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|
C Last change: BCM 15 Apr 2005 12:12 pm
**==easter.f processed by SPAG 4.03F at 09:45 on 3 Oct 1994
SUBROUTINE easter(Yhat,Khol,Kkhol,Kh2,Llda,Ihol,Nfcst)
IMPLICIT NONE
c-----------------------------------------------------------------------
INCLUDE 'srslen.prm'
INCLUDE 'xeastr.cmn'
c-----------------------------------------------------------------------
DOUBLE PRECISION TWOHND,TEN,TWO,ZERO,TWNTY4,ONE,SVNTN,ELEVEN,FOUR,
& ONEHND,TWNTY1,FOURTN,TWNTY5,SEVEN
PARAMETER(TWOHND=200D0,TEN=10D0,TWO=2D0,ZERO=0D0,TWNTY4=24D0,
& ONE=1D0,SVNTN=17D0,ELEVEN=11D0,FOUR=4D0,TWNTY1=21D0,
& FOURTN=14D0,ONEHND=100D0,TWNTY5=25D0,SEVEN=7D0)
c-----------------------------------------------------------------------
DOUBLE PRECISION dif,dif1,dif2,sd28,sd915,sda,sdm,sum0,sum1,sum2,
& suma,suma1,suma1e,suma2,suma2e,sumae,sumd1,sumd2
DOUBLE PRECISION sumd3,summ,summe,var28,var915,vara,varm,yl1,yl2,
& smfac,mfac,mfreq,Yhat
INTEGER i,Ihol,Kh2,Khol,Kkhol,kk,ll,Llda,mm,nsuaa,nsuaa1,nsuaa2,
& nsum,nsum1,nsum2,nsuma,nsuma1,nsuma2,Nfcst
DIMENSION Yhat(PLEN),mfac(0:34),mfreq(0:34)
c-----------------------------------------------------------------------
DATA(mfreq(i),i=0,34)/
& 0.0100D0,0.0150D0,0.0050D0,0.0175D0,0.0300D0,0.0325D0,0.0250D0,
& 0.0300D0,0.0300D0,0.0400D0,0.0375D0,0.0350D0,0.0250D0,0.0275D0,
& 0.0425D0,0.0425D0,0.0275D0,0.0300D0,0.0225D0,0.0400D0,0.0425D0,
& 0.0325D0,0.0300D0,0.0350D0,0.0300D0,0.0425D0,0.0375D0,0.0350D0,
& 0.0300D0,0.0250D0,0.0350D0,0.0300D0,0.0100D0,0.0100D0,0.0100D0/
c-----------------------------------------------------------------------
ll=Llda
IF(Lgenx)THEN
CALL chkeas(Khol,Llda)
IF((Ieast(1)*Ieast(2)*Ieast(3)*Ieast(4)).eq.0)THEN
Ihol=0
RETURN
END IF
END IF
mm=ll+Nfcst
c kk = Khol - 12
kk=Kkhol
c-----------------------------------------------------------------------
C---- INVERT APRIL
c-----------------------------------------------------------------------
DO i=Khol,ll-1,12
Yhol(i+1)=TWOHND-Yhol(i+1)
END DO
c-----------------------------------------------------------------------
C---- CALCULATE AVERAGES OF IRREGULARS BEFORE APRIL 2
c-----------------------------------------------------------------------
summ=ZERO
sum0=ZERO
DO i=Khol,ll,12
IF(Xhol(i).le.TEN)THEN
summ=summ+Yhol(i)
sum0=sum0+ONE
IF(i.lt.ll)THEN
summ=summ+Yhol(i+1)
sum0=sum0+ONE
END IF
END IF
END DO
summ=summ/sum0
c-----------------------------------------------------------------------
C---- CALCULATE STANDARD DEVIATION OF OBS BEFORE APRIL 2
c-----------------------------------------------------------------------
summe=ZERO
nsum=0
varm=ZERO
DO i=Khol,ll,12
IF(Xhol(i).le.TEN)THEN
varm=(Yhol(i)-summ)**2+varm
IF(i.lt.ll)varm=(Yhol(i+1)-summ)**2+varm
END IF
END DO
sdm=sqrt(varm)/sqrt(sum0)*TWO
c-----------------------------------------------------------------------
C---- GET RID OF EXTREMES
c-----------------------------------------------------------------------
DO i=Khol,ll,12
IF(Xhol(i).le.TEN)THEN
yl1=Yhol(i)
dif=abs(Yhol(i)-summ)
nsum1=1
IF(dif.ge.sdm)THEN
nsum1=0
yl1=ZERO
END IF
yl2=ZERO
nsum2=0
IF(i.lt.ll)THEN
dif=abs(Yhol(i+1)-summ)
IF(dif.lt.sdm)THEN
yl2=Yhol(i+1)
nsum2=1
END IF
END IF
summe=yl1+yl2+summe
nsum=nsum1+nsum2+nsum
END IF
END DO
summ=summe/nsum
c-----------------------------------------------------------------------
C---- CALCULATE AVERAGE AFTER APRIL 16TH
c-----------------------------------------------------------------------
suma=ZERO
sum0=ZERO
DO i=Khol,ll,12
IF(Xhol(i).gt.TWNTY4)THEN
suma=suma+Yhol(i)
sum0=sum0+ONE
IF(i.lt.ll)THEN
suma=suma+Yhol(i+1)
sum0=sum0+ONE
END IF
END IF
END DO
suma=suma/sum0
c-----------------------------------------------------------------------
C---- CALCULATE STANDARD DEVIATION OF OBS AFTER APRIL 16
c-----------------------------------------------------------------------
sumae=ZERO
nsum=0
vara=ZERO
DO i=Khol,ll,12
IF(Xhol(i).gt.TWNTY4)THEN
vara=(Yhol(i)-suma)**2+vara
IF(i.lt.ll)vara=(Yhol(i+1)-suma)**2+vara
END IF
END DO
sda=sqrt(vara)/sqrt(sum0)*TWO
c-----------------------------------------------------------------------
C---- GET RID OF EXTREMES
c-----------------------------------------------------------------------
DO i=Khol,ll,12
IF(Xhol(i).gt.TWNTY4)THEN
yl1=Yhol(i)
dif=abs(Yhol(i)-suma)
nsum1=1
IF(dif.ge.sda)THEN
nsum1=0
yl1=ZERO
END IF
yl2=ZERO
nsum2=0
IF(i.lt.ll)THEN
dif=abs(Yhol(i+1)-suma)
IF(dif.lt.sda)THEN
yl2=Yhol(i+1)
nsum2=1
END IF
END IF
sumae=yl1+yl2+sumae
nsum=nsum1+nsum2+nsum
END IF
END DO
suma=sumae/dble(nsum)
sum1=ZERO
sum2=ZERO
suma1=ZERO
suma2=ZERO
DO i=Khol,ll,12
IF((Xhol(i).gt.TEN).and.(Xhol(i).lt.TWNTY5))THEN
c-----------------------------------------------------------------------
C---- DO PERIOD APRIL 2 TO 8, 9 TO 15
c-----------------------------------------------------------------------
IF(Xhol(i).le.SVNTN)THEN
suma1=suma1+Yhol(i)
sum1=sum1+ONE
IF(i.lt.ll)THEN
suma1=suma1+Yhol(i+1)
sum1=sum1+ONE
END IF
ELSE
suma2=suma2+Yhol(i)
sum2=sum2+ONE
IF(i.lt.ll)THEN
suma2=suma2+Yhol(i+1)
sum2=sum2+ONE
END IF
END IF
END IF
END DO
suma1=suma1/sum1
suma2=suma2/sum2
DO i=Khol,mm,12
IF(Xhol(i).lt.ELEVEN)THEN
Yhat(i)=summ
Yhat(i+1)=TWOHND-Yhat(i)
ELSE IF(Xhol(i).gt.TWNTY4)THEN
Yhat(i)=suma
Yhat(i+1)=TWOHND-Yhat(i)
ELSE IF(Xhol(i).le.FOURTN)THEN
sumd1=FOURTN-Xhol(i)
Yhat(i)=suma1+sumd1*(summ-suma1)/FOUR
ELSE IF(Xhol(i).le.TWNTY1)THEN
sumd2=TWNTY1-Xhol(i)
Yhat(i)=suma2+sumd2*(suma1-suma2)/SEVEN
ELSE
sumd3=TWNTY5-Xhol(i)
Yhat(i)=suma+sumd3*(suma2-suma)/FOUR
END IF
END DO
c-----------------------------------------------------------------------
C---- CALCULATE STANDARD ERRS FOR PERIODS APRIL 2-8,9-15
c-----------------------------------------------------------------------
var28=ZERO
var915=ZERO
DO i=Khol,ll,12
IF((Xhol(i).gt.TEN).and.(Xhol(i).lt.TWNTY5))THEN
IF(Xhol(i).gt.SVNTN)THEN
var915=(Yhol(i)-Yhat(i))**2+var915
IF(i.lt.ll)var915=(Yhol(i+1)-Yhat(i))**2+var915
ELSE
var28=(Yhol(i)-Yhat(i))**2+var28
IF(i.lt.ll)var28=(Yhol(i+1)-Yhat(i))**2+var28
END IF
END IF
END DO
sd28=sqrt(var28)/sqrt(sum1)*TWO
sd915=sqrt(var915)/sqrt(sum2)*TWO
nsuma=0
suma1e=ZERO
nsuaa=0
suma2e=ZERO
c-----------------------------------------------------------------------
C---- THROW OUT EXTREMES BEYOND 2 STANDARD ERRORS FOR PERIODS APR 2-8
C---- AND APRIL 9-15
c-----------------------------------------------------------------------
DO i=Khol,ll,12
yl1=Yhol(i)
IF(i.lt.ll)yl2=Yhol(i+1)
IF((Xhol(i).gt.TEN).and.(Xhol(i).lt.TWNTY5))THEN
IF(Xhol(i).gt.SVNTN)THEN
c-----------------------------------------------------------------------
C---- GET RID OF EXTREMES APRIL 9-15
c-----------------------------------------------------------------------
dif2=abs(Yhol(i)-Yhat(i))
IF(dif2.lt.sd915)THEN
nsuaa1=1
ELSE
yl1=ZERO
nsuaa1=0
END IF
IF(i.ge.ll)GO TO 20
dif2=abs(Yhol(i+1)-Yhat(i))
IF(dif2.ge.sd915)GO TO 20
nsuaa2=1
GO TO 30
ELSE
c-----------------------------------------------------------------------
C---- APRIL 2-8
c-----------------------------------------------------------------------
dif1=abs(Yhol(i)-Yhat(i))
IF(dif1.lt.sd28)THEN
nsuma1=1
ELSE
yl1=ZERO
nsuma1=0
END IF
IF(i.lt.ll)THEN
dif1=abs(Yhol(i+1)-Yhat(i))
IF(dif1.lt.sd28)THEN
nsuma2=1
GO TO 10
END IF
END IF
yl2=ZERO
nsuma2=0
END IF
10 suma1e=yl1+yl2+suma1e
nsuma=nsuma1+nsuma2+nsuma
END IF
GO TO 40
20 yl2=ZERO
nsuaa2=0
30 suma2e=yl1+yl2+suma2e
nsuaa=nsuaa1+nsuaa2+nsuaa
40 CONTINUE
END DO
IF(nsuma.ne.0)suma1=suma1e/dble(nsuma)
IF(nsuaa.ne.0)suma2=suma2e/dble(nsuaa)
c-----------------------------------------------------------------------
C---- RECALCULATE FIT FOR PERIODS APR 2-8,9-15 WITH EXTREMES REMOVED
c-----------------------------------------------------------------------
DO i=kk,mm,12
IF((Xhol(i).gt.TEN).and.(Xhol(i).lt.TWNTY5))THEN
IF(Xhol(i).le.FOURTN)THEN
sumd1=FOURTN-Xhol(i)
Yhat(i)=suma1+sumd1*(summ-suma1)/FOUR
Yhat(i+1)=TWOHND-Yhat(i)
ELSE IF(Xhol(i).le.TWNTY1)THEN
sumd2=TWNTY1-Xhol(i)
Yhat(i)=suma2+sumd2*(suma1-suma2)/SEVEN
Yhat(i+1)=TWOHND-Yhat(i)
ELSE
sumd3=TWNTY5-Xhol(i)
Yhat(i)=suma+sumd3*(suma2-suma)/FOUR
Yhat(i+1)=TWOHND-Yhat(i)
END IF
END IF
END DO
c-----------------------------------------------------------------------
c Compute seasonal component within easter effect for March.
c-----------------------------------------------------------------------
smfac=ZERO
c di=ZERO
DO i=0,34
c di=di+ONE
IF(i.le.10)THEN
mfac(i)=summ
ELSE IF(i.gt.10.and.i.le.14)THEN
sumd1=FOURTN-i
mfac(i)=(suma1+sumd1*(summ-suma1)/FOUR)
ELSE IF(i.gt.14.and.i.lt.21)THEN
sumd2=TWNTY1-i
mfac(i)=(suma2+sumd2*(suma1-suma2)/SEVEN)
ELSE IF(i.ge.21.and.i.le.24)THEN
sumd3=TWNTY5-i
mfac(i)=(suma+sumd3*(suma2-suma)/FOUR)
ELSE
mfac(i)=suma
END IF
smfac=smfac+(mfreq(i)*mfac(i))
END DO
c-----------------------------------------------------------------------
c Divide out seasonal effect from March, April values.
c-----------------------------------------------------------------------
DO i=kk,mm,12
Yhat(i)=(Yhat(i)*ONEHND)/smfac
Yhat(i+1)=(Yhat(i+1)*ONEHND)/(TWOHND-smfac)
END DO
c-----------------------------------------------------------------------
IF(Kh2.eq.0)RETURN
IF(Xhol(Kh2).le.TEN)THEN
Yhat(Kh2+1)=TWOHND-summ
ELSE IF(Xhol(Kh2).gt.TEN.and.Xhol(Kh2).le.FOURTN)THEN
sumd1=FOURTN-Xhol(Kh2)
Yhat(Kh2+1)=TWOHND-(suma1+sumd1*(summ-suma1)/FOUR)
ELSE IF(Xhol(Kh2).gt.FOURTN.and.Xhol(Kh2).le.TWNTY1)THEN
sumd2=TWNTY1-Xhol(Kh2)
Yhat(Kh2+1)=TWOHND-(suma2+sumd2*(suma1-suma2)/SEVEN)
ELSE IF(Xhol(Kh2).gt.TWNTY1.and.Xhol(Kh2).le.TWNTY4)THEN
sumd3=TWNTY5-Xhol(Kh2)
Yhat(Kh2+1)=TWOHND-(suma+sumd3*(suma2-suma)/FOUR)
ELSE
Yhat(Kh2+1)=TWOHND-nsuma
END IF
Yhat(Kh2+1)=(Yhat(Kh2+1)*ONEHND)/(TWOHND-smfac)
c-----------------------------------------------------------------------
RETURN
END
|
