g r a p h t i t l e s
// P 4 1 9
E v n k n l F
__ P 4 1 9
E l n l F
G e t t i n g o n - l i n e h e l p o n q r e p o r t l e l a n g u a g e
help qreportlang
help qreportlang/keyword
! + +
C r e a t e n e w g u r e w i n d o w
S y n t a x
!++ figure_caption
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k E o ( l l n X !::
D e s c r i p t i o n
E x a m p l e
!
C r e a t e n e w l i n e g r a p h
S y n t a x
!-- graph_caption
expression1, expression2, ...
D e s c r i p t i o n
E x a m p l e
! . .
S k i p t h e c u r r e n t s u b p l o t p o s i t i o n l e a v i n g i t b l a n k
S y n t a x
!..
D e s c r i p t i o n
E x a m p l e
! : :
C r e a t e n e w b a r g r a p h
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k E o ( l l n X !II
S y n t a x
!:: graph_caption
expression1, expression2, ...
D e s c r i p t i o n
E x a m p l e
! ^ ̂
C r e a t e n e w h i s t o g r a m
S y n t a x
!^^ graph_caption
expression1, expression2, ...
D e s c r i p t i o n
E x a m p l e
! I I
C r e a t e n e w e r r o r b a r g r a p h
S y n t a x
!II TITLE
EXPRESSION1, EXPRESSION2, ...
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k E o ( l l n X #MxN
D e s c r i p t i o n
E x a m p l e
! i i
C r e a t e n e w s t e m g r a p h
S y n t a x
!ii TITLE
EXPRESSION1, EXPRESSION2, ...
D e s c r i p t i o n
E x a m p l e
# M x N
S p e c i f y t h e s u b p l o t d i v i s i o n o f t h e g u r e w i n d o w s
S y n t a x w i t h u s e r - s u p l i e d s u b d i v i s i o n
#MxN
S y n t a x f o r a u t o m a t i c s u b d i v i s i o n
#auto
I n p u t a r g u m e n t s
M n m E x m o o o n ( n o o m o n o n F
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k E o ( l l n X __
N n m E x m o o l m n o n ( n o o m o n o n F
D e s c r i p t i o n
E x a m p l e
o m m n o ( n o Q P n F
#3x2
/ /
L i n e b r e a k i n g r a p h t i t l e
S y n t a x
!-- FIRST LINE // SECOND LINE // ...
D e s c r i p t i o n
E x a m p l e
_ _
S u b t i t l e i n g r a p h t i t l e
S y n t a x
!-- TITLE __ SUBTITLE
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k E o ( l l n X __
D e s c r i p t i o n
E x a m p l e
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k E o n o n X qplot
2 2 Q u i c k - r e p o r t f u n c t i o n s
Q u i c k - r e p o r t f u n c t i o n s
qplot P 4 2 1 E k o F
qstyle P 4 2 3
E e l l o o j n n n F
G e t t i n g o n - l i n e h e l p o n q r e p o r t f u n c t i o n s
help qreport
help qreport/function_name
q p l o t
Q u i c k r e p o r t
S y n t a x
[FF,AA,PDb] = qplot(QFile,D,Range,...)
I n p u t a r g u m e n t s
QFile E x m o E ( l ( n o n n o n l F
D E h n F
Range n m E h n F
O u t p u t a r g u m e n t s
FF n m E r n l o ( qplotF
AA l l E r n l o qplotF
PDb E h l l l o F
R P I
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k E o n o n X qplot
O p t i o n s
’addClick=’ true | false E w k n n n ( o n m o l k F
’caption=’ l l | d o m m n | m E n l l o l n
n o l n E ( l F
’clear=’ n m | m E l n m o @ o j A l l n o
l F
’dbsave=’ l l | m E y o n o dbsave n ’saveAs=’ F
’drawNow=’ true | false E g l l w l drawnow n o n o n o m l o n o l l ( F
’grid=’ true | false E e l n o l l F
’highlight=’ n m | l l | m E h n o n l l l F
’interpreter=’ ’latex’ | n o n 9 E s n n l F
’mark=’ l l | m E w k l l o l n n o n
n l o l m n o m l o j l o F
’overflow=’ true | false E y n o m l l n ( n o n m o
l o l l o l Y ’overflow’ = false m n n o l l o n F
’prefix=’ | ’P%g_’ E ( @ sprintf o m n A l l o
n m o n n PDb F
’round=’ n m | Inf E o n n o n m o m l o l o n F
’saveAs=’ | m E p l n m n l o l l n
g ( l o h p Y o n
’dbsave=’o o n o o n o l o o n n
n g F
’style=’ | m E l l l l o l l ( n
l n qplot n o n F
’subplot=’ o 9 | n m E h l l o o n o ( D n m o ( n
E ( l F
’sstate=’ | m o l | m E h o m o l o j o m E
l n o n k E o ( l l l k n F
’style=’ | m E l l l l o l l ( o n
o m l o n F
’transform=’ n o n n l | m E p n o n l l o n
’tight=’ true | false E w k E n F
R P P
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k E o n o n X qstyle
’vLine=’ n m | m E h l l n l l l o F
’zeroLine=’ true | false E e o z o n l z o l n o o E n l z o F
D e s c r i p t i o n
E x a m p l e
q s t y l e
A p p l y s t y l e s t o g r a p h i c s o b j e c t a n d i t s d e s c a n d a n t s
S y n t a x
qstyle(H,S,...)
I n p u t a r g u m e n t s
H n m E r n l o ( o o j l l l o n n
@ n l ’cascade=’ l A F
S E ( l o o n o j E o E o Y l o ( l
l l l o o o o j Y l o l o
o j l l o F
O p t i o n s
’cascade=’ true | false E g o l l n n o o j HY l o n l
o j H l l l l F
’warning=’ true | false E h l n n o n o n F
D e s c r i p t i o n
l D SD o n o n n m o n o j E o ( l X
S.object.property = value;
R P Q
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k E o n o n X qstyle
o l l o n l o n w l o j o E l l ( l n o X
figureY
axesY
titleY
xlabelY
ylabelY
zlabelY
lineY
barY
patchY
textF
s n o n D o n l o o o l l o n l n n o o j s s n o n X
rhsaxes @ n r o j plotyyA
legend @ n n o j A Y
plotpred @ l n o j o n plotpredA Y
highlight @ o j highlightA Y
highlightcaption @ o j highlightA Y
vline @ l n o j vlineA Y
vlinecaption @ o j vlineA Y
zeroline @ l n o j zerolineA F
o o n E l l ( l m l n l w l o o
o j @ w l l o n A F
l n o l o n o o l l o n X
n l o l l @ F F l o o l l o n n n w l
set n o n A Y
R P R
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k E o n o n X qstyle
l l o m l l ' n l l l n o o j o m
n o o o n Y
n n o l l m o n o n D !!D o l l o w l o m m n F
o m m n o n l l l n m
SET o l l l n
n o o F o m m n o l HD n l o
n o j F
E x a m p l e
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q n o n X bottomlegend
2 3 G r a p h i c s f u n c t i o n s
G r a p h i c s f u n c t i o n s
bottomlegend P 4 2 6
E r o z o n l l n l o o m o ( n o F
ftitle P 4 2 7
E e l o ( n o F
highlight P 4 2 8
E r l ( n o n n F
hline P 4 3 8
E e l l n o n ( o o n F
maxfigureP 4 2 9
E g n o m m o n n F
movetobkgP 4 2 9
E w o o j o k o n F
movetosubplotP 4 3 0
E w o n n o j o l n o ( l o o o n F
plotcircleP 4 3 1
E h l o F
plotpp P 4 3 4 E l o o n G o o o o n n G o o o m o F
plotmat P 4 3 1 E l P h m F
plotneigh P 4 3 3 E l o l o l o o o j n o n m o n F
vline P 4 3 6
E e l l n o n ( o o n F
zeroline P 4 3 7
E e z o l n E l m n l z o F
G e t t i n g o n - l i n e h e l p o n q r e p o r t f u n c t i o n s
help grfun
help grfun/function_name
b o t t o m l e g e n d
H o r i z o n t a l g r a p h l e g e n d d i s p l a y e d a t t h e b o t t o m o f t h e g u r e w i n d o w
S y n t a x
Le = grfun.bottomlegend(Entry,Entry,...)
R P T
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q n o n X ftitle
I n p u t a r g u m e n t s
Entry | l l E v n n Y m n n legend n o n F
O u t p u t a r g u m e n t s
AX n m E r n l o l n o j F
D e s c r i p t i o n
E x a m p l e
f t i t l e
A d d t i t l e t o g u r e w i n d o w
S y n t a x
AA = grfun.ftitle(Titles,...)
AA = grfun.ftitle(FF,Titles,...)
I n p u t a r g u m e n t s
FF n m | E r n l o ( n o o n o Y o n l
( l n m figureF
Titles l l | E n o n D o l l o n o l o n
v r D n D n o n r o ( F
O u t p u t a r g u m e n t s
AA n m E r n l o n l o n n o o n o j F
O p t i o n s
’location=’ ’north’ | ’west’ | ’east’ | ’south’ E v o o n o ( l X o D l
D D o o m F
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q n o n X highlight
D e s c r i p t i o n
E x a m p l e
h i g h l i g h t
H i g h l i g h t s p e c i e d r a n g e o r d a t e r a n g e i n a g r a p h
S y n t a x
[Pt,Cp] = highlight(Range,...)
[Pt,Cp] = highlight(Ax,Range,...)
I n p u t a r g u m e n t s
Range n m E E n o n l l l F
Ax n m E r n l @ A o o j @ A n l l l m F
O u t p u t a r g u m e n t s
Pt n m E r n l o l @ o j A F
Cp n m E r n l o o n @ o j A F
O p t i o n s
’caption=’ E e n n o l n F
’color=’ n m | H F W D H F W D H F W E e n q f o l o o o w l o l o n m F
’excludeFromLegend=’ true | false E i l l o m l n F
’hPosition=’ n 9 | l 9 | 9 E r o z o n l o o n o o n F
’vPosition=’ o o m 9 | m l 9 | o 9 | n m E l o o n o o n F
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q n o n X movetobkg
D e s c r i p t i o n
E x a m p l e
m a x g u r e
C r e a t e g r a p h i c s w i n d o w m a x i m i s e d a c r o s s t h e e n t i r e s c r e e n
S y n t a x
Fig = maxfigure(...)
O u t p u t a r g u m e n t s
Fig n m E r n l o ( F
O p t i o n s
l o n n figure o o o n l l F
D e s c r i p t i o n
n o n maxfigure get(,’screenSize’) o m n z o n D n
( o ’outerPosition’ o n l F
E x a m p l e
m o v e t o b k g
M o v e g r a p h i c s o b j e c t s t o t h e b a c k g r o u n d
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q n o n X plotcircle
S y n t a x
grfun.movetobkg(Parent,Children)
I n p u t a r g u m e n t s
Parent n m E q n l o n o j F
Children n m E q n l o l n l l m o o k o n F
D e s c r i p t i o n
E x a m p l e
m o v e t o s u b p l o t
M o v e a n e x i s t i n g a x e s o b j e c t o r l e g e n d t o s p e c i e d s u b p l o t p o s i t i o n
S y n t a x
Ax = movetosubplot(Ax,M,N,P)
I n p u t a r g u m e n t s
Ax n m E r n l o n n o j o l n F
MD ND P n m E ( o n o n o o n Y l o n n subplotF
O u t p u t a r g u m e n t s
AX n m E r n l o o l n m o o n o o n F
D e s c r i p t i o n
E x a m p l e
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q n o n X plotmat
p l o t c i r c l e
D r a w a c i r c l e o r d i s c
S y n t a x
H = grfun.plotcircle(X,Y,RAD,...)
I n p u t a r g u m e n t s
X n m E E l o o n o n o l F
Y n m E E l o o n o n o l F
RAD n m E o l F
O u t p u t a r g u m e n t s
H n m E r n l o l n o ( l l F
O p t i o n s
’fill=’ true | false E n l @ ’fill=’ falseA n @ ’fill=’ trueA F
e n o n m E l l o l n F
D e s c r i p t i o n
E x a m p l e
p l o t m a t
V i s u a l i s e 2 D m a t r i x
S y n t a x
[HPos,HNeg,HNanInf,HMax] = grfun.plotmat(X,...)
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q n o n X plotneigh
S h o r t - c u t s y n t a x
[HPos,HNeg,HNanInf,HMax] = plotmat(X,...)
I n p u t a r g u m e n t s
X n m E P h m l l l Y x h m l l n o l n P n
m n o n o l o n F
O u t p u t a r g u m e n t s
HPos n m E r n l o l n n o n E n n F
HNeg n m E r n l o l n n n F
HNanInf n m E r n l o x x o s n m k F
HMax n m E r n l o l l n m m m l F
O p t i o n s
’colNames=’ | l l | m | ’auto’ E x m l l n o o l m n o
m F
’rowNames=’ | l l | m | ’auto’ E x m l l o o o
m F
’maxCircle=’ true | false E s trueD l l n o n m m m l o n
n F
’nanInf=’ | X E e n o NaN n Inf n F
’showDiag=’ true | false E s falseD n o n m n o n l n m
o NaNF
’scale=’ n m | ’auto’ E w m m l @ o A l o l l m
n l l l Y l l m m m n n n m D
max(max(abs(X(isfinite(X))))F
D e s c r i p t i o n
E x a m p l e
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q n o n X plotneigh
p l o t n e i g h
P l o t l o c a l b e h a v i o u r o f o b j e c t i v e f u n c t i o n a f t e r e s t i m a t i o n
S y n t a x
H = grfun.plotneigh(D,...)
I n p u t a r g u m e n t s
D E n l o l o o o j n o n n
neighbourhood P 1 2 2 n o n F
O u t p u t a r g u m e n t s
H E n l o o j l o plotppY
o l l o n ( l o o n l X figureD axesD objD estD likD boundsF
O p t i o n s
’caption=’ m | l l E E l l Y m D l o n l l
o m l l F
’model=’ m o l | m E w o l o j o o n o o n
’caption=’ ’descript’ o ’alias’F
’plotObj=’ true | false E l o l o l o o o l l o j n o n Y l l
n ( o o n o l o o n F
’plotLik=’ true | false | l l E l o l o l o o l k l o o o m o n n Y
l l n ( o o n o l o o n F
’plotEst=’ true | false | l l E w k l m m Y l l n
( o o n o l o o n F
’plotBounds=’ true | false | l l E h l o n G o o n l l n
n Y l l n ( o o n o l o o n F
’subplot=’ ’auto’ | n m E l o o n o ( n l o n l F
’title=’
{’interpreter=’,’none’}| l l E h l l D n
o o n o l F
’linkAxes=’ true | false E w k l n l o l l F
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q n o n X plotpp
D e s c r i p t i o n
l o E l k l o o o o n n o n n o m k m ( n
Y F
E x a m p l e
p l o t p p
P l o t p r i o r a n d / o r p o s t e r i o r d i s t r i b u t i o n s a n d / o r p o s t e r i o r m o d e
S y n t a x
[PrG,PoG,H] = grfun.plotpp(E,[],[],...)
[PrG,PoG,H] = grfun.plotpp(E,Est,[],...)
[PrG,PoG,H] = grfun.plotpp(E,[],Theta,...)
[PrG,PoG,H] = grfun.plotpp(E,[],Stats,...)
[PrG,PoG,H] = grfun.plotpp(E,Est,Theta,...)
[PrG,PoG,H] = grfun.plotpp(E,Est,Stats,...)
I n p u t a r g u m e n t s
E E i m o n n D estimateP 8 2
D o n o n n l o m
l o
P 1 7 6
k F
Est | m E y n model/estimate P 8 2 n o n Y Est l l
o l o m m o o m o F
Theta n m | m E e n o o m o o m l o
arwm P 1 6 9
F
Stats | m E y n o o m l o n o n
stats P 1 7 3 F
O u t p u t a r g u m e n t s
PrG E E n E o o n o l o o o n o
m F
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q n o n X plotpp
PoG E E n E o o n o l o o o o n o
m F
H E n l o o j l o plotppY
o l l o n ( l o o n l X
figureD
axesD
priorD
posterD
boundsD
initD
modeD
titleF
O p t i o n s
’caption=’ m | l l E E l l Y m D l o n l l
o m l l F
’describe=’ o 9 | | l E s n l n o m o n o n o o n D n l D
n m m o o m o n l Y ’auto’ m n o n l l
o n o n l ’plotPrior=’ F
’ksdensity=’ n m | m E x m o o n o n l l l l Y
m D l n m l l n n o n k n n o n l l F
’plotInit=’ true | false | l l E l o n l @ n l o n o n n o o
m o m m o n A l m F
’plotPrior=’ true | false | l l E l o o o n F
’plotMode=’ true | false | l l E l o m m o o m o l m Y
m o k n o m Est @ n n o o m Stats o ThetaA F
’plotPoster=’ true | false | l l E l o o o o n F
’plotBounds=’ true | false | l l E l o l o n G o o n l l n Y
falseD o n l l l o o n l n E l m F
’sigma=’ n m | Q E x m o o m m n o m o @ o
l A o l n o l l l o n l n n n o o o n F
’tight=’ true | false E w k F
’title=9 true | false | l l E h l l D n o o n o
l F
’xLims=’ | m E g o n o l E l m o o n o o F
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q n o n X vline
D e s c r i p t i o n
o o n o n o l l l l o n @ F F ’plotInit=’D ’plotPrior=’D
’plotMode=’D ’plotPoster=’D ’plotBounds=’D ’title=’A n o o n o o l l o n
l X
trueD
falseD
l l E o o n o o n o l n o l n Y l l
n o l o n n o n F
E x a m p l e
v l i n e
A d d v e r t i c a l l i n e w i t h t e x t c a p t i o n a t t h e s p e c i e d p o s i t i o n
S y n t a x
[Ln,Cp] = grfun.vline(Xpos,...)
[Ln,Cp] = grfun.vline(H,XPos,...)
I n p u t a r g u m e n t s
’XPos9 n m E r o z o n l o o n o o o o o n l l n o
l n l l n F
H n m E r n l o n o j @ A o o ( n o n l n
l l Y n o ( l n l l o n F
O u t p u t a r g u m e n t s
Ln n m E r n l o l n @ A l o @ l n o j A F
Cp n m E r n l o o n @ A @ o j A F
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q n o n X zeroline
O p t i o n s
’caption=’ E e n n o l n n F
’excludeFromLegend=’ true | false E i l l n o m l n F
’hPosition=’ ’center’ | ’left’ | ’right’ E r o z o n l o o n o o n F
’vPosition=’ ’bottom’ | ’middle’ | ’top’ | n m E l o o n o o n F
’timePosition=’ ’after’ | ’before’ | ’middle’ E l m n o l l n o n
m X n m l o ( o D m m l o @ n (
o n o o n A D o m m l @ n ( o n
n o n A F
D e s c r i p t i o n
E x a m p l e
z e r o l i n e
A d d z e r o l i n e i f Y - a x i s l i m i t s i n c l u d e z e r o
S y n t a x
Ln = zeroline(...)
Ln = zeroline(H,...)
I n p u t a r g u m e n t s
H n m E r n l o n o j @ A o o ( n o n l n
l l Y n o ( l n l l o n F
O u t p u t a r g u m e n t s
Ln n m E r n l o l n l o @ l n o j A F
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q n o n X zeroline
O p t i o n s
e n o o n l o n plot n o n F
D e s c r i p t i o n
E x a m p l e
z e r o l i n e
A d d v e r t i c a l l i n e w i t h t e x t c a p t i o n a t t h e s p e c i e d p o s i t i o n
S y n t a x
Ln = hline(YPos,...)
Ln = hline(H,YPos,...)
I n p u t a r g u m e n t s
’YPos9 n m E l o o n o o o o o n o z o n l l n o
l n l l n F
H n m E r n l o n o j @ A o o ( n o n
o z o n l l n l l Y n o ( l n l l o n F
O u t p u t a r g u m e n t s