function [yactyrge,yactyre,yactqmyge,yactqmge,yactqme] = fn_datana(xdatae,q_m,vlistlog,vlistper,Byrqm,Eyrqm) % [yactyrge,yactyre,yactqmyge,yactqmge,yactqme] = fn_datana(Byrqm,Eyrqm,xdatae,q_m,vlistlog,vlistper) % % Generate prior period, period-to-period-in-last-year, and annual growth rates % For annual rates, works for both calendar and any annual years, depending on Byrqm and Eyrqm % If monthly data, we haven't got time to get quarterly growth rates yet. % % xdatae: all data (logged levels or interest rates/100, some of which may be NaN) with the first % 2 columns indicating years and periods. % q_m: quarter or month period % vlistlog: sublist for logged variables % vlistper: sublists for percent variables % Byrqm: [year quarter(month)]: beginning year and period. If Byqm(2)~=1, we don't get % calendar annual rates. In other words, the first column of yactyge (which % indicates years) does not mean calendar years. Byqm(2) must be specified; in other % words, it must be not set to 0 as in, say, fn_dataext. % Eyrqm: [year period]: end year and period. Eyqm(2) must be specified; in other words, it % must be not set to 0 as in, say, fn_dataext. % NOTE: if no inputs Byrqm and Eyrqm are specified, all growth rates begin at xdatae(1,1:2). %---------- % yactyrge: annual growth rates with dates in the first 2 columns. % yactyre: annual average logged level with dates in the 1st 2 columns. % yactqmyge: period-to-period-in-last-year annual growth rates with dates in the first 2 columns. % yactqmge: prior-period annualized growth rates with dates in the first 2 columns. % yactqme: data (logged levels or interest rates/100) with dates in the first 2 columns. % Same as xdatae but with Brow:Erow. % % Tao Zha, April 2000. if size(xdatae,1)<2*q_m error('We need at least two years of xdatae to get annual rates. Check xdatae!!') end if nargin==4 Brow=1; Erow=length(xdatae(:,1)); nyr = floor((Erow-Brow+1)/q_m); yrsg = [xdatae(q_m+1,1):xdatae(q_m+1,1)+nyr-2]'; % for annual growth later on else if Byrqm(2)<1 | Eyrqm(2)<1 error('This function requires specifying both years and months (quarters) in Byrqm and Eyrqm') end Brow = min(find(xdatae(:,1)==Byrqm(1))); if isempty(Brow) error('Byrqm is outside the date range of xdatae(:,1:2)!') end nadt=Byrqm(2)-xdatae(Brow,2); if nadt<0 error('Byrqm is outside the date range indicated by xdatae(:,1:2)!') end Brow=Brow+nadt; % Erow = min(find(xdatae(:,1)==Eyrqm(1))); if isempty(Brow) error('Eyrqm is outside the date range of xdatae(:,1:2)!') end nadt2=Eyrqm(2)-xdatae(Erow,2); if nadt<0 error('Eyrqm is outside the date range indicated by xdatae(:,1:2)!') end Erow=Erow+nadt2; nyr = floor((Erow-Brow+1)/q_m); yrsg = [Byrqm(1)+1:Byrqm(1)+nyr-1]'; % for annual growth later on, which will % start at Byrqm(1) instead of Byrqm(1)+1 end % yactqme = xdatae(Brow:Erow,:); % with dates yactqm = yactqme(:,3:end); % only data %======== prior period change (annaluized rate) yactqmg = yactqm(2:end,:); % start at second period to get growth rate yactqmg(:,vlistlog) = (yactqm(2:end,vlistlog) - yactqm(1:end-1,vlistlog)) .* q_m; % monthly, 12*log(1+growth rate), annualized growth rate yactqmg(:,vlistlog) = 100*(exp(yactqmg(:,vlistlog))-1); yactqmg(:,vlistper) = 100*yactqmg(:,vlistper); yactqmge = [yactqme(2:end,1:2) yactqmg]; %======== change from the last year yactqmyg = yactqm(q_m+1:end,:); % start at the last-year period to get growth rate yactqmyg(:,vlistlog) = (yactqm(q_m+1:end,vlistlog) - yactqm(1:end-q_m,vlistlog)); yactqmyg(:,vlistlog) = 100*(exp(yactqmyg(:,vlistlog))-1); yactqmyg(:,vlistper) = 100*yactqmyg(:,vlistper); yactqmyge = [yactqme(q_m+1:end,1:2) yactqmyg]; %======== annual growth rates nvar = length(xdatae(1,3:end)); ygmts = yactqm(1:nyr*q_m,:); % converted to the multiplication of q_m ygmts1 = reshape(ygmts,q_m,nyr,nvar); ygmts2 = sum(ygmts1,1) ./ q_m; ygmts3 = reshape(ygmts2,nyr,nvar); % converted to annual average series % yactyrg = ygmts3(2:end,:); % start at the last-year period to get growth rate yactyrg(:,vlistlog) = ygmts3(2:end,vlistlog) - ygmts3(1:end-1,vlistlog); % annual rate: log(1+growth rate) yactyrg(:,vlistlog) = 100*(exp(yactyrg(:,vlistlog))-1); yactyrg(:,vlistper) = 100*yactyrg(:,vlistper); yactyrge = [yrsg zeros(nyr-1,1) yactyrg]; yrsg1=[yrsg(1)-1:yrsg(end)]'; yactyre = [yrsg1 zeros(nyr,1) ygmts3];