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|
SUBROUTINE cmpchi(Xpxinv,Regidx,Lsvchi,Lsvlch,Lprchi,Lprhdr,
& Tbwdth,Lxreg)
IMPLICIT NONE
c-----------------------------------------------------------------------
c perform chi square tests for combinations of regression groups,
c such as change of regime regressors and length of month with
c trading day
c-----------------------------------------------------------------------
LOGICAL F,T
PARAMETER(F=.false.,T=.true.)
c-----------------------------------------------------------------------
INCLUDE 'notset.prm'
INCLUDE 'srslen.prm'
INCLUDE 'model.prm'
INCLUDE 'model.cmn'
INCLUDE 'picktd.cmn'
INCLUDE 'usrreg.cmn'
INCLUDE 'usrxrg.cmn'
INCLUDE 'error.cmn'
INCLUDE 'units.cmn'
c-----------------------------------------------------------------------
c replace dimension length for Xpxinv (BCM May 2007)
CHARACTER grpstr*(PGRPCR),rg0str*(PGRPCR),rg1str*(PGRPCR),
& rg2str*(PGRPCR)
DOUBLE PRECISION chi2vl,pv,Xpxinv
LOGICAL allusr,havlp,havlm,Lsvchi,Lprchi,Lprhdr,Lxreg,Lsvlch
INTEGER begcol,endcol,gtdall,gtdrg,gtdrg1,gtdrg2,gsearg,Regidx,
& info,igrp,ipos,nchr,nchr0,nchr1,nchr2,df,baselt,rtype,
& rgi2,icol,iusr,gutd,guhol,gusea,utype,udrest,Tbwdth,ud1st,
& udlast,guall,nuh1,nuh2,nuh3,nuh4,nuh5
DIMENSION gtdall(0:2),gtdrg(0:2),gtdrg1(0:2),gtdrg2(0:2),
& gsearg(0:2),rgi2(PB),Regidx(PB),Xpxinv(PXPX),gutd(0:2),
& guhol(0:2),gusea(0:2),guall(0:2)
c-----------------------------------------------------------------------
c Initialize counts for the pointer dictionaries
c-----------------------------------------------------------------------
DO icol=0,2
gtdall(icol)=0
gtdrg(icol)=0
gtdrg1(icol)=0
gtdrg2(icol)=0
gsearg(icol)=0
gutd(icol)=0
guhol(icol)=0
gusea(icol)=0
guall(icol)=0
END DO
udrest=0
ud1st=NOTSET
udlast=NOTSET
iusr=1
c-----------------------------------------------------------------------
c Create pointer dictionaries for different tests we wish to
c perform
c-----------------------------------------------------------------------
DO igrp=1,Ngrp
begcol=Grp(igrp-1)
endcol=Grp(igrp)-1
rtype=Rgvrtp(begcol)
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTUD.or.rtype.eq.PRGTUS.or.rtype.eq.PRGTUH.or.
& rtype.eq.PRGUH2.or.rtype.eq.PRGUH3.or.rtype.eq.PRGUH4.or.
& rtype.eq.PRGUH5.or.rtype.eq.PRGUAO.or.rtype.eq.PRGULS.or.
& rtype.eq.PRGUSO.or.rtype.eq.PRGUCN.or.rtype.eq.PRGUCY.or.
& rtype.eq.PRGUTD.or.rtype.eq.PRGULM.or.rtype.eq.PRGULQ.or.
& rtype.eq.PRGULY)THEN
IF(ud1st.eq.NOTSET)ud1st=begcol
IF(guall(0).eq.0)guall(1)=begcol
guall(0)=guall(0)+1
guall(2)=endcol
IF(Lxreg)THEN
utype=Usxtyp(begcol)
ELSE
utype=Usrtyp(begcol)
END IF
IF(utype.eq.PRGUTD.or.utype.eq.PRGULM.or.utype.eq.PRGULQ.or.
& utype.eq.PRGULY)THEN
IF(gtdall(0).eq.0)gtdall(1)=begcol
gtdall(0)=gtdall(0)+1
gtdall(2)=endcol
IF(utype.eq.PRGUTD)THEN
IF(gutd(0).eq.0)gutd(1)=begcol
gutd(0)=gutd(0)+1
gutd(2)=endcol
END IF
ELSE IF(utype.eq.PRGTUS)THEN
IF(gusea(0).eq.0)gusea(1)=begcol
gusea(0)=gusea(0)+1
gusea(2)=endcol
ELSE IF((utype.ge.PRGTUH.and.utype.le.PRGUH5))THEN
IF(guhol(0).eq.0)THEN
guhol(1)=begcol
guhol(0)=guhol(0)+1
ELSE
IF(.not.(utype.eq.udlast))guhol(0)=guhol(0)+1
END IF
guhol(2)=endcol
ELSE
udrest=udrest+1
END IF
iusr=iusr+1
IF(icol.lt.endcol)udlast=utype
END IF
c-----------------------------------------------------------------------
IF((rtype.eq.PRGTTD.or.rtype.eq.PRGTST.or.rtype.eq.PRRTTD.or.
& rtype.eq.PRRTST.or.rtype.eq.PRATTD.or.rtype.eq.PRATST.or.
& rtype.eq.PRG1TD.or.rtype.eq.PRR1TD.or.rtype.eq.PRA1TD.or.
& rtype.eq.PRG1ST.or.rtype.eq.PRR1ST.or.rtype.eq.PRA1ST).or.
& (rtype.eq.PRGTLM.or.rtype.eq.PRGTSL.or.rtype.eq.PRGTLQ.or.
& rtype.eq.PRGTLY.or.rtype.eq.PRRTLM.or.rtype.eq.PRRTSL.or.
& rtype.eq.PRRTLQ.or.rtype.eq.PRRTLY.or.rtype.eq.PRATLM.or.
& rtype.eq.PRATSL.or.rtype.eq.PRATLQ.or.rtype.eq.PRATLY))THEN
gtdall(0)=gtdall(0)+1
IF(gtdall(0).eq.1)gtdall(1)=begcol
gtdall(2)=endcol
END IF
IF((rtype.eq.PRGTTD.or.rtype.eq.PRGTST.or.rtype.eq.PRG1TD).or.
& (rtype.eq.PRGTLM.or.rtype.eq.PRGTSL.or.rtype.eq.PRGTLQ.or.
& rtype.eq.PRGTLY))THEN
gtdrg(0)=gtdrg(0)+1
IF(gtdrg(0).eq.1)gtdrg(1)=begcol
gtdrg(2)=endcol
CALL getstr(Grpttl,Grpptr,Ngrp,igrp,rg0str,nchr0)
IF(Lfatal)RETURN
END IF
IF((rtype.eq.PRRTTD.or.rtype.eq.PRRTST.or.rtype.eq.PRR1TD).or.
& (rtype.eq.PRRTLM.or.rtype.eq.PRRTSL.or.rtype.eq.PRRTLQ.or.
& rtype.eq.PRRTLY))THEN
gtdrg1(0)=gtdrg1(0)+1
IF(gtdrg1(0).eq.1)gtdrg1(1)=begcol
gtdrg1(2)=endcol
CALL getstr(Grpttl,Grpptr,Ngrp,igrp,rg1str,nchr1)
IF(Lfatal)RETURN
END IF
IF((rtype.eq.PRATTD.or.rtype.eq.PRATST.or.rtype.eq.PRA1TD).or.
& (rtype.eq.PRATLM.or.rtype.eq.PRATSL.or.rtype.eq.PRATLQ.or.
& rtype.eq.PRATLY))THEN
gtdrg2(0)=gtdrg2(0)+1
IF(gtdrg2(0).eq.1)gtdrg2(1)=begcol
gtdrg2(2)=endcol
CALL getstr(Grpttl,Grpptr,Ngrp,igrp,rg2str,nchr2)
IF(Lfatal)RETURN
END IF
IF(rtype.eq.PRRTTS.or.rtype.eq.PRRTSE.or.rtype.eq.PRATTS.or.
& rtype.eq.PRATSE.or.rtype.eq.PRGTTS.or.rtype.eq.PRGTSE)THEN
gsearg(0)=gsearg(0)+1
IF(gsearg(0).eq.1)gsearg(1)=begcol
gsearg(2)=endcol
END IF
END DO
c-----------------------------------------------------------------------
c Generate combined Chi-Square test for user defined holiday
c regressors.
c-----------------------------------------------------------------------
IF((guhol(2)-guhol(1)).gt.0.and.(guhol(0).lt.guall(0)))THEN
CALL setint(NOTSET,Nb,rgi2)
df=guhol(2)-guhol(1)+1
baselt=regidx(guhol(1))
nuh1=0
nuh2=0
nuh3=0
nuh4=0
nuh5=0
DO icol=guhol(1),guhol(2)
iusr=icol-ud1st+1
IF(Lxreg)THEN
utype=Usxtyp(iusr)
ELSE
utype=Usrtyp(iusr)
END IF
IF((utype.ge.PRGTUH.and.utype.le.PRGUH5))THEN
rgi2(icol)=Regidx(icol)
IF(regidx(icol).eq.NOTSET)THEN
df=df-1
ELSE IF(baselt.eq.NOTSET)THEN
baselt=rgi2(icol)
END IF
IF(utype.eq.PRGTUH.and.nuh1.eq.0)nuh1=nuh1+1
IF(utype.eq.PRGUH2.and.nuh2.eq.0)nuh2=nuh2+1
IF(utype.eq.PRGUH3.and.nuh3.eq.0)nuh3=nuh3+1
IF(utype.eq.PRGUH4.and.nuh4.eq.0)nuh4=nuh4+1
IF(utype.eq.PRGUH5.and.nuh5.eq.0)nuh5=nuh5+1
ELSE
df=df-1
END IF
END DO
IF((nuh1+nuh2+nuh3+nuh4+nuh5).gt.1)THEN
CALL chitst(Xpxinv,guhol(1),guhol(2),chi2vl,pv,rgi2,
& guhol(0).lt.2,info)
c-----------------------------------------------------------------------
c Print out and/or save chi square statistic
c-----------------------------------------------------------------------
nchr=35
grpstr(1:nchr)='All User-defined Holiday Regressors'
CALL savchi(Lsvchi,F,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,CNOTST,'chi$')
IF(Lprchi)THEN
CALL prtchi(Mt1,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,'Regressors')
IF(Lprhdr)Lprhdr=F
END IF
END IF
END IF
c-----------------------------------------------------------------------
IF(gtdrg(0).ge.2.and.gtdrg(2).lt.gtdall(2))THEN
CALL setint(NOTSET,Nb,rgi2)
havlp=F
havlm=F
df=gtdrg(2)-gtdrg(1)+1
baselt=regidx(gtdrg(1))
DO icol=gtdrg(1),gtdrg(2)
rtype=Rgvrtp(icol)
IF((rtype.eq.PRGTTD.or.rtype.eq.PRGTST.or.rtype.eq.PRG1TD.or.
& rtype.eq.PRG1ST).or.
& (rtype.eq.PRGTLM.or.rtype.eq.PRGTSL.or.rtype.eq.PRGTLQ.or.
& rtype.eq.PRGTLY))THEN
rgi2(icol)=Regidx(icol)
IF(regidx(icol).eq.NOTSET)THEN
df=df-1
ELSE IF(baselt.eq.NOTSET)THEN
baselt=rgi2(icol)
END IF
ELSE
df=df-1
END IF
IF(rtype.eq.PRGTLY)havlp=T
IF(rtype.eq.PRGTLM.or.rtype.eq.PRGTSL.or.rtype.eq.PRGTLQ)havlm=T
END DO
CALL chitst(Xpxinv,gtdrg(1),gtdrg(2),chi2vl,pv,rgi2,F,info)
c-----------------------------------------------------------------------
c Print out and/or save chi square statistic
c-----------------------------------------------------------------------
nchr=13
grpstr(1:nchr)='Trading Day '
IF(havlp)THEN
grpstr(nchr+1:nchr+12)='+ Leap Year '
nchr=nchr+12
ELSE IF(havlm)THEN
IF(Sp.eq.4)THEN
grpstr(nchr+1:nchr+20)='+ Length of Quarter '
nchr=nchr+20
ELSE
grpstr(nchr+1:nchr+18)='+ Length of Month '
nchr=nchr+18
END IF
END IF
ipos=index(rg0str(1:nchr0),'(')
grpstr(nchr+1:(nchr+nchr0-ipos+1))=rg0str(ipos:nchr0)
nchr=nchr+nchr0-ipos+1
CALL savchi(Lsvchi,F,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,CNOTST,'chi$')
IF(Lprchi)THEN
CALL prtchi(Mt1,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,chi2vl,
& pv,'Regressors')
IF(Lprhdr)Lprhdr=F
END IF
END IF
c-----------------------------------------------------------------------
c Generate combined Chi-Square test for trading day and lom
c change of regime regressors
c-----------------------------------------------------------------------
IF(gtdrg1(0).ge.2.and.(.not.(gtdrg1(1).eq.gtdall(1).and.
& gtdrg1(2).eq.gtdall(2))))THEN
CALL setint(NOTSET,Nb,rgi2)
havlp=F
havlm=F
df=gtdrg1(2)-gtdrg1(1)+1
baselt=regidx(gtdrg1(1))
DO icol=gtdrg1(1),gtdrg1(2)
rtype=Rgvrtp(icol)
IF((rtype.eq.PRRTTD.or.rtype.eq.PRRTST.or.rtype.eq.PRR1TD.or.
& rtype.eq.PRR1ST).or.
& (rtype.eq.PRRTLM.or.rtype.eq.PRRTSL.or.rtype.eq.PRRTLQ.or.
& rtype.eq.PRRTLY).or.(Fulltd.and.
& (rtype.eq.PRGTTD.or.rtype.eq.PRGTST.or.rtype.eq.PRG1TD.or.
& rtype.eq.PRG1ST).or.
& (rtype.eq.PRGTLM.or.rtype.eq.PRGTSL.or.rtype.eq.PRGTLQ.or.
& rtype.eq.PRGTLY)))THEN
rgi2(icol)=Regidx(icol)
IF(regidx(icol).eq.NOTSET)THEN
df=df-1
ELSE IF(baselt.eq.NOTSET)THEN
baselt=rgi2(icol)
END IF
ELSE
df=df-1
END IF
IF(rtype.eq.PRRTLY)THEN
havlp=T
ELSE IF(rtype.eq.PRRTLM.or.rtype.eq.PRRTSL.or.rtype.eq.PRRTLQ
& .or.(Fulltd.and.(rtype.eq.PRGTLM.or.rtype.eq.PRGTSL.or.
& rtype.eq.PRGTLQ.or.rtype.eq.PRGTLY)))THEN
havlm=T
END IF
END DO
CALL chitst(Xpxinv,gtdrg1(1),gtdrg1(2),chi2vl,pv,rgi2,F,info)
c-----------------------------------------------------------------------
c Print out and/or save chi square statistic
c-----------------------------------------------------------------------
nchr=13
grpstr(1:nchr)='Trading Day '
IF(havlp)THEN
grpstr(nchr+1:nchr+12)='+ Leap Year '
nchr=nchr+12
ELSE IF(havlm)THEN
IF(Sp.eq.4)THEN
grpstr(nchr+1:nchr+20)='+ Length of Quarter '
nchr=nchr+20
ELSE
grpstr(nchr+1:nchr+18)='+ Length of Month '
nchr=nchr+18
END IF
END IF
ipos=index(rg1str(1:nchr1),'(')
grpstr(nchr+1:(nchr+nchr1-ipos+1))=rg1str(ipos:nchr1)
nchr=nchr+nchr1-ipos+1
CALL savchi(Lsvchi,F,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,CNOTST,'chi$')
IF(Lprchi)THEN
CALL prtchi(Mt1,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,chi2vl,
& pv,'Regressors')
IF(Lprhdr)Lprhdr=F
END IF
END IF
c-----------------------------------------------------------------------
IF(gtdrg2(0).ge.2.and.(.not.(gtdrg2(1).eq.gtdall(1).and.
& gtdrg2(2).eq.gtdall(2))))THEN
CALL setint(NOTSET,Nb,rgi2)
havlp=F
havlm=F
df=gtdrg2(2)-gtdrg2(1)+1
baselt=regidx(gtdrg2(1))
DO icol=gtdrg2(1),gtdrg2(2)
rtype=Rgvrtp(icol)
IF((rtype.eq.PRATTD.or.rtype.eq.PRATST.or.rtype.eq.PRA1TD).or.
& (rtype.eq.PRATLM.or.rtype.eq.PRATSL.or.rtype.eq.PRATLQ.or.
& rtype.eq.PRATLY))THEN
rgi2(icol)=Regidx(icol)
IF(regidx(icol).eq.NOTSET)THEN
df=df-1
ELSE IF(baselt.eq.NOTSET)THEN
baselt=rgi2(icol)
END IF
ELSE
df=df-1
END IF
IF(rtype.eq.PRATLY)THEN
havlp=T
ELSE IF(rtype.eq.PRATLM.or.rtype.eq.PRATSL.or.rtype.eq.PRATLQ)
& THEN
havlm=T
END IF
END DO
CALL chitst(Xpxinv,gtdrg2(1),gtdrg2(2),chi2vl,pv,rgi2,F,info)
c-----------------------------------------------------------------------
c Print out and/or save chi square statistic
c-----------------------------------------------------------------------
nchr=13
grpstr(1:nchr)='Trading Day '
IF(havlp)THEN
grpstr(nchr+1:nchr+12)='+ Leap Year '
nchr=nchr+12
ELSE IF(havlm)THEN
IF(Sp.eq.4)THEN
grpstr(nchr+1:nchr+20)='+ Length of Quarter '
nchr=nchr+20
ELSE
grpstr(nchr+1:nchr+18)='+ Length of Month '
nchr=nchr+18
END IF
END IF
ipos=index(rg2str(1:nchr2),'(')
grpstr(nchr+1:(nchr+nchr2-ipos+1))=rg2str(ipos:nchr2)
nchr=nchr+nchr2-ipos+1
CALL savchi(Lsvchi,F,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,CNOTST,'chi$')
IF(Lprchi)THEN
CALL prtchi(Mt1,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,chi2vl,
& pv,'Regressors')
IF(Lprhdr)Lprhdr=F
END IF
END IF
c-----------------------------------------------------------------------
c Generate combined Chi-Square test for user defined trading day
c regressors.
c-----------------------------------------------------------------------
IF(ud1st.eq.NOTSET)THEN
IF((gutd(2)-gutd(1)).gt.0)THEN
CALL setint(NOTSET,Nb,rgi2)
havlp=F
havlm=F
df=gutd(2)-gutd(1)+1
baselt=regidx(gutd(1))
DO icol=gutd(1),gutd(2)
iusr=icol-ud1st+1
IF(Lxreg)THEN
utype=Usxtyp(iusr)
ELSE
utype=Usrtyp(iusr)
END IF
IF(utype.eq.PRGUTD)THEN
rgi2(icol)=Regidx(icol)
IF(regidx(icol).eq.NOTSET)THEN
df=df-1
ELSE IF(baselt.eq.NOTSET)THEN
baselt=rgi2(icol)
END IF
ELSE
df=df-1
END IF
END DO
CALL chitst(Xpxinv,gutd(1),gutd(2),chi2vl,pv,rgi2,gutd(0).lt.2,
& info)
c-----------------------------------------------------------------------
c Print out and/or save chi square statistic
c-----------------------------------------------------------------------
nchr=25
grpstr(1:nchr)='User-defined Trading Day '
grpstr(nchr+1:nchr+10)='Regressors'
nchr=nchr+10
CALL savchi(Lsvchi,F,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,CNOTST,'chi$')
IF(Lprchi)THEN
CALL prtchi(Mt1,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,'Regressors')
IF(Lprhdr)Lprhdr=F
END IF
END IF
END IF
c-----------------------------------------------------------------------
c Generate combined Chi-Square test for trading day and lom
c regressors
c-----------------------------------------------------------------------
IF(gtdall(0).ge.2)THEN
CALL setint(NOTSET,Nb,rgi2)
havlp=F
havlm=F
allusr=T
df=gtdall(2)-gtdall(1)+1
baselt=regidx(gtdall(1))
DO icol=gtdall(1),gtdall(2)
rtype=Rgvrtp(icol)
IF((rtype.eq.PRGTTD.or.rtype.eq.PRGTST.or.rtype.eq.PRRTTD.or.
& rtype.eq.PRRTST.or.rtype.eq.PRATTD.or.rtype.eq.PRATST.or.
& rtype.eq.PRG1TD.or.rtype.eq.PRR1TD.or.rtype.eq.PRA1TD.or.
& rtype.eq.PRG1ST.or.rtype.eq.PRR1ST.or.rtype.eq.PRA1ST).or.
& (rtype.eq.PRGTLM.or.rtype.eq.PRGTSL.or.rtype.eq.PRGTLQ.or.
& rtype.eq.PRGTLY.or.rtype.eq.PRRTLM.or.rtype.eq.PRRTSL.or.
& rtype.eq.PRRTLQ.or.rtype.eq.PRRTLY.or.rtype.eq.PRATLM.or.
& rtype.eq.PRATSL.or.rtype.eq.PRATLQ.or.rtype.eq.PRATLY.or.
& rtype.eq.PRGUTD.or.rtype.eq.PRGULM.or.rtype.eq.PRGULQ.or.
& rtype.eq.PRGULY))THEN
rgi2(icol)=Regidx(icol)
IF(regidx(icol).eq.NOTSET)THEN
df=df-1
ELSE IF(baselt.eq.NOTSET)THEN
baselt=rgi2(icol)
END IF
IF(.not.(rtype.eq.PRGUTD.or.rtype.eq.PRGULM.or.rtype.eq.PRGULQ
& .or.rtype.eq.PRGULY))allusr=F
ELSE
df=df-1
END IF
IF(rtype.eq.PRGTLY.or.rtype.eq.PRRTLY.or.rtype.eq.PRATLY.or.
& rtype.eq.PRGULY)THEN
havlp=T
ELSE IF(rtype.eq.PRGTLM.or.rtype.eq.PRGTSL.or.rtype.eq.PRGTLQ
& .or.rtype.eq.PRRTLM.or.rtype.eq.PRRTSL.or.rtype.eq.PRRTLQ
& .or.rtype.eq.PRATLM.or.rtype.eq.PRATSL.or.rtype.eq.PRATLQ
& .or.rtype.eq.PRGULM.or.rtype.eq.PRGULQ)
& THEN
havlm=T
END IF
END DO
CALL chitst(Xpxinv,gtdall(1),gtdall(2),chi2vl,pv,rgi2,F,info)
c-----------------------------------------------------------------------
c Print out and/or save chi square statistic
c-----------------------------------------------------------------------
nchr=9
grpstr(1:nchr)='Combined '
IF(allusr)THEN
grpstr(nchr+1:nchr+14)='User-Defined '
nchr=nchr+14
END IF
grpstr(nchr+1:nchr+12)='Trading Day '
nchr=nchr+12
IF(havlp)THEN
grpstr(nchr+1:nchr+14)='and Leap Year '
nchr=nchr+14
ELSE IF(havlm)THEN
IF(Sp.eq.4)THEN
grpstr(nchr+1:nchr+22)='and Length of Quarter '
nchr=nchr+22
ELSE
grpstr(nchr+1:nchr+20)='and Length of Month '
nchr=nchr+20
END IF
END IF
grpstr(nchr+1:nchr+10)='Regressors'
nchr=nchr+10
CALL savchi(Lsvchi,F,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,CNOTST,'chi$')
IF(Lprchi)THEN
CALL prtchi(Mt1,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,chi2vl,
& pv,'Regressors')
IF(Lprhdr)Lprhdr=F
END IF
END IF
c-----------------------------------------------------------------------
c Generate combined Chi-Square test for seasonal regressors
c-----------------------------------------------------------------------
IF(gsearg(0).ge.2)THEN
CALL setint(NOTSET,Nb,rgi2)
havlp=F
havlm=F
df=gsearg(2)-gsearg(1)+1
baselt=regidx(gsearg(1))
DO icol=gsearg(1),gsearg(2)
rtype=Rgvrtp(icol)
IF(rtype.eq.PRRTTS.or.rtype.eq.PRRTSE.or.rtype.eq.PRATTS.or.
& rtype.eq.PRATSE.or.rtype.eq.PRGTTS.or.rtype.eq.PRGTSE)THEN
rgi2(icol)=Regidx(icol)
IF(regidx(icol).eq.NOTSET)THEN
df=df-1
ELSE IF(baselt.eq.NOTSET)THEN
baselt=rgi2(icol)
END IF
ELSE
df=df-1
END IF
END DO
CALL chitst(Xpxinv,gsearg(1),gsearg(2),chi2vl,pv,rgi2,F,info)
c-----------------------------------------------------------------------
c Print out and/or save chi square statistic
c-----------------------------------------------------------------------
nchr=9
grpstr(1:nchr)='Combined '
rtype=Rgvrtp(gsearg(1))
IF(rtype.eq.PRRTTS.or.rtype.eq.PRATTS)THEN
grpstr(nchr+1:nchr+14)='Trigonometric '
nchr=nchr+14
END IF
grpstr(nchr+1:nchr+19)='Seasonal Regressors'
nchr=nchr+19
CALL savchi(Lsvchi,F,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,CNOTST,'chi$')
IF(Lprchi)THEN
CALL prtchi(Mt1,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,chi2vl,
& pv,'Regressors')
IF(Lprhdr)Lprhdr=F
END IF
END IF
c-----------------------------------------------------------------------
c Generate combined Chi-Square test for user defined seasonal
c regressors.
c-----------------------------------------------------------------------
c IF((gusea(2)-gusea(1)).gt.0)THEN
c CALL setint(NOTSET,Nb,rgi2)
c df=gusea(2)-gusea(1)+1
c baselt=regidx(gusea(1))
c DO icol=gusea(1),gusea(2)
c iusr=icol-ud1st+1
c IF(Lxreg)THEN
c utype=Usxtyp(iusr)
c ELSE
c utype=Usrtyp(iusr)
c END IF
c IF(utype.eq.PRGTUS)THEN
c rgi2(icol)=Regidx(icol)
c IF(regidx(icol).eq.NOTSET)THEN
c df=df-1
c ELSE IF(baselt.eq.NOTSET)THEN
c baselt=rgi2(icol)
c END IF
c ELSE
c df=df-1
c END IF
c END DO
c CALL chitst(Xpxinv,gusea(1),gusea(2),chi2vl,pv,rgi2,
c & gusea(0).lt.2,info)
c-----------------------------------------------------------------------
c Print out and/or save chi square statistic
c-----------------------------------------------------------------------
c nchr=32
c grpstr(1:nchr)='User-defined Seasonal Regressors'
c CALL savchi(Lsvchi,F,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
c & chi2vl,pv,CNOTST,'chi$')
c IF(Lprchi)THEN
c CALL prtchi(Mt1,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
c & chi2vl,pv,'Regressors')
c IF(Lprhdr)Lprhdr=F
c END IF
c END IF
c-----------------------------------------------------------------------
c Generate combined Chi-Square test for user defined regressors
c if there are more than one type of user defined regressor defined
c or if there are no special types of user defined regressors
c defined.
c-----------------------------------------------------------------------
IF((guall(0).eq.1.and.((guall(2)-guall(1)+1).gt.udrest)).or.
& guall(0).gt.1)THEN
CALL setint(NOTSET,Nb,rgi2)
df=guall(2)-guall(1)+1
baselt=regidx(guall(1))
DO icol=guall(1),guall(2)
rgi2(icol)=Regidx(icol)
IF(regidx(icol).eq.NOTSET)THEN
df=df-1
ELSE IF(baselt.eq.NOTSET)THEN
baselt=rgi2(icol)
END IF
END DO
CALL chitst(Xpxinv,guall(1),guall(2),chi2vl,pv,rgi2,
& guall(0).lt.2,info)
c-----------------------------------------------------------------------
c Print out and/or save chi square statistic
c-----------------------------------------------------------------------
IF(guall(0).eq.1)THEN
nchr=23
grpstr(1:nchr)='User-defined Regressors'
ELSE
nchr=27
grpstr(1:nchr)='All User-defined Regressors'
END IF
CALL savchi(Lsvchi,F,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,
& chi2vl,pv,CNOTST,'chi$')
IF(Lprchi)THEN
CALL prtchi(Mt1,Lprhdr,Tbwdth,baselt,grpstr,nchr,info,df,chi2vl,
& pv,'Regressors')
IF(Lprhdr)Lprhdr=F
END IF
END IF
c-----------------------------------------------------------------------
* 1010 FORMAT('chi$',a,': ',i4,2(1x,e22.15))
* 1020 FORMAT(' ',a,t41,'All coefficients fixed')
* 1030 FORMAT(' ',a,/,t35,i4,f16.2,f13.2)
* 1040 FORMAT(' ',a,t35,i4,f16.2,f13.2)
* 1050 FORMAT(' ',a,t52,'Not tested')
RETURN
END
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