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C Last change:Mar 2021 Allow LS at the end of time
C previous change: BCM 20 May 1999 8:46 am
SUBROUTINE editor(Sscut,Srsttl,Nsrscr,Ttlvec,Notc,Lchkin,Lcomp,
& Lx11,Lseats,Lmodel,Ldata,Hvmfil,Mdlfil,Dattim,
& Lgraf,Lexgrf,Readok)
IMPLICIT NONE
c-----------------------------------------------------------------------
c This subroutine checks the options entered by the user for errors
c and inconsistencies.
c-----------------------------------------------------------------------
LOGICAL F,T
DOUBLE PRECISION ZERO,ONE,SEVEN,MINONE,TEN
PARAMETER(F=.false.,T=.true.,MINONE=-1D0,ZERO=0D0,ONE=1D0,
& SEVEN=7D0,TEN=10D0)
c-----------------------------------------------------------------------
INCLUDE 'stdio.i'
INCLUDE 'notset.prm'
INCLUDE 'srslen.prm'
INCLUDE 'model.prm'
INCLUDE 'ssap.prm'
* INCLUDE 'rev.prm'
* INCLUDE 'tfmts.cmn'
INCLUDE 'model.cmn'
INCLUDE 'usrreg.cmn'
INCLUDE 'usrxrg.cmn'
INCLUDE 'mdldat.cmn'
INCLUDE 'picktd.cmn'
INCLUDE 'x11ptr.cmn'
INCLUDE 'extend.cmn'
INCLUDE 'x11adj.cmn'
INCLUDE 'x11log.cmn'
INCLUDE 'x11opt.cmn'
INCLUDE 'work2.cmn'
INCLUDE 'xrgmdl.cmn'
INCLUDE 'adj.cmn'
INCLUDE 'agr.cmn'
INCLUDE 'agrsrs.cmn'
INCLUDE 'lzero.cmn'
INCLUDE 'error.cmn'
INCLUDE 'tbllog.prm'
INCLUDE 'tbllog.cmn'
INCLUDE 'ssap.cmn'
INCLUDE 'xrgfct.cmn'
INCLUDE 'xeastr.cmn'
INCLUDE 'xtrm.cmn'
INCLUDE 'mdltbl.i'
INCLUDE 'spctbl.i'
INCLUDE 'frctbl.i'
INCLUDE 'cmptbl.i'
INCLUDE 'sumtab.prm'
c-----------------------------------------------------------------------
c Include seasonal adjustment common blocks
c-----------------------------------------------------------------------
INCLUDE 'title.cmn'
INCLUDE 'force.cmn'
c-----------------------------------------------------------------------
INCLUDE 'units.cmn'
INCLUDE 'hiddn.cmn'
INCLUDE 'inpt.cmn'
* INCLUDE 'rev.cmn'
INCLUDE 'sspinp.cmn'
INCLUDE 'x11msc.cmn'
INCLUDE 'x11reg.cmn'
INCLUDE 'missng.cmn'
INCLUDE 'xrgum.cmn'
INCLUDE 'rho.cmn'
INCLUDE 'goodob.cmn'
INCLUDE 'filetb.cmn'
c-----------------------------------------------------------------------
c Include metadata common blocks
c-----------------------------------------------------------------------
INCLUDE 'metadata.prm'
INCLUDE 'metadata.cmn'
c-----------------------------------------------------------------------
c Include arima modelling common blocks
c-----------------------------------------------------------------------
INCLUDE 'arima.cmn'
c-----------------------------------------------------------------------
c Include prior factor common blocks
c-----------------------------------------------------------------------
INCLUDE 'prior.prm'
INCLUDE 'prior.cmn'
INCLUDE 'priusr.cmn'
c-----------------------------------------------------------------------
c Include files for savelog command
c-----------------------------------------------------------------------
INCLUDE 'svllog.prm'
INCLUDE 'svllog.cmn'
INCLUDE 'mdlsvl.i'
INCLUDE 'x11svl.i'
INCLUDE 'spcsvl.i'
INCLUDE 'dgnsvl.i'
INCLUDE 'cmpsvl.i'
INCLUDE 'setsvl.i'
INCLUDE 'sums.i'
c ------------------------------------------------------------------
c maximum length of henderson filter
c ------------------------------------------------------------------
INCLUDE 'hender.prm'
c ------------------------------------------------------------------
CHARACTER ctmp*(1),Ttlvec*(80),Srsttl*(PSRSCR),clen*(4),clim*(4),
& fil*(PFILCR),Mdlfil*(PFILCR),line*(PFILCR),Dattim*(24),
& igrptl*(PGRPCR),str*(12),perstr*(7),ostr*(3)
DOUBLE PRECISION Sscut,Maxsrs,Minsrs,tmp,divfac
LOGICAL allmss,argok,Readok,Lchkin,Lx11,Lmodel,Lcomp,prt,prterr,
& Hvmfil,lexsum,sav,Ldata,prtwrn,Lgraf,Lexgrf,lerr,lzero,
& tdfneg,alltdf,Lseats,lsadj,leaic0
INTEGER ktd,Notc,i,itst,iyrs,nsp,j,Nsrscr,ip0,ip1,ip2,rgmgrp,
& nyr,nchr,igrp,ipos,begcol,endcol,ndtchr,iper,
& ndays,nspc,rtype,iusr,icol,rhol,idate,klm,klq,kly,kstd,
& adjold,ntd,nusr,nseas,nbeg,otlgrp,frstmd,endmd,nobxot,
& fhnote,nmiss,ndata,nwarn,id0,smpday,istock,ilag,endlag,
& typidx,begdat,enddat,n1,n2,nostr,nelim
c ------------------------------------------------------------------
DIMENSION Sscut(5),Ttlvec(10),idate(2),ndays(PEASTR),allmss(PSP),
& nmiss(PSP),ndata(PSP)
c ------------------------------------------------------------------
DOUBLE PRECISION setcv,setcvl
INTEGER strinx,ctoi,nblank
LOGICAL istrue,dpeq
EXTERNAL setcv,strinx,istrue,ctoi,dpeq,nblank,setcvl
c-----------------------------------------------------------------------
COMMON /maxmin/ Maxsrs,Minsrs
c-----------------------------------------------------------------------
CHARACTER AICDIC*49
INTEGER aicidx,aicptr,PAICTD
PARAMETER(PAICTD=6)
DIMENSION aicptr(0:PAICTD)
PARAMETER(AICDIC='tdtdnolpyeartdstocktd1coeftd1nolpyeartdstock1coe
&f')
c-----------------------------------------------------------------------
c add local delotl vector to store the outlier which is beyond model
c span and needed to be deleted in this routine
c-----------------------------------------------------------------------
CHARACTER XAICDC*28
INTEGER xaicpt,PXTAIC,delotl,ndelotl
PARAMETER(PXTAIC=6)
DIMENSION xaicpt(0:PXTAIC),delotl(PB)
PARAMETER(XAICDC='tdtdstocktd1coeftdstock1coef')
c ------------------------------------------------------------------
DATA aicptr / 1,3,13,20,27,38,50 /
DATA xaicpt / 1,3,10,17,17,17,29 /
c-----------------------------------------------------------------------
INCLUDE 'sumtab.var'
c-----------------------------------------------------------------------
c Check series, regression variables, model and seasonal adjustment
c options. Set default values.
c-----------------------------------------------------------------------
Kfmt=0
Ny=Sp
Neasvx=0
Neasvc=0
fhnote=STDERR
ndelotl=0
IF(Lquiet)fhnote=0
lsadj=Lx11.or.Lseats
IF(Lx11)THEN
tX11=tX11+1
ELSE IF(Lseats)THEN
tSeats=tSeats+1
ELSE
tNSA=tNSA+1
END IF
c-----------------------------------------------------------------------
IF(dpeq(Traicd,DNOTST))THEN
IF(Sp.eq.4.or.Sp.eq.12)THEN
Traicd=-2D0
ELSE
Traicd=ZERO
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if number of observations is > than 15 years. If so,
c set number of backcasts to zero
c-----------------------------------------------------------------------
IF(Nbcst.gt.0)THEN
IF(Ldestm)THEN
CALL dfdate(Begmdl,Begspn,Sp,nbeg)
IF(nbeg.gt.0)THEN
CALL writln('WARNING: The program will not generate backcasts f
&or series with a',fhnote,Mt2,T)
CALL writln(' modelspan that starts after the start of
&the span.',fhnote,Mt2,F)
Nbcst=0
IF(Nbcstx.gt.0)Nbcstx=0
END IF
END IF
* IF(Nspobs.gt.(15*Sp).and.Nbcst.gt.0)THEN
* CALL writln('WARNING: The program will not generate backcasts fo
* &r series longer than',fhnote,Mt2,T)
* CALL writln(' 15 years.',fhnote,Mt2,F)
* Nbcst=0
* IF(Nbcstx.gt.0)Nbcstx=0
* END IF
IF(Lseats)THEN
CALL writln('WARNING: The program will not generate backcasts fo
&r use with SEATS',fhnote,Mt2,T)
CALL writln(' seasonal adjustments.',fhnote,Mt2,F)
Nbcst=0
IF(Nbcstx.gt.0)Nbcstx=0
END IF
END IF
Length=Nspobs
c-----------------------------------------------------------------------
c calculate beginning date of backcasts
c ------------------------------------------------------------------
CALL addate(Begspn,Sp,-Nbcst,Begbak)
c ------------------------------------------------------------------
c if first month of backcasts not = 1, increase number of backcasts
c to accomodate.
c ------------------------------------------------------------------
IF(Begbak(MO).gt.1)THEN
Nbcst2=Nbcst+Begbak(MO)-1
Begbk2(MO)=1
ELSE
Nbcst2=Nbcst
Begbk2(MO)=Begbak(MO)
END IF
Begbk2(YR)=Begbak(YR)
c-----------------------------------------------------------------------
c provide "pointers" for X-11 to tell where backcasts, data,
c forecasts begin and end.
c-----------------------------------------------------------------------
CALL dfdate(Begspn,Begsrs,Sp,Frstsy)
Frstsy=Frstsy+1
Nomnfy=Nobs-Frstsy+1
Nfdrp=Nfcst
IF((.not.lsadj).and.Fctdrp.gt.0)Nfdrp=max(0,Nfcst-Fctdrp)
Nobspf=min(Nspobs+Nfdrp,Nobs-Frstsy+1)
Nofpob=Nspobs+Nfdrp
Nbfpob=Nspobs+Nfdrp+Nbcst
Lsp=1
CALL setxpt(Nfdrp,lsadj,Fctdrp)
IF(Iagr.eq.3)CALL agrxpt(Begspn,Sp)
Lyr=Begspn(1)
Lstyr=Endspn(1)
Lstmo=Endspn(2)
CALL dfdate(Begmdl,Begsrs,Sp,frstmd)
CALL dfdate(Endmdl,Begsrs,Sp,endmd)
frstmd=frstmd+1
endmd=endmd+1
c-----------------------------------------------------------------------
c Check to see if there is are outliers outside the model span.
c-----------------------------------------------------------------------
IF(Nb.gt.0)THEN
DO icol=1,Nb
rtype=Rgvrtp(icol)
IF(rtype.eq.PRSQLS.or.rtype.eq.PRSQAO)rtype=rtype-100
IF((rtype.eq.PRGTLS).or.(rtype.eq.PRGTAO).or.
& (rtype.eq.PRGTTC).or.(rtype.eq.PRGTRP).or.
& (rtype.eq.PRGTQI).or.(rtype.eq.PRGTQD).or.
& (rtype.eq.PRGTMV).or.(rtype.eq.PRGTSO).or.
& (rtype.eq.PRGTTL))THEN
CALL getstr(Colttl,Colptr,Nb,icol,igrptl,nchr)
CALL rdotlr(igrptl(1:nchr),Begsrs,Sp,typidx,begdat,enddat,
& argok)
c-----------------------------------------------------------------------
c Check to see if there is an LS outlier at the end of the model span.
c and save the regressions beyond model span points (updated on 6/7/19)
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTLS.or.rtype.eq.PRGTTL)THEN
IF(rtype.eq.PRGTLS)THEN
ostr='LS '
nostr=2
ELSE
ostr='TLS'
nostr=3
END IF
IF(begdat.eq.endmd.and.rtype.eq.PRGTTL)THEN
ndelotl = ndelotl +1
delotl(ndelotl) = icol
CALL writln('WARNING: '//ostr(1:nostr)//' regressor ('//
& igrptl(1:nchr)//') not within model span.',
& fhnote,Mt2,T)
CALL writln(' Change the regARIMA model and rerun.',
& fhnote,Mt2,F)
ELSE IF (begdat.gt.endmd)THEN
ndelotl = ndelotl +1
delotl(ndelotl) = icol
CALL writln('WARNING: '//ostr(1:nostr)//' regressor ('//
& igrptl(1:nchr)//') not within model span.',
& fhnote,Mt2,T)
CALL writln(' Change the regARIMA model and rerun.',
& fhnote,Mt2,F)
ELSE IF(begdat.lt.frstmd+1)THEN
ndelotl = ndelotl +1
delotl(ndelotl) = icol
CALL writln('WARNING: Beginning of '//ostr(1:nostr)//
& ' regressor ('//igrptl(1:nchr)//
& ') not within model span.',fhnote,Mt2,T)
CALL writln(' Change the regARIMA model and rerun.',
& fhnote,Mt2,F)
END IF
c-----------------------------------------------------------------------
c Check to see if there is an AO outlier beyond the end of the
c model span.
c-----------------------------------------------------------------------
ELSE IF(rtype.eq.PRGTAO.or.rtype.eq.PRGTMV)THEN
IF(rtype.eq.PRGTAO)THEN
ostr='AO '
nostr=2
ELSE
ostr='MV '
nostr=2
END IF
IF (begdat.gt.endmd.or.begdat.lt.frstmd)THEN
ndelotl = ndelotl +1
delotl(ndelotl) = icol
CALL writln('WARNING: '//ostr(1:nostr)//' regressor ('//
& igrptl(1:nchr)//') not within model span.',
& fhnote,Mt2,T)
CALL writln(' Change the regARIMA model and rerun.',
& fhnote,Mt2,F)
END IF
c-----------------------------------------------------------------------
c Check to see if there is a TC outlier beyond the end of the
c model span.
c-----------------------------------------------------------------------
ELSE IF(rtype.eq.PRGTTC)THEN
IF (begdat.gt.endmd.or.begdat.lt.frstmd)THEN
ndelotl = ndelotl +1
delotl(ndelotl) = icol
CALL writln('WARNING: TC regressor ('//igrptl(1:nchr)//
& ') not within model span.',fhnote,Mt2,T)
CALL writln(' Change the regARIMA model and rerun.',
& fhnote,Mt2,F)
END IF
c-----------------------------------------------------------------------
c Check to see if there is a SO outlier beyond the end of the
c model span.
c-----------------------------------------------------------------------
ELSE IF(rtype.eq.PRGTSO)THEN
IF (begdat.gt.endmd.or.begdat.lt.frstmd)THEN
ndelotl = ndelotl +1
delotl(ndelotl) = icol
CALL writln('WARNING: SO regressor ('//igrptl(1:nchr)//
& ') not within model span.',fhnote,Mt2,T)
CALL writln(' Change the regARIMA model and rerun.',
& fhnote,Mt2,F)
END IF
c-----------------------------------------------------------------------
c Check to see if there is a ramp outlier beyond the end of the
c model span.
c-----------------------------------------------------------------------
ELSE IF((rtype.eq.PRGTRP).or.(rtype.eq.PRGTQI).or.
& (rtype.eq.PRGTQD))THEN
IF(enddat.gt.endmd)THEN
ndelotl = ndelotl +1
delotl(ndelotl) = icol
CALL writln('WARNING: End of ramp ('//igrptl(1:nchr)//
& ') not within model span.',fhnote,Mt2,T)
CALL writln(' Change the regARIMA model and rerun.',
& fhnote,Mt2,F)
c ------------------------------------------------------------------
ELSE IF(begdat.lt.frstmd)THEN
ndelotl = ndelotl +1
delotl(ndelotl) = icol
CALL writln('WARNING: Beginning of ramp ('//igrptl(1:nchr)//
& ') not within model span.',fhnote,Mt2,T)
CALL writln(' Change the regARIMA model and rerun.',
& fhnote,Mt2,F)
END IF
END IF
END IF
END DO
c-----------------------------------------------------------------------
c delete all the regressions beyond model span points
c-----------------------------------------------------------------------
IF (ndelotl.gt.0) then
do i=1,ndelotl
CALL dlrgef(delotl(i),Nrxy,1)
do j=i+1,ndelotl
delotl(j)=delotl(j) -1
end do
end do
END IF
END IF
c-----------------------------------------------------------------------
c For seats seasonal adjustments, check to see if forecasts need to
c be extended, if so, reset pointers
c-----------------------------------------------------------------------
IF(Lseats)THEN
ip1=max(12,3*Sp)
IF(Nfcst.lt.ip1)THEN
Posffc=Posffc-Nfcst+ip1
Nfcst=ip1
Nfdrp=Nfcst
Nobspf=min(Nspobs+Nfdrp,Nobs-Frstsy+1)
Nofpob=Nspobs+Nfcst
Nbfpob=Nspobs+Nfcst+Nbcst
CALL setxpt(Nfdrp,Lseats,Fctdrp)
ip2=1
CALL itoc(ip1,clen,ip2)
IF(Lfatal)RETURN
CALL writln('NOTE: A longer forecast horizon is required by the
&SEATS signal extraction',Mt1,Mt2,T)
CALL writln(' procedure, so the number of forecasts generat
&ed by this run has',Mt1,Mt2,F)
CALL writln(' been changed to '//clen(1:(ip2-1))//'.',
& Mt1,Mt2,F)
END IF
c-----------------------------------------------------------------------
c For seats seasonal adjustments, check to see if seasonal
c overdifferencing is tested for in the automatic model identification
c proceedings, if so, turn off the test
c-----------------------------------------------------------------------
IF(Lsovdf)THEN
Lsovdf=F
CALL writln('NOTE: Since SEATS signal extraction is selected,'//
& ' the seasonal overdifferencing test ',Mt1,Mt2,T)
CALL writln(' of the automatic model identification '//
& 'procedure is turned off.',Mt1,Mt2,F)
END IF
END IF
c-----------------------------------------------------------------------
c --- Set up variables for sliding spans analysis
c-----------------------------------------------------------------------
L0=1
Ly0=Lyr
Itd=0
Ihol=0
c-----------------------------------------------------------------------
c Add constant specified in transform spec (added by BCM, July 2005)
c-----------------------------------------------------------------------
IF(.not.dpeq(Cnstnt,DNOTST))THEN
DO i=1,Nobs
IF(.not.(dpeq(Y(i),Mvcode)))Y(i)=Y(i)+Cnstnt
END DO
END IF
c-----------------------------------------------------------------------
c Check for missing values
c-----------------------------------------------------------------------
Maxsrs=Y(Frstsy)
Minsrs=Y(Frstsy)
lerr=T
lzero=T
CALL setlg(T,PSP,allmss)
CALL setint(0,PSP,nmiss)
CALL setint(0,PSP,ndata)
ip0=Frstsy+Nspobs-1
DO i=Frstsy,ip0
CALL addate(Begsrs,Sp,i-1,idate)
CALL wrtdat(idate,Sp,str,ndtchr)
id0=idate(MO)
IF(id0.eq.0)id0=1
IF(dpeq(Y(i),Mvcode))THEN
lzero=F
IF(.not.Missng)Missng=T
Y(i)=Mvval
IF(i.ge.frstmd.and.i.le.endmd)THEN
c-----------------------------------------------------------------------
c Create missing value regressor
c-----------------------------------------------------------------------
c CALL addate(Begbak,Sp,i-1,idate)
IF(.not.Lfatal)CALL adrgef(DNOTST,'MV'//str(1:ndtchr),
& 'Missing Value',PRGTMV,F,F)
IF(Lfatal)RETURN
nmiss(id0)=nmiss(id0)+1
ELSE
CALL writln('ERROR: Missing value code found outside of model s
&pan, where missing value',STDERR,Mt2,T)
CALL writln(' cannot be replaced.',STDERR,Mt2,F)
Readok=F
lerr=F
END IF
ELSE
IF(i.ge.frstmd.and.i.le.endmd)THEN
allmss(id0)=F
ndata(id0)=ndata(id0)+1
END IF
IF(.not.dpeq(Y(i),ZERO))lzero=F
c-----------------------------------------------------------------------
c Determine largest and smallest value of the series
c-----------------------------------------------------------------------
IF(Maxsrs.lt.Y(i))Maxsrs=Y(i)
IF(Minsrs.gt.Y(i))Minsrs=Y(i)
c-----------------------------------------------------------------------
c Test to see if all data is positive
c-----------------------------------------------------------------------
IF(Y(i).le.ZERO.and.lerr)THEN
IF(Fcntyp.eq.0)THEN
CALL writln('WARNING: Automatic transformation selection canno
&t be done on a',fhnote,Mt2,T)
CALL writln(' series with zero or negative values.',
& fhnote,Mt2,F)
lerr=F
Muladd=1
Fcntyp=4
Lam=1D0
ELSE IF(Lx11.and.Muladd.ne.1)THEN
IF(Psuadd)THEN
IF(Y(i).lt.ZERO)THEN
CALL writln('ERROR: Pseudo-additive seasonal adjustment cann
&ot be done on a',STDERR,Mt2,T)
CALL writln(' series with negative values.',STDERR,
& Mt2,F)
Readok=F
lerr=F
END IF
ELSE
CALL writln('ERROR: Multiplicative or log-additive seasonal a
&djustment cannot be',STDERR,Mt2,T)
CALL writln(' done with a series with zero or negative
&values.',STDERR,Mt2,F)
Readok=F
lerr=F
END IF
END IF
END IF
END IF
END DO
IF(.not.Lx11.and.(Fcntyp.eq.4.or.Fcntyp.eq.0.or.dpeq(Lam,1D0)))
& Muladd=1
c-----------------------------------------------------------------------
c perform checks for the number of missing data codes read into the
c program.
c-----------------------------------------------------------------------
IF(Missng)THEN
IF(istrue(allmss,1,Sp))THEN
IF(Sp.eq.12)THEN
CALL writln('ERROR: All data values for at least one month are
&missing values.',STDERR,Mt2,T)
ELSE IF(Sp.eq.4)THEN
CALL writln('ERROR: All data values for at least one quarter ar
&e missing values.',STDERR,Mt2,T)
ELSE
CALL writln('ERROR: All data values for at least one period are
& missing values.',STDERR,Mt2,T)
END IF
CALL writln(' regARIMA model cannot be estimated.',
& STDERR,Mt2,F)
Readok=F
Muladd=1
ELSE
nwarn=0
DO i=1,Sp
IF(nmiss(i).gt.ndata(i))nwarn=nwarn+1
END DO
IF(nwarn.gt.0)THEN
IF(Sp.eq.12)THEN
IF(.not.Lquiet)
& WRITE(STDERR,1090)nwarn,'months','month',PRGNAM
WRITE(Mt2,1090)nwarn,'months','month',PRGNAM
ELSE IF(Sp.eq.4)THEN
IF(.not.Lquiet)
& WRITE(STDERR,1090)nwarn,'quarters','quarter',PRGNAM
WRITE(Mt2,1090)nwarn,'quarters','quarter',PRGNAM
ELSE
IF(.not.Lquiet)
& WRITE(STDERR,1090)nwarn,'periods','period',PRGNAM
WRITE(Mt2,1090)nwarn,'periods','period',PRGNAM
END IF
END IF
END IF
END IF
c-----------------------------------------------------------------------
IF(lzero.and.Kfulsm.ne.1)THEN
CALL writln('ERROR: All data values read into '//PRGNAM//
& ' are equal to zero.',STDERR,Mt2,T)
Readok=F
ELSE IF(dpeq(Maxsrs,Minsrs))THEN
CALL writln('WARNING: All data values read into '//PRGNAM//
& ' are the same.',fhnote,Mt2,T)
Same=T
ELSE
Same=F
END IF
c-----------------------------------------------------------------------
c Check to see if data exists beyond the end of the span. If so,
c see if there are missing value codes or negative numbers that may
c occur in the forecast period.
c-----------------------------------------------------------------------
Lmvaft=F
Ln0aft=F
IF(Nobs.gt.ip0.and.Nfcst.gt.0)THEN
ip1=ip0+1
ip2=min(Nobs,ip0+Nfcst)
DO i=ip1,ip2
IF(dpeq(Y(i),Mvval))THEN
Lmvaft=T
ELSE IF(dpeq(Y(i),ZERO).or.Y(i).lt.ZERO)THEN
IF(.not.(Fcntyp.eq.4.OR.dpeq(Lam,1D0)))Ln0aft=T
END IF
END DO
IF((Lmvaft.or.Ln0aft).and.Fcntyp.gt.0)THEN
CALL writln('NOTE: At least one value that is either less than o
&r equal to zero or',fhnote,Mt2,T)
CALL writln(' equal to the missing value code was found aft
&er the span of data',fhnote,Mt2,F)
CALL writln(' to be analyzed, but within the time frame of
&the forecasts',fhnote,Mt2,F)
CALL writln(' generated by the regARIMA model.',
& fhnote,Mt2,F)
CALL writln(' In this situation, the forecast output will n
&ot include a',fhnote,Mt2,T)
IF(Fcntyp.eq.4.OR.dpeq(Lam,1D0))THEN
CALL writln(' comparison of the forecasts with the corresp
&onding values of the',fhnote,Mt2,F)
CALL writln(' original series.',fhnote,Mt2,F)
ELSE
CALL writln(' comparison of the transformed forecasts with
& the corresponding',fhnote,Mt2,F)
CALL writln(' values of the transformed original series.',
& fhnote,Mt2,F)
END IF
END IF
END IF
c-----------------------------------------------------------------------
C --- Adjust the series using DIVPOWER, if specified
c----------------------------------------------------------------------
IF (.NOT.(Divpwr.eq.NOTSET)) THEN
divfac=ONE
IF (Divpwr.lt.0) THEN
DO i = Divpwr, -1
divfac=divfac/TEN
END DO
else
DO i = 1, Divpwr
divfac=divfac*TEN
END DO
END IF
DO i = 1, PLEN
IF(.NOT.(dpeq(Y(i),Mvval).or.dpeq(Y(i),DNOTST)))Y(i)=Y(i)/divfac
END DO
Maxsrs=Maxsrs/divfac
Minsrs=Minsrs/divfac
END IF
c-----------------------------------------------------------------------
C --- This subroutine generates the formats for subroutine tables.
c----------------------------------------------------------------------
CALL tfmts(Sp,Kdec,Maxsrs,Minsrs,Muladd,Lwdprt,Readok)
IF(Lfatal)RETURN
c-----------------------------------------------------------------------
c Check to see if modelling, trading day options are correct for
c missing value regressors.
c-----------------------------------------------------------------------
IF(Missng)THEN
IF(.not.Lmodel)THEN
CALL writln('ERROR: Must specify a regARIMA model when the Missi
&ng Value procedure is used.',STDERR,Mt2,T)
Readok=F
ELSE IF(Ixreg.eq.2)THEN
CALL writln('ERROR: Cannot specify irregular component regressio
&n with a',STDERR,Mt2,T)
CALL writln(' regARIMA model when the Missing Value proced
&ure is used.',STDERR,Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
C --- If missing values are in series and the missing value code
c used is small enough to be printed out, replace with a number
c that will be larger than the table print format
c----------------------------------------------------------------------
* tmp=10D0**(Tblwid+1)
* IF(Mvval.lt.tmp)THEN
* DO i=Frstsy,Frstsy+Nspobs-1
* IF(dpeq(Y(i),Mvval))Y(i)=tmp
* END DO
* Mvval=tmp
* END IF
END IF
c-----------------------------------------------------------------------
c Test to see if length of the forecast extended series exceeds
c program limit.
c-----------------------------------------------------------------------
IF(Posffc.gt.PLEN)THEN
ip1=1
ip2=1
CALL itoc(Posffc,clen,ip1)
IF(.not.Lfatal)CALL itoc(PLEN,clim,ip2)
IF(Lfatal)RETURN
CALL writln('ERROR: Length of forecast augmented series ('//
& clen(1:(ip1-1))//') exceeds program',STDERR,Mt2,T)
CALL writln(' limit ('//clim(1:(ip2-1))//'). See '//
& LIMSEC//' of the '//PRGNAM//' '//DOCNAM//'.',
& STDERR,Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
c Test to see if the number of years spanned by the forecast and
c backcast extended series exceeds program limit.
c-----------------------------------------------------------------------
nyr=Posffc/Ny
IF(mod(Posffc,Ny).gt.0)nyr=nyr+1
IF(nyr.gt.PYRS.and.lsadj)THEN
ip1=1
ip2=1
CALL itoc(nyr,clen,ip1)
IF(.not.Lfatal)CALL itoc(PYRS,clim,ip2)
IF(Lfatal)RETURN
CALL writln('ERROR: Number of years spanned by the forecast augme
&nted series ('//clen(1:(ip1-1))//')',STDERR,Mt2,T)
CALL writln(' exceeds program limit ('//clim(1:(ip2-1))//
& '). See '//LIMSEC//' of the '//PRGNAM,STDERR,Mt2,F)
CALL writln(' '//DOCNAM//'.',STDERR,Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
c Test to see if series is too short
c-----------------------------------------------------------------------
itst=3*Ny
IF(Length.lt.itst)THEN
CALL writln('ERROR: Series to be modelled and/or seasonally adjus
&ted must have at',STDERR,Mt2,T)
CALL writln(' least 3 complete years of data.',STDERR,
& Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
c Check to see if user-defined prior adjustments are specified when
c an automatic transformation adjustment is used.
c-----------------------------------------------------------------------
IF(Fcntyp.eq.0)THEN
IF(Nprtyp.gt.0.OR.(Priadj.gt.1.AND.(.not.Picktd)))THEN
CALL writln('ERROR: Cannot specify prior adjustment factors when
& automatic',STDERR,Mt2,T)
CALL writln(' transformation selection is used.',STDERR,
& Mt2,F)
IF(Nprtyp.gt.0)Nprtyp=0
IF(Priadj.gt.1)Priadj=1
Readok=F
END IF
c-----------------------------------------------------------------------
c Check to see if fixed regressors are specified when an automatic
c transformation selection is requested. (BCM June 2007)
c-----------------------------------------------------------------------
IF(Iregfx.ge.2)THEN
CALL writln('ERROR: Cannot specify fixed regression coefficients
& when automatic',STDERR,Mt2,T)
CALL writln(' transformation selection is used.',STDERR,
& Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
END IF
c-----------------------------------------------------------------------
c Generate prior adjustment factor to be used to adjust series.
c-----------------------------------------------------------------------
IF(Nprtyp.gt.0)THEN
DO i=1,Nprtyp
IF(Muladd.eq.1.and.Percnt(i).eq.NOTSET)THEN
Percnt(i)=2
Adjmod=2
ELSE
IF(Percnt(i).eq.NOTSET)Percnt(i)=0
IF((Muladd.eq.1.and.Lx11).and.Percnt(i).lt.2)THEN
CALL writln('ERROR: Additive seasonal adjustment will not be p
&erformed when the',STDERR,Mt2,T)
CALL writln(
&' prior adjustment factors are expressed as percentages.',
& STDERR,Mt2,F)
Readok=F
ELSE
Adjmod=1
IF(Percnt(i).eq.2)Adjmod=2
END IF
END IF
IF(i.eq.1)THEN
adjold=Adjmod
ELSE IF(Readok)THEN
IF(Adjmod.eq.adjold)THEN
adjold=Adjmod
ELSE
CALL writln('ERROR: Cannot combine prior adjustment factors ex
&pressed as differences',STDERR,Mt2,T)
CALL writln(' with prior adjustment factors expressed as
& percentages.',STDERR,Mt2,F)
Readok=F
END IF
END IF
END DO
ELSE
IF(Muladd.eq.1)THEN
Adjmod=2
ELSE
Adjmod=1
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if leap year prior adjustments are specified with the
c proper transformation/seasonal adjustment mode.
c-----------------------------------------------------------------------
IF(Priadj.eq.4)THEN
IF(.not.dpeq(Lam,ZERO))THEN
CALL writln('ERROR: Leap Year prior adjustment (adjust=lpyear) c
&an only be specified',STDERR,Mt2,T)
CALL writln(' when a log transformation is specified in th
&e transform spec.',STDERR,Mt2,F)
Readok=F
ELSE IF(Muladd.eq.1.and.Lx11)THEN
CALL writln('ERROR: Leap Year prior adjustment (adjust=lpyear) c
&an only be specified',STDERR,Mt2,T)
CALL writln(' when a multiplicative seasonal adjustment is
&specified in the x11 spec.',STDERR,Mt2,F)
Readok=F
END IF
ELSE IF (Priadj.gt.1) THEN
IF(.not.dpeq(Lam,ZERO))THEN
IF(Priadj.eq.2)THEN
CALL writln('ERROR: Length of month prior adjustment (adjust=lo
&m) can only be specified',STDERR,Mt2,T)
ELSE
CALL writln('ERROR: Length of quarter prior adjustment (adjust=
&loq) can only be specified',STDERR,Mt2,T)
END IF
CALL writln(' when a log transformation is specified in th
&e transform spec.',STDERR,Mt2,F)
Readok=F
ELSE IF(Muladd.eq.1.and.Lx11)THEN
IF(Priadj.eq.2)THEN
CALL writln('ERROR: Length of month prior adjustment (adjust=lo
&m) cannot be specified',STDERR,Mt2,T)
ELSE
CALL writln('ERROR: Length of quarter prior adjustment (adjust=
&loq) cannot be specified',STDERR,Mt2,T)
END IF
CALL writln(' when an additive seasonal adjustment is spec
&ified in the x11 spec.',STDERR,Mt2,F)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
IF(Axrgtd)THEN
IF(Priadj.gt.1)THEN
IF(Priadj.eq.2)THEN
CALL writln('ERROR: Length of month prior adjustment (adjust=lo
&m) cannot be specified',STDERR,Mt2,T)
ELSE IF(Priadj.eq.3)THEN
CALL writln('ERROR: Length of quarter prior adjustment (adjust=
&loq) cannot be specified',STDERR,Mt2,T)
ELSE
CALL writln('ERROR: Leap year prior adjustment (adjust=lpyear)
&cannot be specified',STDERR,Mt2,T)
END IF
CALL writln(' when td or td1coef is specified in the varia
&bles argument of the',STDERR,Mt2,F)
CALL writln(' x11regression spec.',STDERR,Mt2,F)
Priadj=1
Readok=F
END IF
IF(Picktd)Picktd=F
END IF
c-----------------------------------------------------------------------
CALL adjsrs(Nspobs,Sp,Begspn,Fctdrp,Nfcst,Nbcst,Readok)
IF(Lfatal)RETURN
Setpri=Pos1bk
c-----------------------------------------------------------------------
c Turn off print options for spectrum tables if not a monthly series
c-----------------------------------------------------------------------
IF(Ny.ne.12)THEN
DO i=LSPCS0,LSPS0C
IF(Prttab(i))Prttab(i)=F
IF(Savtab(i))Savtab(i)=F
END DO
IF(Prttab(LSPCTP))Prttab(LSPCTP)=F
IF(Savtab(LSPCTP))Savtab(LSPCTP)=F
IF(Prttab(LSPCQC))Prttab(LSPCQC)=F
IF(Savtab(LSPCQC))Savtab(LSPCQC)=F
c-----------------------------------------------------------------------
c check savelog
c-----------------------------------------------------------------------
IF(Svltab(LSLSPK))Svltab(LSLSPK)=F
IF(Svltab(LSLDSP))Svltab(LSLDSP)=F
IF(Svltab(LSLISP))Svltab(LSLISP)=F
IF(Svltab(LSLTPK))Svltab(LSLTPK)=F
IF(Svltab(LSLDTP))Svltab(LSLDTP)=F
IF(Svltab(LSLITP))Svltab(LSLITP)=F
IF(Svltab(LSLQCH))Svltab(LSLQCH)=F
c-----------------------------------------------------------------------
c check if Lqchk if true - if so, print warning message and set
c Lqchk=F
c-----------------------------------------------------------------------
IF(Lqchk)THEN
CALL writln('WARNING: Can only use qcheck option with '//
& 'monthly series.',fhnote,Mt2,T)
Lqchk=F
END IF
c ELSE
c IF(Prttab(LSPCTP).or.Svltab(LSLTPK).or.Svltab(LSLDTP).or.
c & Svltab(LSLDTP))THEN
c END IF
END IF
c-----------------------------------------------------------------------
c check to see if table D11A (final SA series with adjusted yearly
c totals) and the rounded seasonally adjusted series are to be
c printed out
c-----------------------------------------------------------------------
IF(.not.Lrndsa)THEN
IF(Prttab(LFCRND))Prttab(LFCRND)=F
IF(Prttab(LCPRND))Prttab(LCPRND)=F
END IF
IF(Iyrt.le.0)THEN
IF(Prttab(LFCSAA))Prttab(LFCSAA)=F
IF(Prttab(LCPSAA))Prttab(LCPSAA)=F
END IF
c-----------------------------------------------------------------------
c IF Mxcklg = 0 and Lsumm > 0, set Mxcklg so that the diagnostics
c can be generated, but turn off the printout for the tables in the
c check spec, as the spec was not specified by the user.
c BCM, August 30, 2006
c-----------------------------------------------------------------------
IF(Lmodel)THEN
IF(Lsumm.gt.0.and.Mxcklg.eq.0)THEN
Mxcklg=2*Sp
IF(Prttab(LCKACF))Prttab(LCKACF)=F
IF(Prttab(LCKACF+1))Prttab(LCKACF+1)=F
IF(Prttab(LCKAC2))Prttab(LCKAC2)=F
IF(Prttab(LCKAC2+1))Prttab(LCKAC2+1)=F
IF(Prttab(LCKHST))Prttab(LCKHST)=F
IF(Prttab(LCKNRM))Prttab(LCKNRM)=F
* IF(Prttab(LSPCRS))Prttab(LSPCRS)=F
END IF
c-----------------------------------------------------------------------
c Make backup copy of initial ARMA coefficients
c-----------------------------------------------------------------------
IF(Nopr.gt.0)THEN
endlag=Opr(Nopr)-1
DO ilag=1,endlag
IF(.not.Arimaf(ilag))Ap1(ilag)=Arimap(ilag)
END DO
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if any tables are being printed out or saved
c-----------------------------------------------------------------------
IF(.not.Ldata.and.Savtab(LSRSIN))Savtab(LSRSIN)=F
prt=istrue(Prttab,1,NTBL)
sav=istrue(Savtab,1,NTBL)
IF(.not.(prt.or.sav))THEN
CALL writln('ERROR: No tables were specified for printing or savi
&ng.',STDERR,Mt2,T)
Readok=F
END IF
c-----------------------------------------------------------------------
c if ktd > 0, model includes trading day regressors.
c-----------------------------------------------------------------------
ktd=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Trading Day')
IF(ktd.eq.0)ktd=strinx(T,Grpttl,Grpptr,1,Ngrptl,
& '1-Coefficient Trading Day')
klm=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Length-of-Month')
klq=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Length-of-Quarter')
kly=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Leap Year')
kstd=strinx(T,Grpttx,Gpxptr,1,Ngrptx,'Stock Trading Day')
IF(kstd.eq.0)kstd=strinx(T,Grpttx,Gpxptr,1,Ngrptx,
& '1-Coefficient Stock Trading Day')
IF((ktd.eq.0.or.klm.eq.0.or.klq.eq.0.or.kly.eq.0.or.kstd.eq.0)
& .and.Ncusrx.gt.0)THEN
i=1
DO WHILE (i.le.Ncusrx)
IF(Usrtyp(i).eq.PRGUTD.and.ktd.eq.0)ktd=-i
IF(Usrtyp(i).eq.PRGULM.and.klm.eq.0)klm=-i
IF(Usrtyp(i).eq.PRGULQ.and.klq.eq.0)klq=-i
IF(Usrtyp(i).eq.PRGULY.and.kly.eq.0)kly=-i
IF((Isrflw.eq.1.and.Usrtyp(i).eq.PRGUTD).and.kstd.eq.0)kstd=-i
i=i+1
END DO
END IF
IF(ktd.lt.0.or.kstd.lt.0)THEN
c-----------------------------------------------------------------------
c If user-defined trading day regressors found, set AIC test to
c test for user-defined regressors rather than conventional trading
c day.
c-----------------------------------------------------------------------
IF(Itdtst.gt.0)THEN
Itdtst=0
Luser=T
END IF
c ------------------------------------------------------------------
c If trading day regressor not specified, check to see if trading
c day regressors can be generated for this run.
c ------------------------------------------------------------------
ELSE IF(ktd.eq.0.and.Itdtst.gt.0)THEN
IF((Itdtst.eq.3.or.Itdtst.eq.6).and.Sp.ne.12)THEN
CALL writln('ERROR: Need monthly data to perform aictest for sto
&ck trading day.',STDERR,Mt2,T)
Readok=F
ELSE IF(Sp.ne.12.and.Sp.ne.4)THEN
CALL writln('ERROR: Need monthly or quarterly data to perform ai
&ctest for trading day.',STDERR,Mt2,T)
Readok=F
ELSE IF(Begsrs(YR).lt.1776)THEN
CALL writln('ERROR: Cannot generate trading variables for aictes
&t before 1776.',Mt2,STDERR,T)
CALL writln(' Either specify a starting date, or include t
&he century in the',Mt2,STDERR,F)
CALL writln(' start or modelspan arguments of the series s
&pec.',Mt2,STDERR,F)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
IF(Isrflw.eq.1)THEN
IF(Itdtst.eq.3)THEN
WRITE(STDERR,3000)'stock trading day','flow'
WRITE(Mt2,3000)'stock trading day','flow'
ELSE IF(Itdtst.eq.6)THEN
WRITE(STDERR,3000)'stock 1-coefficient trading day','flow'
WRITE(Mt2,3000)'stock 1-coefficient trading day','flow'
END IF
ELSE IF(Isrflw.eq.2)THEN
IF(Itdtst.eq.2)THEN
WRITE(STDERR,3000)'flow trading day','stock'
WRITE(Mt2,3000)'flow trading day','stock'
ELSE IF(Itdtst.eq.4.or.Itdtst.eq.5)THEN
WRITE(STDERR,3000)'flow 1-coefficient trading day','stock'
WRITE(Mt2,3000)'flow 1-coefficient trading day','stock'
END IF
END IF
c-----------------------------------------------------------------------
c If automatic trading day selection is performed, make sure that
c if a trading day adjustment was specified in the variables
c argument, it matches what was entered in the aictest argument.
c-----------------------------------------------------------------------
IF(Itdtst.gt.0.and.Ngrp.gt.0)THEN
prterr=F
DO igrp=1,Ngrp
begcol=Grp(igrp-1)
endcol=Grp(igrp)-1
IF((Rgvrtp(begcol).eq.PRGTST.or.Rgvrtp(begcol).eq.PRG1ST.or.
& Rgvrtp(begcol).eq.PRRTST.or.Rgvrtp(begcol).eq.PRR1ST.or.
& Rgvrtp(begcol).eq.PRATST.or.Rgvrtp(begcol).eq.PRA1ST).and.
& (.not.prterr))THEN
aicidx=3
IF(begcol.eq.endcol)aicidx=6
c-----------------------------------------------------------------------
c See if td specified in aictest
c-----------------------------------------------------------------------
IF(Itdtst.eq.1)THEN
IF(aicidx.gt.1)Itdtst=aicidx
ELSE IF(Itdtst.ne.aicidx)THEN
CALL getstr(AICDIC,aicptr,PAICTD,aicidx,str,nchr)
IF(Lfatal)RETURN
WRITE(STDERR,2000)str(1:nchr)
WRITE(Mt2,2000)str(1:nchr)
CALL getstr(AICDIC,aicptr,PAICTD,Itdtst,str,nchr)
IF(Lfatal)RETURN
WRITE(STDERR,2001)str(1:nchr)
WRITE(Mt2,2001)str(1:nchr)
CALL writln(
& ' The type of trading day regressor must agree.',
& STDERR,Mt2,F)
Readok=F
prterr=T
END IF
c-----------------------------------------------------------------------
c Set date for stock trading day equal to Aicstk
c-----------------------------------------------------------------------
IF(.not.prterr)THEN
CALL getstr(Grpttl,Grpptr,Ngrp,igrp,igrptl,nchr)
IF(Lfatal)RETURN
ipos=index(igrptl(1:nchr),'[')+1
Aicstk=ctoi(igrptl(1:nchr),ipos)
END IF
ELSE IF((Rgvrtp(begcol).eq.PRGTTD.or.
& Rgvrtp(begcol).eq.PRG1TD.or.
& Rgvrtp(begcol).eq.PRRTTD.or.
& Rgvrtp(begcol).eq.PRR1TD.or.
& Rgvrtp(begcol).eq.PRATTD.or.
& Rgvrtp(begcol).eq.PRA1TD).and.(.not.prterr))THEN
c-----------------------------------------------------------------------
c See if td specified correctly in aictest
c-----------------------------------------------------------------------
aicidx=2
IF(Picktd)aicidx=1
IF(begcol.eq.endcol)aicidx=aicidx+3
IF(Itdtst.eq.1)THEN
IF(aicidx.gt.1)Itdtst=aicidx
ELSE IF(Itdtst.ne.aicidx)THEN
CALL getstr(AICDIC,aicptr,PAICTD,aicidx,str,nchr)
IF(Lfatal)RETURN
WRITE(STDERR,2000)str(1:nchr)
WRITE(Mt2,2000)str(1:nchr)
CALL getstr(AICDIC,aicptr,PAICTD,Itdtst,str,nchr)
IF(Lfatal)RETURN
WRITE(STDERR,2001)str(1:nchr)
WRITE(Mt2,2001)str(1:nchr)
CALL writln(
& ' The type of trading day regressor must agree.',
& STDERR,Mt2,F)
Readok=F
prterr=T
END IF
c-----------------------------------------------------------------------
c for td and td1coef, check to see if length of month,
c length of quarter, or leap year regressors are specified.
c If they are, print error message.
c-----------------------------------------------------------------------
ELSE IF((.NOT.(Fcntyp.eq.0.OR.Fcntyp.eq.4.OR.dpeq(Lam,1D0)))
& .and.(Rgvrtp(begcol).eq.PRGTLM.or.Rgvrtp(begcol).eq.PRGTLQ.or.
& Rgvrtp(begcol).eq.PRGTLY.or.Rgvrtp(begcol).eq.PRGULM.or.
& Rgvrtp(begcol).eq.PRGULQ.or.Rgvrtp(begcol).eq.PRGULY)
& .AND.(Itdtst.eq.1.or.Itdtst.eq.4))THEN
CALL writln('ERROR: Can''t specify a length of month, quarter,
&or leap year variable when',STDERR,Mt2,T)
IF(Itdtst.eq.1)THEN
CALL writln(' using the td option of aictest.',
& STDERR,Mt2,F)
ELSE
CALL writln(' using the td1coef option of aictest.',
& STDERR,Mt2,F)
END IF
Readok=F
END IF
END DO
c-----------------------------------------------------------------------
IF(.not.(Lextar.or.Lextma))THEN
CALL writln('ERROR: The aictest argument can only be specified w
&hen the model is',STDERR,Mt2,T)
CALL writln(' estimated using maximum likelihood estimatio
&n.',STDERR,Mt2,F)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if prior length of month or length of quarter
c adjustment factors have been specified.
c-----------------------------------------------------------------------
IF((Itdtst.eq.1.or.Itdtst.eq.3.or.Itdtst.eq.4.or.Itdtst.eq.6).and.
& (Priadj.eq.2.or.Priadj.eq.3))THEN
IF(Priadj.eq.2)THEN
WRITE(STDERR,2002)'Length-of-month','lom'
WRITE(Mt2,2002)'Length-of-month','lom'
ELSE
WRITE(STDERR,2002)'Length-of-quarter','loq'
WRITE(Mt2,2002)'Length-of-quarter','loq'
END IF
CALL getstr(AICDIC,aicptr,PAICTD,Itdtst,str,nchr)
IF(Lfatal)RETURN
WRITE(STDERR,2003)str(1:nchr),'regression'
WRITE(Mt2,2003)str(1:nchr),'regression'
Readok=F
c-----------------------------------------------------------------------
c Else, check to see if leap year prior adjustments are used
c when aic=tdstock
c-----------------------------------------------------------------------
ELSE IF((Itdtst.eq.3.or.Itdtst.eq.6).and.Priadj.eq.4)THEN
WRITE(STDERR,2002)'Leap year','lpyear'
WRITE(Mt2,2002)'Leap year','lpyear'
WRITE(STDERR,2003)'tdstock','regression'
WRITE(Mt2,2003)'tdstock','regression'
Readok=F
END IF
c-----------------------------------------------------------------------
c Set up Tdayvc and Ntdvec (BCM, 3-28-2011)
c-----------------------------------------------------------------------
IF(Itdtst.gt.0)THEN
Ntdvec=2
Tdayvc(1)=0
Tdayvc(2)=Itdtst
IF((Itdtst.le.2.and.ktd.eq.0).or.(Itdtst.eq.3.and.kstd.eq.0))THEN
Tdayvc(3)=Itdtst+3
Ntdvec=Ntdvec+1
END IF
IF(Isrflw.eq.2)THEN
IF((ktd.eq.0.and.kstd.eq.0).and.Itdtst.le.2)THEN
Tdayvc(2)=3
Tdayvc(3)=6
Itdtst=3
END IF
END IF
END IF
c-----------------------------------------------------------------------
c Perform checks for AIC tests of length of month, quarter, or leap
c year regressors (BCM, March 2008)
c-----------------------------------------------------------------------
IF((klm.lt.0).or.(klq.lt.0).or.(kly.lt.0))THEN
c-----------------------------------------------------------------------
c If user-defined regressors found, set AIC test to
c test for user-defined regressors rather than conventional lom, loq
c or lpyear regressors.
c-----------------------------------------------------------------------
IF(Lomtst.gt.0)THEN
Lomtst=0
Luser=T
END IF
END IF
c-----------------------------------------------------------------------
IF(Lomtst.gt.0)THEN
IF(klm.gt.0.and.Lomtst.gt.1)THEN
WRITE(STDERR,2000)'lom'
WRITE(Mt2,2000)'lom'
IF(Lomtst.eq.2)THEN
WRITE(STDERR,2001)'loq'
WRITE(Mt2,2001)'loq'
ELSE
WRITE(STDERR,2001)'lpyear'
WRITE(Mt2,2001)'lpyear'
END IF
CALL writln(' The type of regressor must agree.',
& STDERR,Mt2,F)
Readok=F
Lomtst=0
END IF
IF(klq.gt.0.and.(Lomtst.eq.1.or.Lomtst.eq.3))THEN
WRITE(STDERR,2000)'loq'
WRITE(Mt2,2000)'loq'
IF(Lomtst.eq.1)THEN
WRITE(STDERR,2001)'lom'
WRITE(Mt2,2001)'lom'
ELSE
WRITE(STDERR,2001)'lpyear'
WRITE(Mt2,2001)'lpyear'
END IF
CALL writln(' The type of regressor must agree.',
& STDERR,Mt2,F)
Readok=F
Lomtst=0
END IF
IF(kly.gt.0.and.Lomtst.lt.3)THEN
WRITE(STDERR,2000)'lpyear'
WRITE(Mt2,2000)'lpyear'
IF(Lomtst.eq.2)THEN
WRITE(STDERR,2001)'loq'
WRITE(Mt2,2001)'loq'
ELSE
WRITE(STDERR,2001)'lom'
WRITE(Mt2,2001)'lom'
END IF
CALL writln(' The type of regressor must agree.',
& STDERR,Mt2,F)
Readok=F
Lomtst=0
END IF
c-----------------------------------------------------------------------
IF(ktd.eq.0)THEN
IF(Itdtst.eq.1.or.Itdtst.eq.4)THEN
IF(Lomtst.eq.1.or.Lomtst.eq.2)THEN
IF(Lomtst.eq.1)THEN
CALL writln('ERROR: AIC test for the length of month regresso
&r cannot be specified when',Mt2,STDERR,T)
ELSE IF(Lomtst.eq.2)THEN
CALL writln('ERROR: AIC test for the length of quarter regres
&sor cannot be specified when',Mt2,STDERR,T)
END IF
CALL writln(' the td or td1coef option is given in the a
&ictest argument.',Mt2,STDERR,F)
Lomtst=0
Readok=F
ELSE IF(Lomtst.eq.3.and.(.not.dpeq(Lam,ONE)))THEN
CALL writln('ERROR: AIC test for the leap year regressor canno
&t be specified when the',Mt2,STDERR,T)
CALL writln(' td or td1coef option is given in the varia
&bles argument and a',Mt2,STDERR,F)
CALL writln(' power transformation is performed.',Mt2,
& STDERR,F)
Lomtst=0
Readok=F
END IF
END IF
END IF
c-----------------------------------------------------------------------
IF(kstd.ne.0)THEN
IF(Lomtst.eq.1)THEN
CALL writln('ERROR: AIC test for the length of month regressor
&cannot be specified when',Mt2,STDERR,T)
ELSE IF(Lomtst.eq.2)THEN
CALL writln('ERROR: AIC test for the length of quarter regresso
&r cannot be specified when',Mt2,STDERR,T)
ELSE
CALL writln('ERROR: AIC test for the leap year regressor cannot
& be specified when',Mt2,STDERR,T)
END IF
IF(kstd.gt.0)THEN
CALL writln(' stock trading day is specified in the regAR
&IMA model.',Mt2,STDERR,F)
ELSE
CALL writln(' stock trading day is specified as a user de
&fined regressor.',Mt2,STDERR,F)
END IF
Lomtst=0
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
IF(Leastr)THEN
c-----------------------------------------------------------------------
C Allow aictest = easter to be default for aic testing
c BCM November 2011
c-----------------------------------------------------------------------
IF(Eastst.lt.2.and.Isrflw.eq.2)THEN
Eastst=2
ELSE IF(Eastst.eq.2.and.Isrflw.eq.1)THEN
WRITE(STDERR,3000)'stock Easter','flow'
WRITE(Mt2,3000)'stock Easter','flow'
Readok=F
Leastr=F
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if proper Easter regressor is specified in aictest
c-----------------------------------------------------------------------
IF(Leastr.and.Ngrp.gt.0)THEN
prterr=F
DO igrp=1,Ngrp
begcol=Grp(igrp-1)
endcol=Grp(igrp)-1
IF(Rgvrtp(begcol).eq.PRGTES)THEN
IF(Eastst.eq.1)Eastst=2
ELSE IF((Rgvrtp(begcol).eq.PRGTEA.or.Rgvrtp(begcol).eq.PRGTEC)
& .and.(Eastst.eq.2).and.(.not.prterr))THEN
IF(Rgvrtp(begcol).eq.PRGTEA)THEN
WRITE(STDERR,2000)'easter'
WRITE(Mt2,2000)'easter'
ELSE
WRITE(STDERR,2000)'sceaster'
WRITE(Mt2,2000)'sceaster'
END IF
WRITE(STDERR,2001)'easterstock'
WRITE(Mt2,2001)'easterstock'
CALL writln(' The type of Easter regressor must agree.',
& STDERR,Mt2,F)
Readok=F
prterr=T
END IF
END DO
END IF
c-----------------------------------------------------------------------
IF(Lmodel.and.Nb.gt.0)THEN
c-----------------------------------------------------------------------
c Check if stable seasonal regressors and seasonal differencing
c to be done in automatic modeling procedure. (BCM 6-2011)
c-----------------------------------------------------------------------
IF(Lautom)THEN
IF(Diffam(2).gt.0.and.Lseff)THEN
Diffam(2)=0
CALL writln('NOTE: Stable seasonal regressors present in '//
& 'the regARIMA model.',fhnote,Mt2,T)
IF(Lautod)THEN
CALL writln(' Maximum seasonal difference in '//
& 'automatic model identification procedure set '//
& 'to zero.',fhnote,Mt2,F)
ELSE
CALL writln(' Seasonal difference in automatic model '//
& 'identification procedure set to zero.',
& fhnote,Mt2,F)
END IF
END IF
END IF
c-----------------------------------------------------------------------
c Make backup copy of user defined regressors if any of the user
c defined regressors are fixed.
c-----------------------------------------------------------------------
IF(Userfx.or.((Ncusrx.gt.0).and.Lautom))THEN
CALL bakusr(Userx,Usrtyp,Usrptr,Ncusrx,Usrttl,Regfx,B,Rgvrtp,
& Ngrp,Grpttl,Grp,Grpptr,Ngrptl,0,T)
END IF
c-----------------------------------------------------------------------
c Find out if easter regressors are in model
c-----------------------------------------------------------------------
igrp=strinx(T,Grpttl,Grpptr,1,Ngrp,'Easter')
IF(igrp.eq.0)igrp=strinx(T,Grpttl,Grpptr,1,Ngrp,'StatCanEaster')
IF(igrp.eq.0)igrp=strinx(T,Grpttl,Grpptr,1,Ngrp,'StockEaster')
IF(igrp.gt.0)THEN
begcol=Grp(igrp-1)
endcol=Grp(igrp)-1
c-----------------------------------------------------------------------
Neas=endcol-begcol+1
IF(Neas.gt.PEASTR)THEN
CALL writln('ERROR: Too many Easter regressors specified in '//
& 'variables argument.',Mt2,STDERR,T)
Readok=F
IF(Leastr)Leastr=F
ELSE
c-----------------------------------------------------------------------
DO icol=begcol,endcol
CALL getstr(Colttl,Colptr,Nb,icol,igrptl,nchr)
IF(Lfatal)RETURN
ipos=index(igrptl(1:nchr),'[')+1
ndays(icol-begcol+1)=ctoi(igrptl(1:nchr),ipos)
END DO
END IF
c-----------------------------------------------------------------------
c If only one Easter regressor is in the regression matrix, then
c reset regression group name to be the same as the effect name
c-----------------------------------------------------------------------
IF((endcol-begcol).eq.0)THEN
CALL delstr(igrp,Grpttl,Grpptr,Ngrp,PGRP)
IF(.not.Lfatal)
& CALL insstr(igrptl(1:nchr),igrp,PGRP,Grpttl,Grpptr,Ngrp)
IF(Lfatal)RETURN
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if stock trading day group, if specified, is end of
c month stock trading day. If not, print out error message.
c (BCM December 2008)
c-----------------------------------------------------------------------
istock=strinx(T,Grpttl,Grpptr,1,Ngrp,'StockEaster')
IF(istock.gt.0.and.kstd.gt.0)THEN
ipos=index(igrptl(1:nchr),'[')+1
smpday=ctoi(igrptl(1:nchr),ipos)
IF(smpday.ne.31)THEN
CALL writln('ERROR: Must use end-of-month stock trading day wit
&h current stock Easter',Mt2,STDERR,T)
CALL writln(' regressor.',Mt2,STDERR,F)
CALL writln(' Specify tdstock[31] in the variables argume
&nt of the regression spec.',Mt2,STDERR,F)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
c IF AIC test for easter is done, set up vector of easter window
c choices to test over.
c-----------------------------------------------------------------------
IF(Leastr)THEN
leaic0=F
Easvec(1)=-1
IF(igrp.gt.0)THEN
Neasvc=endcol-begcol+2
c-----------------------------------------------------------------------
c Check if there are too many Easter regressors for AIC testing
c-----------------------------------------------------------------------
nelim=Neasvc
IF(Lceaic)nelim=nelim+1
IF(nelim.gt.PAICEA)THEN
CALL writln('ERROR: Too many Easter regressors specified '//
& 'in variables argument to use',Mt2,STDERR,T)
CALL writln(' aictest.',Mt2,STDERR,F)
Readok=F
Leastr=F
ELSE
DO icol=2,Neasvc
Easvec(icol)=ndays(icol-1)
END DO
IF(Lceaic)THEN
Neasvc=Neasvc+1
Easvec(Neasvc)=99
END IF
END IF
ELSE
Easvec(2)=1
Easvec(3)=8
Easvec(4)=15
Neasvc=4
IF(.not.Finhol)Finhol=T
leaic0=T
END IF
END IF
ELSE IF(Leastr)THEN
Easvec(1)=-1
Easvec(2)=1
Easvec(3)=8
Easvec(4)=15
Neasvc=4
IF(.not.Finhol)Finhol=T
leaic0=T
END IF
c ------------------------------------------------------------------
c If Easter regressor not specified for regARIMA model, check to see
c if Easter regressors can be generated for this run.
c ------------------------------------------------------------------
IF(Leastr.and.leaic0)THEN
CALL addate(Begsrs,Sp,Nofpob-1,idate)
IF(Sp.ne.12.and.Sp.ne.4)THEN
CALL writln('ERROR: Need monthly or quarterly data to perform ai
&ctest for Easter.',Mt2,STDERR,T)
Readok=F
ELSE IF(Begsrs(YR).lt.1901)THEN
CALL writln('ERROR: Cannot generate Easter variables for aictest
& before 1901.',Mt2,STDERR,T)
CALL writln(' Either specify a starting date, or include t
&he century in the',Mt2,STDERR,F)
CALL writln(' start or modelspan arguments of the series s
&pec.',Mt2,STDERR,F)
Readok=F
ELSE IF(idate(YR).gt.2100)THEN
CALL writln('ERROR: Cannot generate Easter variables for aictest
& after 2100.',Mt2,STDERR,T)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
c Set irregular regression variables to 0 before regression is done
c-----------------------------------------------------------------------
Easgrp=0
Tdgrp=0
Holgrp=0
Stdgrp=0
Kswv=0
IF(Lx11)THEN
Kersa=0
c-----------------------------------------------------------------------
c Check for errors in specifying prior trading day
c-----------------------------------------------------------------------
IF(dpeq(Dwt(1),DNOTST))THEN
CALL setdp(ZERO,7,Dwt)
Kswv=0
ELSE
DO i=1,7
IF(Dwt(i).lt.ZERO.and.Muladd.eq.0)THEN
CALL writln('ERROR: Prior Trading Day weights cannot be less t
&han zero for a',STDERR,Mt2,T)
CALL writln(' multiplicative seasonal adjustment.',
& STDERR,Mt2,F)
Readok=F
ELSE IF(.not.dpeq(Dwt(i),ZERO))THEN
Kswv=1
END IF
END DO
END IF
IF(Kswv.eq.1)THEN
IF((.not.Psuadd.and.Muladd.eq.0).or.Muladd.eq.2)THEN
C --- STANDARDIZE WEIGHTS TO TOTAL 7.0
tmp=ZERO
DO i=1,7
IF(Dwt(i).LT.ZERO.and.Lxrneg)Dwt(I)=ZERO
tmp=tmp+Dwt(i)
END DO
DO i=1,7
Dwt(i)=Dwt(i)*(SEVEN/tmp)
END DO
C --- Check to see if there are any negative weights
ELSE
IF(Fcntyp.eq.0)THEN
CALL writln('ERROR: Prior Trading Day weights cannot be specif
&ied when automatic',STDERR,Mt2,T)
CALL writln(' transformation selection is performed.',
& STDERR,Mt2,F)
ELSE
CALL writln('ERROR: Prior Trading Day weights can only be spec
&ified for a',STDERR,Mt2,T)
CALL writln(' multiplicative or log-additive seasonal ad
&justment.',STDERR,Mt2,F)
END IF
Readok=F
END IF
ELSE IF(Muladd.eq.0)THEN
DO i=1,7
Dwt(i)=ONE
END DO
END IF
IF(Ixreg.gt.0)THEN
c-----------------------------------------------------------------------
c Make backup copy of user defined regressors if any of the user
c defined regressors are fixed.
c-----------------------------------------------------------------------
IF(Usrxfx)THEN
CALL bakusr(Xuserx,Usxtyp,Usrxpt,Nusxrg,Usrxtt,Regfxx,Bx,
& Rgxvtp,Nxgrp,Grpttx,Grpx,Gpxptr,Ngrptx,1,T)
END IF
c-----------------------------------------------------------------------
c Find out if X-11 easter regressors are in model - if so, compute
c monthly mean of easter effects.
c-----------------------------------------------------------------------
Easgrp=strinx(T,Grpttx,Gpxptr,1,Ngrptx,'Easter')
IF(Easgrp.eq.0)
& Easgrp=strinx(T,Grpttx,Gpxptr,1,Ngrptx,'StatCanEaster')
IF(Easgrp.gt.0)THEN
begcol=Grpx(Easgrp-1)
endcol=Grpx(Easgrp)-1
DO icol=begcol,endcol
CALL getstr(Colttx,Clxptr,Nbx,icol,igrptl,nchr)
IF(Lfatal)RETURN
ipos=index(igrptl(1:nchr),'[')+1
ndays(icol-begcol+1)=ctoi(igrptl(1:nchr),ipos)
END DO
c-----------------------------------------------------------------------
c If only one Easter regressor is in the regression matrix, then
c reset regression group name to be the same as the effect name
c-----------------------------------------------------------------------
IF((endcol-begcol).eq.0)THEN
CALL delstr(Easgrp,Grpttx,Gpxptr,Ngrptx,PGRP)
IF(.not.Lfatal)
& CALL insstr(igrptl(1:nchr),Easgrp,PGRP,Grpttx,Gpxptr,Ngrptx)
IF(Lfatal)RETURN
END IF
END IF
c-----------------------------------------------------------------------
c IF AIC test for easter is done, set up vector of easter window
c choices to test over.
c-----------------------------------------------------------------------
IF(Xeastr)THEN
Xeasvc(1)=0
IF(Easgrp.gt.0)THEN
Neasvx=endcol-begcol+2
DO icol=2,Neasvx
Xeasvc(icol)=ndays(icol-1)
END DO
ELSE
Xeasvc(2)=1
Xeasvc(3)=8
Xeasvc(4)=15
Neasvx=4
Finhol=T
END IF
END IF
c ------------------------------------------------------------------
c If Easter regressor not specified, check to see if Easter
c regressors can be generated for this run.
c ------------------------------------------------------------------
IF(Xeastr.and.Neasvx.eq.4)THEN
CALL addate(Begsrs,Sp,Nofpob-1,idate)
IF(Sp.ne.12.and.Sp.ne.4)THEN
CALL writln('ERROR: Need monthly or quarterly data to perform
&aictest for Easter.',Mt2,STDERR,T)
Readok=F
ELSE IF(Begsrs(YR).lt.1901)THEN
CALL writln('ERROR: Cannot generate Easter variables for aicte
&st before 1901.',Mt2,STDERR,T)
CALL writln(' Either specify a starting date, or include
& the century in the',Mt2,STDERR,F)
CALL writln(' start or modelspan arguments of the series
& spec.',Mt2,STDERR,F)
Readok=F
ELSE IF(idate(YR).gt.2100)THEN
CALL writln('ERROR: Cannot generate Easter variables for aicte
&st after 2100.',Mt2,STDERR,T)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
c Set pointers that tell if there are Easter, other holiday or
c trading day regressors in the model
c-----------------------------------------------------------------------
Holgrp=Easgrp
IF(Holgrp.eq.0)
& Holgrp=strinx(T,Grpttx,Gpxptr,1,Ngrptx,'Thanksgiving')
IF(Holgrp.eq.0)
& Holgrp=strinx(T,Grpttx,Gpxptr,1,Ngrptx,'Labor')
Tdgrp=strinx(T,Grpttx,Gpxptr,1,Ngrptx,'Trading Day')
IF(Tdgrp.eq.0)
& Stdgrp=strinx(T,Grpttx,Gpxptr,1,Ngrptx,'Stock Trading Day')
c-----------------------------------------------------------------------
IF(Stdgrp.gt.0.and.Holgrp.gt.0)THEN
CALL writln('ERROR: Stock trading day and holiday irregular com
&ponent regression',STDERR,Mt2,T)
CALL writln(' variables cannot be specified in the same r
&un.',STDERR,Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
c Check to see if, when rewieghting specificed, there are fixed
c trading day regression coefficients that are < -1.0
c-----------------------------------------------------------------------
IF(Tdgrp.gt.0.and.Lxrneg.and.Irgxfx.ge.2)THEN
begcol=Grpx(Tdgrp-1)
endcol=Grpx(Tdgrp)-1
tdfneg=F
alltdf=T
DO i=begcol,endcol
IF(Regfxx(i))THEN
IF(Bx(i).lt.MINONE)tdfneg=T
ELSE
IF(alltdf)alltdf=F
END IF
END DO
IF(tdfneg)THEN
CALL writln('ERROR: Cannot specify fixed coefficients for the
&trading day regressors',STDERR,Mt2,T)
CALL writln(' that imply daily weights less than zero w
&hen specifying',STDERR,Mt2,F)
CALL writln(' reweight=yes in the x11regression spec.',
& STDERR,Mt2,F)
Readok=F
ELSE IF(alltdf)then
CALL writln('NOTE: Cannot reweight trading day coefficients if
& all trading day',fhnote,Mt2,T)
CALL writln(' regressors are fixed; reweighting of daily
&weights will not',fhnote,Mt2,F)
CALL writln(' be performed.',fhnote,Mt2,F)
Lxrneg=F
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if there are fixed stock trading day regression
c coefficients for the irregular regression that are <= -1.0, which
c lead to nonpositive trading day factors for multiplicative seasonal
c adjustments.
c-----------------------------------------------------------------------
IF(Stdgrp.gt.0.and.Irgxfx.ge.2.and.Muladd.eq.0)THEN
begcol=Grpx(Tdgrp-1)
endcol=Grpx(Tdgrp)-1
tdfneg=F
DO ic=begcol,endcol
IF(Regfxx(i).and.(Bx(i).lt.MINONE.or.dpeq(Bx(i),MINONE)))
& tdfneg=T
END DO
IF(tdfneg)THEN
CALL writln('ERROR: Cannot specify fixed coefficients for stoc
&k trading day',STDERR,Mt2,T)
CALL writln(' regressors in the x11regression spec that
&produce a nonpositive',STDERR,Mt2,F)
CALL writln(' trading day factor. Use the regression sp
&ec to estimate the',STDERR,Mt2,F)
CALL writln(' stock trading day effect.',STDERR,Mt2,F)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
IF(Nusxrg.gt.0)THEN
iusr=1
DO icol=1,Nbx
IF(Rgxvtp(icol).eq.PRGUTD.and.Nusxrg.gt.0)THEN
rtype=Usxtyp(iusr)
iusr=iusr+1
IF(Tdgrp.eq.0)THEN
Tdgrp=icol
IF(Xtdtst.gt.0)THEN
Xtdtst=0
Xuser=T
END IF
ELSE IF(Stdgrp.eq.0.and.Isrflw.eq.1)THEN
Stdgrp=icol
END IF
ELSE IF((.not.(Holgrp.gt.0.or.Axruhl)).and.
& rtype.ge.PRGTUH)THEN
Holgrp=icol
IF(.not.Axruhl)Axruhl=T
IF(.not.Axrghl)Axrghl=T
END IF
END DO
c-----------------------------------------------------------------------
END IF
c-----------------------------------------------------------------------
c Check to see if X-11 and regARIMA adjustments are specified in the
c same run.
c-----------------------------------------------------------------------
IF(Axrgtd.and.(Tdgrp.eq.0.and.Stdgrp.eq.0))Axrgtd=F
IF(Axrghl.and.Holgrp.eq.0)Axrghl=F
c-----------------------------------------------------------------------
c Set options for extreme value treatment for X-11 regression
c-----------------------------------------------------------------------
otlgrp=strinx(T,Grpttx,Gpxptr,1,Ngrptx,'AO')
IF(dpeq(Sigxrg,DNOTST))THEN
IF((Tdgrp.gt.0.or.Xtdtst.gt.0).AND.
& (Holgrp.eq.0.and..not.Xeastr.and.otlgrp.eq.0).and.
& dpeq(Critxr,DNOTST))THEN
Sigxrg=2.5D0
ELSE IF(dpeq(Critxr,DNOTST))THEN
Otlxrg=T
END IF
ELSE IF(Tdgrp.eq.0.OR.(Holgrp.gt.0.or.Xeastr.or.otlgrp.gt.0))
& THEN
CALL writln(
&'ERROR: The sigma argument of the x11regression spec can only be',
& STDERR,Mt2,T)
CALL writln(
& ' specified when flow trading day variables are the only',
& STDERR,Mt2,F)
CALL writln(' regressors in the irregular regression.',
& STDERR,Mt2,F)
Readok=F
END IF
IF(Otlxrg.and.dpeq(Critxr,DNOTST))THEN
CALL dfdate(Endxot,Begxot,Sp,nobxot)
nobxot=nobxot+1
IF(Cvxtyp)THEN
Critxr=setcvl(nobxot,Cvxalf)
ELSE
Critxr=setcv(nobxot,Cvxalf)
END IF
IF(dpeq(Critxr,DNOTST))Readok=F
END IF
c-----------------------------------------------------------------------
c Check options for AIC trading day test
c-----------------------------------------------------------------------
IF(Xtdtst.gt.0)THEN
IF(Stdgrp.gt.0.AND.Xtdtst.eq.1)THEN
Xtdtst=2
ELSE IF(Stdgrp.gt.0.AND.Xtdtst.eq.3)THEN
CALL writln('ERROR: A stocktd regressor has been specified in
&the variables argument',STDERR,Mt2,T)
CALL writln(' of x11regression but td1coef is given in t
&he aictest argument.',STDERR,Mt2,F)
CALL writln(
& ' The type of trading day regressor must agree.',
& STDERR,Mt2,F)
Readok=F
ELSE IF(Tdgrp.gt.0.and.Xtdtst.eq.2)THEN
CALL writln('ERROR: A td or td1coef regressors has been specif
&ied in the variables argument',STDERR,Mt2,T)
CALL writln(' of x11regression but tdstock is given in t
&he aictest argument. ',STDERR,Mt2,F)
CALL writln(
& ' The type of trading day regressor must agree.',
& STDERR,Mt2,F)
Readok=F
ELSE IF (Xtdtst.eq.1.or.Xtdtst.eq.3)THEN
begcol=Grpx(Tdgrp-1)
endcol=Grpx(Tdgrp)-1
IF((Xtdtst.eq.1).and.(begcol.eq.endcol))THEN
Xtdtst=3
ELSE IF((Xtdtst.eq.3).and.(begcol.ne.endcol))THEN
CALL writln('ERROR: A td regressor has been specified in the
&variables argument of',STDERR,Mt2,T)
CALL writln(' x11regression but td1coef is given in th
&e aictest argument. ',STDERR,Mt2,F)
CALL writln(
& ' The type of trading day regressor must agree.',
& STDERR,Mt2,F)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
c Set date for stock trading day variable
c-----------------------------------------------------------------------
IF(Readok)THEN
IF(Stdgrp.gt.0)THEN
CALL getstr(Grpttx,Gpxptr,Ngrptx,Stdgrp,igrptl,nchr)
IF(Lfatal)RETURN
ipos=index(igrptl(1:nchr),'[')+1
Xaicst=ctoi(igrptl(1:nchr),ipos)
END IF
c-----------------------------------------------------------------------
c set change of regime date for trading day AIC test.
c-----------------------------------------------------------------------
IF(Xrgmtd)THEN
ipos=Gpxptr(Ngrptx)-1
rgmgrp=index(Grpttx(1:ipos),'(before ')+8
IF(rgmgrp.eq.8)
& rgmgrp=index(Grpttx(1:ipos),'(change for before ')+19
IF(rgmgrp.eq.19)
& rgmgrp=index(Grpttx(1:ipos),'(starting ')+10
IF(rgmgrp.eq.10)
& rgmgrp=index(Grpttx(1:ipos),'(change for after ')+18
CALL ctodat(Grpttx(1:ipos),Sp,rgmgrp,Xaicrg,argok)
Readok=argok.and.Readok
END IF
c ------------------------------------------------------------------
c If trading day regressor not specified, check to see if trading
c day regressors can be generated for this run.
c ------------------------------------------------------------------
IF(Tdgrp.eq.0.and.Stdgrp.eq.0)THEN
IF((Xtdtst.eq.3.or.Xtdtst.eq.4).and.Sp.ne.12)THEN
CALL writln('ERROR: Need monthly data to perform aictest for
& stock trading day.',STDERR,Mt2,T)
Readok=F
ELSE IF(Sp.ne.12.and.Sp.ne.4)THEN
CALL writln('ERROR: Need monthly or quarterly data to perfor
&m aictest for trading day.',STDERR,Mt2,T)
Readok=F
ELSE IF(Begsrs(YR).lt.1776)THEN
CALL writln('ERROR: Cannot generate trading variables for ai
&ctest before 1776.',Mt2,STDERR,T)
CALL writln(' Either specify a starting date, or inclu
&de the century in the',Mt2,STDERR,F)
CALL writln(' start or modelspan arguments of the seri
&es spec.',Mt2,STDERR,F)
Readok=F
END IF
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if prior length of month or length of quarter
c adjustment factors have been specified.
c-----------------------------------------------------------------------
IF(Priadj.gt.1)THEN
IF(Priadj.eq.2)THEN
WRITE(STDERR,2002)'Length-of-month','lom'
WRITE(Mt2,2002)'Length-of-month','lom'
ELSE IF(Priadj.eq.3)THEN
WRITE(STDERR,2002)'Length-of-quarter','loq'
WRITE(Mt2,2002)'Length-of-quarter','loq'
ELSE IF(Priadj.eq.4)THEN
WRITE(STDERR,2002)'Leap year','lpyear'
WRITE(Mt2,2002)'Leap year','lpyear'
END IF
CALL getstr(XAICDC,xaicpt,PXTAIC,Xtdtst,str,nchr)
IF(Lfatal)RETURN
WRITE(STDERR,2003)str(1:nchr),'x11regression'
WRITE(Mt2,2003)str(1:nchr),'x11regression'
Readok=F
END IF
c-----------------------------------------------------------------------
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if X-11 and regARIMA model based trading day
c adjustments are in the same run.
c-----------------------------------------------------------------------
IF(Adjtd.eq.1)THEN
IF((Axrgtd.or.Kswv.eq.1))THEN
CALL writln('ERROR: Irregular component regression and regARIMA
& model-based trading',STDERR,Mt2,T)
CALL writln(' day adjustment cannot be specified in the s
&ame run.',STDERR,Mt2,F)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
c Check to see if X-11 and regARIMA model based holiday
c adjustments are in the same run.
c-----------------------------------------------------------------------
IF(Adjhol.eq.1.and.Axrghl)THEN
rhol=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Easter')
IF(rhol.eq.0)
& rhol=strinx(T,Grpttl,Grpptr,1,Ngrptl,'StatCanEaster')
IF(rhol.eq.0)
& rhol=strinx(T,Grpttl,Grpptr,1,Ngrptl,'StockEaster')
IF(rhol.eq.0)rhol=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Labor')
IF(rhol.eq.0)rhol=strinx(T,Grpttl,Grpptr,1,Ngrptl,
& 'Thanksgiving')
IF(rhol.gt.0)THEN
CALL writln('ERROR: Irregular component regression and regARIMA
& model-based holiday',STDERR,Mt2,T)
CALL writln(' adjustment cannot be specified in the same
&run.',STDERR,Mt2,F)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
c Check for errors in specifying holiday adjustment
c-----------------------------------------------------------------------
IF(Khol.eq.0)THEN
Lgenx=F
ELSE IF(Haveum)THEN
Lgenx=F
Khol=0
CALL writln('NOTE: An X-11 holiday adjustment cannot be performe
&d when a user-defined',fhnote,Mt2,T)
CALL writln(' mean is specified for the irregular regressio
&n.',fhnote,Mt2,F)
ELSE
Lgenx=T
Khol=1
IF(Sp.eq.4)THEN
CALL writln('ERROR: Cannot calculate X-11 holiday adjustment fo
&r a quarterly series.',STDERR,Mt2,T)
Readok=F
END IF
IF(Khol.gt.0)THEN
IF(Fcntyp.eq.0)THEN
CALL writln('ERROR: An X-11 holiday adjustment cannot be perfo
&rmed when the',STDERR,Mt2,T)
CALL writln(' automatic transformation selection option
&is chosen.',STDERR,Mt2,F)
Readok=F
ELSE IF(Muladd.gt.0)THEN
CALL writln('ERROR: An X-11 holiday adjustment cannot be perfo
&rmed unless the',STDERR,Mt2,T)
CALL writln(' multiplicative seasonal adjustment option
&is chosen.',STDERR,Mt2,F)
Readok=F
END IF
END IF
IF(Adjhol.eq.1)THEN
rhol=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Easter')
IF(rhol.eq.0)
& rhol=strinx(T,Grpttl,Grpptr,1,Ngrptl,'StatCanEaster')
IF(rhol.eq.0)
& rhol=strinx(T,Grpttl,Grpptr,1,Ngrptl,'StockEaster')
IF(rhol.gt.0)THEN
CALL writln('ERROR: X-11 and regARIMA model-based Easter adjus
&tment cannot be',STDERR,Mt2,T)
CALL writln(' specified in the same run.',STDERR,Mt2,F)
Readok=F
END IF
END IF
IF(Easgrp.gt.0.and.Axrghl)THEN
CALL writln('ERROR: X-11 and irregular component regression-bas
&ed Easter adjustment',STDERR,Mt2,T)
CALL writln(' cannot be specified in the same run.',
& STDERR,Mt2,F)
Readok=F
END IF
IF(Begspn(1).lt.1901)THEN
CALL writln('ERROR: No X-11 holiday effect before 1901.',
& STDERR,Mt2,T)
CALL writln(
& ' Try including the century in the start date',
& STDERR,Mt2,F)
Readok=F
END IF
END IF
c-----------------------------------------------------------------------
c If X-11 holidays estimated and irregular regression performed or
c if the 0.per setting is used in regspan, set Ixreg to indicate a
c prior adjustment.
c-----------------------------------------------------------------------
IF(Ixreg.eq.1)THEN
CALL dfdate(Endspn,Endxrg,Ny,Xdsp)
IF(Khol.ge.1.or.Fxprxr.gt.0.or.Xdsp.gt.0)Ixreg=2
END IF
c-----------------------------------------------------------------------
c Check to see if only trading day factors are to be removed from
c final sesonally adjusted series when user mean is specified for
c x11regression.
c-----------------------------------------------------------------------
IF(Noxfac.and.(.not.Finhol))THEN
CALL writln('ERROR: Must remove both trading day and holiday fro
&m final seasonally',STDERR,Mt2,T)
CALL writln(' adjusted series when user-defined mean is pr
&esent.',STDERR,Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
c If multiplicative seasonal adjustment, test if factors are < 0,
c set factors = 0 to 1.0, and convert percentages to ratios.
c-----------------------------------------------------------------------
IF(Readok)THEN
IF(Muladd.ne.1)THEN
DO i=1,Nadj
IF(Adjmod.eq.2)THEN
Adj(i)=exp(Adj(i))
ELSE IF(Adj(i).lt.ZERO)THEN
CALL writln('ERROR: Negative prior adjustment factors cannot
&be used for a',STDERR,Mt2,T)
CALL writln(' multiplicative or log-additive seasonal a
&djustment.',STDERR,Mt2,F)
Readok=F
ELSE IF(dpeq(Adj(i),ZERO))THEN
Adj(i)=ONE
END IF
END DO
IF(Adjmod.eq.2)Adjmod=0
END IF
END IF
IF(Iyrt.le.0)THEN
IF(Iyrt.eq.NOTSET)Iyrt=0
c-----------------------------------------------------------------------
c check to see if there are at least 5 complete years for the
c SA totals adjustment option
c-----------------------------------------------------------------------
ELSE
iyrs=Lstyr-Lyr+1
IF(Pos1bk.ne.1)iyrs=iyrs-1
IF(Lstmo.ne.Ny)iyrs=iyrs-1
IF(iyrs.lt.5)THEN
CALL writln('ERROR: The series must have at least five complete
& years to force the',STDERR,Mt2,T)
CALL writln(' yearly totals of the seasonally adjusted se
&ries.',STDERR,Mt2,F)
Readok=F
END IF
IF(Mid.eq.NOTSET)THEN
IF(Muladd.eq.1)THEN
Mid=1
ELSE
Mid=0
END IF
END IF
END IF
c-----------------------------------------------------------------------
c If any of the individual seasonal filter lengths are selected
c using the global MSR, set Lterm to 6
c-----------------------------------------------------------------------
Lstabl=F
L3x5=F
IF(Kfulsm.eq.2)THEN
IF(Lterm.ne.NOTSET)THEN
CALL writln('ERROR: Cannot specify a seasonal filter when type=
&trend.',STDERR,Mt2,T)
Readok=F
END IF
ELSE
IF(Lterm.eq.NOTSET)THEN
Lterm=6
DO i=1,Ny
Lter(i)=Lterm
END DO
END IF
i=1
DO WHILE (Lterm.lt.6.and.i.le.Ny)
IF(Lter(i).eq.6)Lterm=6
i=i+1
END DO
c-----------------------------------------------------------------------
c Check to see if any of the seasonal filters is a 3x15. If so,
c print out a warning message if the # of years is less than 20
c-----------------------------------------------------------------------
c Set logical variables for use of a stable, 3x5 seasonal filters
c-----------------------------------------------------------------------
IF(Lterm.eq.5)Lstabl=T
IF(Lterm.eq.2.or.Lterm.eq.0)L3x5=T
c-----------------------------------------------------------------------
prtwrn=T
IF(Lterm.eq.4.and.nyr.lt.20)THEN
CALL writln('WARNING: The program will not use a 3x15 seasonal
&filter for',fhnote,Mt2,T)
CALL writln(' series shorter than 20 years.',fhnote,
& Mt2,F)
Lterm=5
prtwrn=F
Lstabl=T
END IF
DO i=1,Ny
IF(Lter(i).eq.4.and.nyr.lt.20)THEN
Lter(i)=5
IF(.not.Lstabl)Lstabl=T
IF(prtwrn)THEN
CALL writln('WARNING: The program will not use a 3x15 seasona
&l filter for series',fhnote,Mt2,T)
CALL writln(' series shorter than 20 years.',fhnote,
& Mt2,F)
prtwrn=F
END IF
c-----------------------------------------------------------------------
ELSE IF(.not.Lstabl.and.Lter(i).eq.5)THEN
Lstabl=T
END IF
c-----------------------------------------------------------------------
IF(L3x5.and.(Lter(i).ne.2.and.Lter(i).ne.0))L3x5=F
END DO
c-----------------------------------------------------------------------
c Set Lmsr
c-----------------------------------------------------------------------
Lmsr=0
IF(Lterm.eq.6)Lmsr=6
END IF
c-----------------------------------------------------------------------
c Check to see if Henderson moving average specified is too long.
c-----------------------------------------------------------------------
IF(Ktcopt.gt.PMXHND)THEN
ip1=1
CALL itoc(PMXHND,clen,ip1)
CALL writln('ERROR: Length of Henderson filter cannot exceed '//
& clen(1:(ip1-1))//'.',STDERR,Mt2,T)
Readok=F
ELSE IF(Ktcopt.eq.1)THEN
CALL writln('ERROR: Length of Henderson filter must exceed 1.',
& STDERR,Mt2,T)
Readok=F
ELSE IF(Nbfpob.lt.Ktcopt)THEN
ip1=1
CALL itoc(Ktcopt,clen,ip1)
CALL writln('ERROR: Not enough observations in the series to app
&ly a Henderson filter',STDERR,Mt2,T)
CALL writln(' of length '//clen(1:(ip1-1))//'.',
& STDERR,Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
c set up Trend I/C ratio for generating Henderson end weights.
c-----------------------------------------------------------------------
IF(dpeq(Tic,ZERO))THEN
Tic=3.5D0
IF(Ktcopt.le.9.and.Ktcopt.gt.0)Tic=ONE
IF(Ktcopt.gt.13)Tic=4.5D0
IF(Ktcopt.le.5.and.Ny.eq.4)Tic=0.001D0
IF(Ktcopt.ge.7.and.Ny.eq.4)Tic=4.5D0
c-----------------------------------------------------------------------
c If Tic is preset and automatic trend selection option, bomb.
c-----------------------------------------------------------------------
ELSE IF(Ktcopt.eq.0)THEN
CALL writln('ERROR: I/C ratio cannot be specified when the autom
&atic trend',STDERR,Mt2,T)
CALL writln(' filter option is used.',STDERR,Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
c If savelog=alldiagnostics in either the x11 or composite specs,
c set svltab to allow all diagnostics to be saved to the log file
c-----------------------------------------------------------------------
IF(Svltab(LSLALX))THEN
DO i=LSLM1,LSLIDS
Svltab(i)=T
END DO
END IF
IF(Svltab(LSLALI))THEN
DO i=LSLIM1,LSLITT
Svltab(i)=T
END DO
END IF
END IF
IF(Lmodel)THEN
IF(Svltab(LSLALA))THEN
DO i=LSLAMD,LSLFUR
Svltab(i)=T
END DO
END IF
IF(Svltab(LSLALE))THEN
DO i=LSLAIC,LSLAFC
Svltab(i)=T
END DO
END IF
IF(Svltab(LSLALC))THEN
DO i=LSLNRM,LSLSFT
Svltab(i)=T
END DO
END IF
END IF
IF(Svltab(LSLALR))THEN
DO i=LSLASA,LSLAFE
Svltab(i)=T
END DO
END IF
IF(Svltab(LSLALP))THEN
IF(Ny.eq.12)THEN
DO i=LSLSPK,LSLISP
Svltab(i)=T
END DO
END IF
DO i=LSLTPK,LSLQCH
Svltab(i)=T
END DO
END IF
c-----------------------------------------------------------------------
c Set sliding spans indicator variable for trading day (itd)
c-----------------------------------------------------------------------
IF(Issap.gt.0)THEN
IF((Axrgtd.and.(.not.Noxfac)).or.(Adjtd.eq.1.and.Ssinit.ne.1))
& Itd=1
c-----------------------------------------------------------------------
c Set sliding spans indicator variable for holiday (ihol)
c-----------------------------------------------------------------------
IF(Khol.gt.0.or.((Adjhol.eq.1.or.Finhol).and.Ssinit.ne.1))Ihol=1
c-----------------------------------------------------------------------
c Print error message if user-defined span length is not long
c enough.
c-----------------------------------------------------------------------
IF(Nlen.gt.0.and.Nlen.lt.Ny*3)THEN
CALL writln('WARNING: Length of sliding span must be at least 3
&years.',fhnote,Mt2,T)
CALL writln(' Sliding spans analysis will not be perform
&ed.',fhnote,Mt2,F)
Issap=0
ELSE
c-----------------------------------------------------------------------
c Otherwise, set up cutoff values.
c-----------------------------------------------------------------------
DO i=1,5
DO j=1,4
IF(i.eq.4)THEN
Cut(i,j)=Sscut(i)+(j-1)*2D0
ELSE
Cut(i,j)=Sscut(i)+(j-1)
END IF
END DO
END DO
Cut(4,4)=Cut(4,4)+ONE
END IF
END IF
c-----------------------------------------------------------------------
c Initialize variables used for type-of-month trading day table.
c-----------------------------------------------------------------------
IF(Posfob.eq.Posffc)THEN
nsp=Sp
ELSE IF(Nfcstx.gt.Nfcst)THEN
nsp=Nfcstx-Nfcst
ELSE IF(Sp.gt.Nfcst)THEN
nsp=Sp-Nfcst
ELSE
nsp=0
END IF
CALL tdset(Sp,Tdgrp,Begbak,Pos1bk,Posffc+nsp,ktd,Ixreg,Adjtd,
& Adjusr,Kswv,Noxfac)
c-----------------------------------------------------------------------
c Check composite adjustment options
c-----------------------------------------------------------------------
IF(Iagr.eq.1.and.(Lchkin.or.Lcomp))THEN
c-----------------------------------------------------------------------
c Set up indicator vector for beginning date, ending date and
c seasonal period of composite adjustment
c-----------------------------------------------------------------------
Iagr=2
Itest(1)=Sp
Itest(2)=Begspn(MO)
Itest(3)=Endspn(MO)
Itest(4)=Begspn(YR)
Itest(5)=Endspn(YR)
c-----------------------------------------------------------------------
c Check if proper dates were specified for composite adjustment
c-----------------------------------------------------------------------
ELSE IF(Iagr.eq.2.and.Iag.ge.0.and.((Itest(2).ne.Begspn(MO))
& .or.(Itest(3).ne.Lstmo).or.(Itest(4).ne.Lyr)
& .or.(Itest(5).ne.Lstyr)))THEN
CALL writln('ERROR: Component series '//Serno(1:Nser)//
& ' to be aggregated has a different',STDERR,Mt2,T)
CALL writln(
& ' time span. Aggregation will not be computed.',
& STDERR,Mt2,F)
Readok=F
Iagr=-1
END IF
c-----------------------------------------------------------------------
c Check to see if regARIMA model will be fit when model based
c regression effects are specified for adjustment.
c-----------------------------------------------------------------------
IF(Adjtd.eq.1.or.Adjhol.eq.1.or.Adjls.eq.1.or.Adjao.eq.1.or.
& Adjtc.eq.1.or.Adjso.eq.1.or.Adjusr.eq.1.or.Adjsea.eq.1.or.
& Finhol.or.Finao.or.Finls.or.Fintc.or.Finusr)THEN
IF((.not.Lmodel).OR.(.not.Ldestm))THEN
IF(Adjtd.eq.1)Adjtd=0
IF(Adjhol.eq.1)Adjhol=0
IF(Adjao.eq.1)Adjao=0
IF(Adjls.eq.1)Adjls=0
IF(Adjtc.eq.1)Adjtc=0
IF(Adjso.eq.1)Adjso=0
IF(Adjusr.eq.1)Adjusr=0
IF(Adjsea.eq.1)Adjsea=0
IF(Finhol.and.(.NOT.(Axrghl.or.Axruhl.OR.Khol.ge.1.or.
& Leastr.or.Xeastr)))Finhol=F
IF(Finao)Finao=F
IF(Finls)Finls=F
IF(Fintc)Fintc=F
IF(Finusr)Finusr=F
ELSE IF (Nb.gt.0) THEN
c ------------------------------------------------------------------
c Determine which of the regressors are currently present in the
c regARIMA model. First, initialize counters
c ------------------------------------------------------------------
nusr=0
nseas=0
ntd=0
Nao=0
Nls=0
Ntc=0
Nso=0
Nramp=0
Nln=0
Nsln=0
Nlp=0
Nseq=0
Nhol=0
Neas=0
iusr=1
c-----------------------------------------------------------------------
c Determine type of regression variable
c-----------------------------------------------------------------------
DO icol=1,Nb
rtype=Rgvrtp(icol)
IF(Nusrrg.gt.0)THEN
IF(rtype.eq.PRGTUD)THEN
rtype=Usrtyp(iusr)
iusr=iusr+1
ELSE IF((rtype.ge.PRGTUH.and.rtype.le.PRGUH5).or.
& rtype.eq.PRGTUS)THEN
iusr=iusr+1
END IF
END IF
c-----------------------------------------------------------------------
c regARIMA trading day regressors
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).or.
& (rtype.eq.PRGUTD.or.rtype.eq.PRGULM.or.rtype.eq.PRGULQ.or.
& rtype.eq.PRGULY))THEN
Ntd=Ntd+1
IF(rtype.eq.PRGTTD.or.rtype.eq.PRRTTD.or.rtype.eq.PRATTD.or.
& rtype.eq.PRG1TD.or.rtype.eq.PRR1TD.or.rtype.eq.PRA1TD.or.
& (Isrflw.eq.0.and.rtype.eq.PRGUTD))
& Nflwtd=Nflwtd+1
IF(rtype.eq.PRGTLM.or.rtype.eq.PRGTLQ.or.
& rtype.eq.PRRTLM.or.rtype.eq.PRRTLQ.or.
& rtype.eq.PRATLM.or.rtype.eq.PRATLQ.or.
& rtype.eq.PRGULM.or.rtype.eq.PRGULQ)
& Nln=Nln+1
IF(rtype.eq.PRGTSL.or.rtype.eq.PRRTSL.or.rtype.eq.PRATSL.or.
& (Isrflw.eq.1.and.rtype.eq.PRGULM))Nsln=Nsln+1
IF(rtype.eq.PRGTLY.or.rtype.eq.PRRTLY.or.rtype.eq.PRATLY.or.
& rtype.eq.PRGULY)Nlp=Nlp+1
END IF
c-----------------------------------------------------------------------
c regARIMA holiday regressors
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTEA.or.rtype.eq.PRGTEC.or.rtype.eq.PRGTES.or.
& rtype.eq.PRGTLD.or.rtype.eq.PRGTTH.or.(rtype.ge.PRGTUH.and.
& rtype.le.PRGUH5))THEN
Nhol=Nhol+1
IF(rtype.eq.PRGTEA.or.rtype.eq.PRGTEC.or.rtype.eq.PRGTES)
& Neas=Neas+1
END IF
c-----------------------------------------------------------------------
c regARIMA User-defined regressors
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTUD)nusr=nusr+1
c-----------------------------------------------------------------------
c regARIMA seasonal regressors
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTUS)nseas=nseas+1
c-----------------------------------------------------------------------
c regARIMA AO outlier regressors
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTAO.or.rtype.eq.PRSQAO.or.rtype.eq.PRGTMV.or.
& rtype.eq.PRGUAO)Nao=Nao+1
c-----------------------------------------------------------------------
c regARIMA Level Change Outlier regressors
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTLS.or.rtype.eq.PRGTRP.or.rtype.eq.PRGTTL.or.
& rtype.eq.PRGTQI.or.rtype.eq.PRGTQD.or.rtype.eq.PRSQLS.or.
& rtype.eq.PRGULS)THEN
Nls=Nls+1
IF(rtype.eq.PRGTRP.or.rtype.eq.PRGTQI.or.rtype.eq.PRGTQD)
& Nramp=Nramp+1
END IF
c-----------------------------------------------------------------------
c regARIMA Temporary Change Outlier regressors
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTTC)Ntc=Ntc+1
c-----------------------------------------------------------------------
c regARIMA Seasonal Outlier regressors
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTSO.and.rtype.eq.PRGUSO)Nso=Nso+1
c-----------------------------------------------------------------------
c regARIMA Sequence Outlier regressors
c-----------------------------------------------------------------------
IF(rtype.eq.PRSQAO.or.rtype.eq.PRSQLS)Nseq=Nseq+1
END DO
c-----------------------------------------------------------------------
c reset regression adjustment indicators if no regession effect
c found and print warning messages.
c-----------------------------------------------------------------------
IF(Adjtd.eq.1.and.Ntd.eq.0)Adjtd=0
IF(Adjhol.eq.1.and.Nhol.eq.0)THEN
Adjhol=0
IF((.NOT.(Axrghl.or.Axruhl.or.Khol.ge.1.or.Leastr.or.Xeastr))
& .and.Finhol)Finhol=F
END IF
IF(Adjsea.eq.1.and.nseas.eq.0)Adjsea=0
IF(nusr.eq.0)THEN
IF(Adjusr.eq.1)Adjusr=0
IF(Finusr)Finusr=F
END IF
IF((.not.Ltstao).and.Nao.eq.0)THEN
IF(Adjao.eq.1)Adjao=0
IF(Finao)Finao=F
END IF
IF((.not.Ltstls).and.Nls.eq.0)THEN
IF(Adjls.eq.1)Adjls=0
IF(Finls)Finls=F
END IF
IF((.not.Ltsttc).and.Ntc.eq.0)THEN
IF(Adjtc.eq.1)Adjtc=0
IF(Fintc)Fintc=F
END IF
IF(Adjso.eq.1.and.Nso.eq.0)Adjso=0
END IF
END IF
c-----------------------------------------------------------------------
IF(Lmodel)THEN
c-----------------------------------------------------------------------
c IF automatic outlier identification done, set variables to allow
c prior adjustment of outlier regressors
c-----------------------------------------------------------------------
IF(Adjao.eq.0.AND.Ltstao)Adjao=1
IF(Adjls.eq.0.AND.Ltstls)Adjls=1
IF(Adjtc.eq.0.AND.Ltsttc)Adjtc=1
* IF(Adjso.eq.0.AND.Ltstso)Adjso=1
c-----------------------------------------------------------------------
c If automatic modeling or testing procedures performed, disable
c saving of model iteration information.
c-----------------------------------------------------------------------
IF(((Lautom.or.Lautox).or.Itdtst.gt.0.or.Leastr.or.Luser.or.
& Fcntyp.eq.0).and.Savtab(LESTIT))THEN
Savtab(LESTIT)=F
CALL writln('WARNING: Cannot save iteration iformation for regAR
&IMA model estimation',fhnote,Mt2,T)
CALL writln(' when automatic modeling, AIC tests, or aut
&omatic transformation',fhnote,Mt2,F)
CALL writln(' selection is used.',fhnote,Mt2,F)
END IF
c-----------------------------------------------------------------------
c If automatic modeling or testing procedures performed, exact
c maximum likelihood estimation must be selected for both MA and AR.
c-----------------------------------------------------------------------
IF(((Itdtst.gt.0.or.Leastr.or.Luser).or.Lautom.or.Fcntyp.eq.0)
& .and.(.not.(Lextar.and.Lextma)))THEN
CALL writln('ERROR: Exact maximum likelihood estimation must be
&selected when',STDERR,Mt2,T)
CALL writln(' AIC tests, automdl, or automatic transformat
&ion selection is used.',STDERR,Mt2,F)
CALL writln(' ',STDERR,Mt2,F)
Readok=F
END IF
c-----------------------------------------------------------------------
c Only test the forecast error of the identified model if X-11
c seasonal adjustment is done (BCM July 2007)
c-----------------------------------------------------------------------
IF((.not.Lx11).and.Lrejfc)THEN
Lrejfc=F
CALL writln('NOTE: Since X-11 seasonal adjustment is not done, t
&he forecast error will not',fhnote,Mt2,T)
CALL writln(' be checked after the ARIMA model is identifie
&d.',fhnote,Mt2,F)
END IF
c-----------------------------------------------------------------------
END IF
c-----------------------------------------------------------------------
IF((.not.Lx11).and.(Spcsrs.eq.3))THEN
Spcsrs=2
CALL writln('NOTE: Since X-11 seasonal adjustment is not done, th
&e E1 table is not available.',fhnote,Mt2,T)
CALL writln(' The B1 table will be used for the spectrum of
&the original series.',fhnote,Mt2,F)
END IF
c-----------------------------------------------------------------------
c Copy data into variables Series and Orig
c-----------------------------------------------------------------------
Nomnfy=Nobs-Frstsy+1
* write(Mtprof,*) ' Y(Frstsy) = ',Y(Frstsy)
CALL copy(Y(Frstsy),Nomnfy,-1,Orig2(Pos1ob))
CALL copy(Y(Frstsy),Nspobs,-1,Series(Pos1ob))
CALL copy(Y(Frstsy),Nomnfy,-1,Orig(Pos1ob))
* write(Mtprof,*) ' Orig(Pos1ob) = ',Orig(Pos1ob)
c-----------------------------------------------------------------------
C --- Set up logical vector which shows if all values for the series
c is > 0 if pseudo-additive seasonal adjustment is performed.
c-----------------------------------------------------------------------
DO i=Pos1ob,Posfob
Gudval(i)=T
IF(Psuadd.and.Series(i).le.ZERO)Gudval(i)=F
END DO
c-----------------------------------------------------------------------
c Check to see if pseudo-additive seasonal adjustment can be
c performed.
c-----------------------------------------------------------------------
IF(Psuadd)THEN
IF(Adjtd.eq.1.or.Adjls.eq.1.or.Adjhol.eq.1.or.Adjao.eq.1.or.
& Adjtc.eq.1.or.Adjusr.eq.1.or.Adjsea.eq.1.or.Finhol.or.
& Finao.or.Finls.or.Fintc.or.Finusr)THEN
CALL writln('ERROR: Pseudo-additive seasonal adjustment cannot b
&e performed when',fhnote,Mt2,T)
CALL writln(' preadjustment factors are derived from a REG
&ARIMA model.',fhnote,Mt2,F)
Readok=F
ELSE IF(Axrgtd.or.Axrghl)THEN
CALL writln('ERROR: Pseudo-additive seasonal adjustment and irre
&gular component',fhnote,Mt2,T)
CALL writln(' calendar adjustment cannot be specified in t
&he same run.',fhnote,Mt2,F)
Readok=F
ELSE IF(Priadj.gt.1.or.Nuspad.gt.0.or.Nustad.gt.0)THEN
CALL writln('ERROR: Cannot use prior adjustment factors in a pse
&udo-additive seasonal',fhnote,Mt2,T)
CALL writln(' adjustment.',fhnote,Mt2,F)
Readok=F
ELSE IF(Nfcst.eq.0)THEN
CALL writln('WARNING: Pseudo-additive seasonal adjustment will n
&ot produce forecasts',fhnote,Mt2,T)
CALL writln(' of the final seasonal difference unless re
&gARIMA forecasts are',fhnote,Mt2,F)
CALL writln(' used to extend the series.',fhnote,Mt2,F)
CALL writln(' The regARIMA model used to extend the seri
&es cannot include',fhnote,Mt2,T)
CALL writln(' regressors that result in preadjustment fa
&ctors (such as outlier,',fhnote,Mt2,F)
CALL writln(' trading day or holiday regressors) when ps
&eudo-additive seasonal',fhnote,Mt2,F)
CALL writln(' adjustment is used. If your model has suc
&h regressors, use the',fhnote,Mt2,F)
CALL writln(' noapply argument of the regression spec.',
& fhnote,Mt2,F)
END IF
END IF
c-----------------------------------------------------------------------
c If the series is a component series and the run is just checking
c input, aggregate series before leaving routine.
c-----------------------------------------------------------------------
IF(Lchkin)THEN
IF(Iagr.eq.2.and.Iag.ge.0)THEN
CALL setapt(0,0,Begspn,Sp)
CALL agr(Series,O,Iag,Pos1ob,Posfob,Pos1ob,W)
END IF
RETURN
END IF
c-----------------------------------------------------------------------
c If composite adjustment chosen, set up data vectors.
c-----------------------------------------------------------------------
c IF(Iagr.eq.3)THEN
cc IF(Lcomp)Lcomp=F
c IF(Pos1ob.gt.1)THEN
c n=Posfob-Pos1ob+1
c CALL copy(O,n,-1,O(Posfob))
c CALL copy(Omod,n,-1,Omod(Posfob))
c CALL copy(Ci,n,-1,Ci(Posfob))
c END IF
c END IF
c-----------------------------------------------------------------------
c set prior adjustment indicator according to whether prior
c adjustment is done to original series.
c-----------------------------------------------------------------------
Lpradj=F
IF(Kfmt.gt.0)Lpradj=T
c-----------------------------------------------------------------------
c make changes to selected input parameters if SEATS is used for
c seasonal adjustment
c-----------------------------------------------------------------------
IF(Lseats)THEN
IF(Maxord(1).eq.4)THEN
Maxord(1)=3
CALL writln('NOTE: The maximum regular ARIMA order that the auto
&matic model selection',STDERR,Mt2,T)
CALL writln(' procedure will identify has been changed to t
&hree (3) since SEATS',STDERR,Mt2,F)
CALL writln(' seasonal adjustments are generated in this ru
&n.',STDERR,Mt2,F)
END IF
c-----------------------------------------------------------------------
c If seats seasonal adjustment is to be done, and stable seasonal
c regressors are specified, allow X-13A-S to generate seasonal
c factors from the regressors and remove before doing signal
c extraction (added by BCM 04-10-05)
c-----------------------------------------------------------------------
IF(Lseff)THEN
IF(Adjsea.eq.0)Adjsea=1
END IF
c-----------------------------------------------------------------------
c If savelog=alldiagnostics in the seats spec, set svltab to allow
c all diagnostics to be saved to the log file
c-----------------------------------------------------------------------
IF(Svltab(LSLALS))THEN
DO i=LSLSMD,LSLSSG
Svltab(i)=T
END DO
END IF
c-----------------------------------------------------------------------
c reset Iyrt to 0
c-----------------------------------------------------------------------
IF(Iyrt.eq.NOTSET)Iyrt=0
END IF
c-----------------------------------------------------------------------
IF(Nbcst2.gt.0)Lyr=Begbk2(YR)
c-----------------------------------------------------------------------
c Generate peak indexes, frequencies for spectral estimates
c-----------------------------------------------------------------------
IF (Ny.eq.12) THEN
CALL mkpeak(Peakwd,Lfqalt)
CALL mkfreq(Peakwd,Lfqalt,Lprsfq)
END IF
c ------------------------------------------------------------------
c Try to open file to store seasonal adjustment diagnostics.
c ------------------------------------------------------------------
lexsum=F
IF(Lgraf.or.Lsumm.gt.0.or.Hvmtdt)THEN
IF(Lgraf)THEN
fil=Curgrf(1:Ngrfcr)//'.udg'
nchr=Ngrfcr+4
ELSE
fil=Cursrs(1:Nfilcr)//'.udg'
nchr=Nfilcr+4
END IF
INQUIRE(FILE=fil(1:nchr),EXIST=lexsum)
IF(Lgraf.or.Lsumm.gt.0)THEN
CALL fopen(fil(1:nchr),
& 'seasonal adjustment and modeling diagnostics',
& 'UNKNOWN',Nform,argok)
ELSE
CALL fopen(fil(1:nchr),'user specified metadata',
& 'UNKNOWN',Nform,argok)
END IF
Readok=argok.and.Readok
IF(argok)Opnudg=T
IF(Lgraf.or.Lsumm.gt.0)THEN
WRITE(STDERR,1063)'diagnostics output',fil(1:nchr)
ELSE IF(Hvmtdt)THEN
WRITE(STDERR,1063)'metadata',fil(1:nchr)
ELSE
WRITE(STDERR,1065)' '
END IF
C-----------------------------------------------------------------------
c If graphics and diagnostic option specified in same run, print
c warning message that diagnostic file(s) will be written to
c graphics file directory rather than output directory.
C-----------------------------------------------------------------------
IF(Readok.and.Lgraf)THEN
IF(Lsumm.gt.0)THEN
IF(.not.Lquiet)WRITE(STDERR,1062)PRGNAM,'diagnostic'
WRITE(Ng,1062)PRGNAM,'diagnostic'
ELSE IF(Hvmtdt)THEN
IF(.not.Lquiet)WRITE(STDERR,1062)PRGNAM,'metadata'
WRITE(Ng,1062)PRGNAM,'metadata'
END IF
END IF
ELSE IF(Readok)THEN
IF(Lgraf.or.Lsumm.gt.0)THEN
WRITE(STDERR,1063)'diagnostics output',fil(1:nchr)
ELSE IF(Hvmtdt)THEN
WRITE(STDERR,1063)'metadata',fil(1:nchr)
ELSE
WRITE(STDERR,1065)' '
END IF
END IF
c-----------------------------------------------------------------------
IF(Opnudg.and.Lsumm.eq.1)THEN
IF(Ltimer.and.Lgraf)THEN
WRITE(STDERR,1100)PRGNAM
ELSE IF(Ltimer)THEN
WRITE(STDERR,1200)PRGNAM,'timer (-t)'
ELSE IF(Lgraf)THEN
WRITE(STDERR,1200)PRGNAM,'graphics (-g)'
END IF
END IF
c-----------------------------------------------------------------------
c Print header page and Title info
c-----------------------------------------------------------------------
IF(Readok)THEN
CALL x12hdr(Nfcst,Srsttl,Nsrscr,Ttlvec,Notc,Lx11,Lmodel,Lseats,
& Lwdprt,Begspn,Nuspad,Nustad,Iqtype,Fcntyp,Lam,Ciprob,
& Dattim,Cnstnt,Isrflw,Lognrm)
IF(Lfatal)RETURN
c-----------------------------------------------------------------------
c Write out summary of files saved by this run of X-13A-S (including
c the main output, error, and seasonal adj. diagnostic files).
c-----------------------------------------------------------------------
IF(sav.or.Lexout.or.Lexerr.OR.(Lsumm.gt.0))THEN
c-----------------------------------------------------------------------
c If no tables are printed out, see if there are any tables being
c overwritten.
c-----------------------------------------------------------------------
IF(.not.Prttab(LSRSSV).or.Lnoprt)THEN
IF(Lexout.or.Lexerr.or.((Lsumm.gt.0).and.lexsum))THEN
Fhandl=Mt2
ELSE
Fhandl=0
Lexist=F
i=1
DO WHILE (.not.Lexist.and.i.le.NTBL)
IF(.not.sumtab(i))THEN
IF(Savtab(i))CALL opnfil(F,F,i,Fhandl,argok)
END IF
i=i+1
END DO
IF(Lexist)Fhandl=Mt2
END IF
c-----------------------------------------------------------------------
c IF no table printed out and files are overwritten, print warning
c message.
c-----------------------------------------------------------------------
IF(Fhandl.gt.0)THEN
IF(Lquiet)THEN
WRITE(Mt1,1025)PRGNAM,Cursrs(1:Nfilcr)
ELSE
WRITE(STDERR,1025)PRGNAM,Cursrs(1:Nfilcr)
END IF
END IF
ELSE
Fhandl=Mt1
END IF
c-----------------------------------------------------------------------
c Print entries for save files
c-----------------------------------------------------------------------
IF(Fhandl.gt.0)THEN
IF(sav)THEN
Lfrtop=T
DO i=1,NTBL
IF(.not.sumtab(i))THEN
IF(Savtab(i))CALL opnfil(F,F,i,Fhandl,argok)
END IF
END DO
ELSE
WRITE(Fhandl,1020)
END IF
c-----------------------------------------------------------------------
c Print entries for the main output, error, and seasonal adj.
c diagnostic files.
c-----------------------------------------------------------------------
ctmp=' '
IF(Lexout)ctmp='*'
WRITE(Fhandl,1030)Cursrs(1:Nfilcr)//'.out',ctmp,
& 'program output file'
ctmp=' '
IF(Lexerr)ctmp='*'
WRITE(Fhandl,1030)Cursrs(1:Nfilcr)//'.err',ctmp,
& 'program error file'
IF(Lsumm.gt.0)THEN
ctmp=' '
IF(Lexsum)ctmp='*'
WRITE(Fhandl,1030)Cursrs(1:Nfilcr)//'.udg',ctmp,
& 'seasonal adjustment and model diagnostics file'
END IF
IF(Lgraf)THEN
ctmp=' '
IF(Lexgrf)ctmp='*'
WRITE(Fhandl,1030)Cursrs(1:Nfilcr)//'.gmt',ctmp,
& 'graphics metafile'
END IF
END IF
END IF
c-----------------------------------------------------------------------
c Print and/or Save contents of input spc file
c-----------------------------------------------------------------------
IF(Savtab(LSRSIN))THEN
fil=Cursrs(1:Nfilcr)//'.spc'
nchr=Nfilcr+4
CALL fopen(fil(1:nchr),'input specification file',
& 'UNKNOWN',nspc,argok)
Readok=argok.and.Readok
END IF
IF(Prttab(LSRSIN).or.Savtab(LSRSIN))THEN
REWIND(Mt)
IF(Prttab(LSRSIN).and.Lpage)THEN
WRITE(Mt1,Ttlfmt)Newpg,Title(1:Ntitle),Kpage,Serno(1:Nser)
Kpage=Kpage+1
END IF
IF(Prttab(LSRSIN))WRITE(Mt1,1050)Infile(1:nblank(Infile))
i=1
DO WHILE (T)
READ(Mt,1060,END=10)line
IF(nblank(line).gt.0)THEN
IF(Savtab(LSRSIN))WRITE(nspc,1065)line(1:nblank(line))
IF(Prttab(LSRSIN))WRITE(Mt1,1070)i,line(1:nblank(line))
ELSE
IF(Savtab(LSRSIN))WRITE(nspc,1065)' '
IF(Prttab(LSRSIN))WRITE(Mt1,1070)i,' '
END IF
i=i+1
END DO
10 CALL fclose(Mt)
IF(Savtab(LSRSIN))CALL fclose(nspc)
IF(Hvmfil)THEN
REWIND(Mtm)
IF(Lpage)THEN
WRITE(Mt1,Ttlfmt)Newpg,Title(1:Ntitle),Kpage,Serno(1:Nser)
Kpage=Kpage+1
END IF
WRITE(Mt1,1080)Mdlfil(1:nblank(Mdlfil))
i=1
DO WHILE (T)
READ(Mtm,1060,END=20)line
IF(nblank(line).gt.0)THEN
WRITE(Mt1,1070)i,line(1:nblank(line))
ELSE
WRITE(Mt1,1070)i,' '
END IF
i=i+1
END DO
20 CALL fclose(Mtm)
END IF
END IF
c-----------------------------------------------------------------------
c If using compositing option to derive composite total without
c adjusting series, update the direct original series
c-----------------------------------------------------------------------
IF(Lcomp.and.Iagr.eq.2.and.Iag.ge.0)THEN
CALL setapt(0,0,Begspn,Sp)
CALL agr(Series,O,Iag,Pos1ob,Posfob,Pos1ob,W)
END IF
c-----------------------------------------------------------------------
ELSE IF(.not.Readok)THEN
CALL writln(' No seasonal adjustment this run',STDERR,Mt2,T)
END IF
c-----------------------------------------------------------------------
RETURN
c-----------------------------------------------------------------------
1020 FORMAT(/,' FILE SAVE REQUESTS (* indicates file exists and will ',
& 'be overwritten)')
1025 FORMAT(/,' WARNING: Existing files will be overwritten by ',
& 'this run of ',a,'.',
& /,10x,'A complete listing of all the files produced by ',
& 'this run ',
& /,10x,'can be found in ',a,'.err')
1030 FORMAT(' ',a,a,' ',a)
1050 FORMAT(/,5x,'Contents of spc file ',a,//,' Line #',/,' ------')
1060 FORMAT(a120)
1062 FORMAT(/,' NOTE: The ',a,' ',a,' file (.udg) has been stored',
& /,' in the directory specified by the graphics ',
& '(-g) option.')
1065 FORMAT(a)
1063 FORMAT(' Storing any ',a,' into ',a,/)
1070 FORMAT(1x,i6,': ',a)
1080 FORMAT(/,5x,'Contents of model file ',a,//,' Line #',/,
& ' ------')
1090 FORMAT(' WARNING: For ',i2,1x,a,' the number of missing ',
& 'values for the ',a,' is',/,
& ' greater than the number of data values ',
& 'specified.',//,
& ' The missing value replacement procedure ',
& 'used by ',a,/,
& ' cannot be considered optimal for this ',
& 'situation, and the user',/,
& ' should consider other methods of missing ',
& 'value replacement.')
1100 FORMAT(/,' NOTE: The ',a,' diagnostic file (.udg) is generated ',
& /,' since both the graphics (-g) and timer (-t) ',
& 'options were',/,' specified.')
1200 FORMAT(/,' NOTE: The ',a,' diagnostic file (.udg) is generated ',
& /,' since the ',a,' option was specified.')
2000 FORMAT(/,' ERROR: ',a,' was specified in the variables argument ',
& 'of the regression')
2001 FORMAT(' spec but ',a,' is given in the aictest argument.')
2002 FORMAT(/,' ERROR: ',a,' prior adjustment (adjust=',a,') cannot ',
& 'be specified')
2003 FORMAT(' when ',a,' is given in the aictest argument ',
& 'of the ',a,/,
& ' spec.',/)
3000 FORMAT(/,' ERROR: Cannot perform an AICtest for ',a,/,
& ' regressors on a ',a,' time series.')
c-----------------------------------------------------------------------
END
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