static void maybe_fix_daily_start (long *ed, int pd)
{
int wday = weekday_from_epoch_day(*ed);
int fix = 0;
if (wday == 0) {
/* 5- or 6-day data: sunday not valid */
fix = 1;
} else if (wday == 6 && pd == 5) {
/* 5-day data: saturday not valid */
fix = 2;
}
if (fix) {
char *fixed, *msg;
*ed += fix;
fixed = ymd_extended_from_epoch_day(*ed, NULL);
msg = gretl_strdup_printf("the starting date was corrected to Monday %s",
fixed);
gretl_warnmsg_set(msg);
free(msg);
free(fixed);
}
}
DATASET *midas_aux_dataset (const int *list,
const DATASET *dset,
int *err)
{
DATASET *mset = NULL;
gretlopt opt = 0;
int mpd, pd = dset->pd;
int T, m = list[0];
int yr, mon;
int daily = 0;
if (m < 3 || gretl_list_has_separator(list)) {
*err = E_INVARG;
} else if (!dataset_is_time_series(dset)) {
*err = E_INVARG;
} else if (pd != 1 && pd != 4 && pd != 12) {
/* host dataset should be annual, quarterly or monthly */
*err = E_PDWRONG;
}
if (*err) {
return NULL;
}
if (pd == 1) {
/* annual: midas series should be quarterly or monthly */
if (m != 4 && m != 12) {
*err = E_INVARG;
} else {
mpd = m;
}
} else if (pd == 4) {
/* quarterly: midas series should be monthly or daily */
if (m == 3) {
mpd = 12;
} else if (m == midas_days_per_period(5, 4)) {
mpd = 5;
} else if (m == midas_days_per_period(6, 4)) {
mpd = 6;
} else if (m == midas_days_per_period(7, 4)) {
mpd = 7;
} else {
*err = E_INVARG;
}
} else {
/* monthly: midas series should be daily */
if (m == midas_days_per_period(5, 12)) {
mpd = 5;
} else if (m == midas_days_per_period(6, 12)) {
mpd = 6;
} else if (m == midas_days_per_period(7, 12)) {
mpd = 7;
} else {
*err = E_INVARG;
}
}
if (*err) {
return NULL;
}
if (!gretl_is_midas_list(list, dset)) {
gretl_warnmsg_set("The argument does not seem to be a MIDAS list");
}
T = sample_size(dset) * m;
if (mpd >= 5 && mpd <= 7) {
/* we'll add markers for daily dates */
daily = 1;
opt = OPT_M;
}
mset = create_auxiliary_dataset(1, T, opt);
if (mset == NULL) {
*err = E_ALLOC;
}
if (!*err) {
char *p, obs[OBSLEN];
int nonex, qtr = 0;
int i, t, s, m3 = 0;
mset->pd = mpd;
mset->structure = TIME_SERIES;
strcpy(mset->varname[0], dset->varname[list[1]]);
p = strrchr(mset->varname[0], '_');
if (p != NULL) *p = '\0';
ntodate(obs, dset->t1, dset);
if (mpd == 4) {
sprintf(mset->stobs, "%d:1", atoi(obs));
} else if (mpd == 12) {
sprintf(mset->stobs, "%d:01", atoi(obs));
}
if (daily && pd == 4) {
m3 = m / 3;
}
/* loop across observations in low-frequency dataset */
s = 0;
for (t=dset->t1; t<=dset->t2; t++) {
if (daily) {
ntodate(obs, t, dset);
sscanf(obs, "%d:%d", &yr, &mon);
if (pd == 4) {
qtr = mon;
}
}
/* read data right-to-left! */
for (i=m; i>0; i--) {
int vi = list[i];
if (daily) {
if (pd == 4) {
mon = quarter_to_month(qtr, m, m-i+1);
nonex = daily_index_to_date(mset->S[s], yr, mon,
(m-i) % m3, mpd);
} else {
nonex = daily_index_to_date(mset->S[s], yr, mon,
m-i, mpd);
}
if (nonex) {
/* skip any non-existent daily dates */
mset->t2 -= 1;
} else {
mset->Z[0][s++] = dset->Z[vi][t];
}
} else {
mset->Z[0][s++] = dset->Z[vi][t];
}
}
}
if (daily) {
strcpy(mset->stobs, mset->S[0]);
strcpy(mset->endobs, mset->S[mset->t2]);
mset->markers = DAILY_DATE_STRINGS;
}
mset->sd0 = get_date_x(mset->pd, mset->stobs);
if (!daily) {
ntodate(mset->endobs, mset->t2, mset);
}
}
return mset;
}
