growthrate3.m (635B)
1 function [gr,se]=growthrate3(x,yrs); 2 3 % growthrate3.m -- Slope on time trends 4 % 5 % yrs=[1 10; 6 % 1 5; 7 % 6 10]; 8 % 9 % x=TxN vector ==> compute the average growth rate of x over the yrs periods. 10 % 11 % se is the standard error of the growth rate 12 13 gr=zeros(size(yrs,1),size(x,2)); 14 se=gr; 15 for i=1:size(yrs,1); 16 y=x(yrs(i,1):yrs(i,2)); 17 [gg,ss]=lsgrowth(y); 18 gr(i)=gg; 19 se(i)=ss; 20 end; 21 22 function [g,gse] = lsgrowth(y); 23 24 y=log(y); 25 T=length(y); 26 x=[ones(T,1) (1:T)']; 27 K=2; 28 xxinv = inv(x'*x); 29 beta = xxinv*x'*y; 30 u = y-x*beta; 31 sigma2=u'*u/(T-K); 32 stdest=sqrt(sigma2); 33 vcv =sigma2*xxinv; 34 se =sqrt(diag(vcv)); 35 g=beta(2); 36 gse=se(2);