1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
|
C Last change: BCM 28 Sep 1998 10:27 am
**==getxtd.f processed by SPAG 4.03F at 09:49 on 1 Mar 1994
SUBROUTINE getxtd(Tdx,Begtd,Ll1,Lld,Muladd)
IMPLICIT NONE
c-----------------------------------------------------------------------
c This subroutine sets up a variable which tells which X-11 trading
c day factor is associated with which type of month.
c-----------------------------------------------------------------------
INCLUDE 'notset.prm'
INCLUDE 'srslen.prm'
INCLUDE 'model.prm'
INCLUDE 'model.cmn'
INCLUDE 'picktd.cmn'
INCLUDE 'tdtyp.cmn'
INCLUDE 'xtdtyp.cmn'
c-----------------------------------------------------------------------
LOGICAL T
PARAMETER(T=.true.)
c-----------------------------------------------------------------------
INTEGER i,i1,i2,Begtd,LL1,Lld,Muladd,ndif,n1,nn,tdgrp
DOUBLE PRECISION lom,fac,Tdx
DIMENSION Begtd(2),Tdx(*)
c-----------------------------------------------------------------------
LOGICAL dpeq
INTEGER strinx
EXTERNAL dpeq,strinx
c-----------------------------------------------------------------------
c First, check to see if there are trading day or stock trading day
c regressors, not user defined regressors. If not, return.
c-----------------------------------------------------------------------
tdgrp=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Trading Day')
IF(tdgrp.eq.0)tdgrp=strinx(T,Grpttl,Grpptr,1,Ngrptl,
& 'Stock Trading Day')
IF(tdgrp.eq.0)THEN
Tdtbl=0
RETURN
END IF
c-----------------------------------------------------------------------
c determine starting and ending points of trading day
c change of regimes, if necessary.
c-----------------------------------------------------------------------
IF(Lrgmtd)CALL dfdate(Tddate,Begtd,Sp,ndif)
n1=Ll1
nn=Lld
IF(Tdzero.lt.0)THEN
n1=ndif+1
ELSE IF(Lrgmtd)THEN
nn=ndif
END IF
c-----------------------------------------------------------------------
c For each observation, test to see if a factor has been associated
c with this type of month.
c-----------------------------------------------------------------------
fac=1D0
IF(Muladd.ne.1)fac=100D0
DO i=n1,nn
IF(dpeq(Tdx11(Tday(i)),DNOTST))THEN
c-----------------------------------------------------------------------
c Generate a factor for the leap year effect inherent in the X-11
c trading day factor.
c-----------------------------------------------------------------------
IF(Muladd.eq.1)THEN
lom=1D0
ELSE
c lom=Xn(i)/Xnstar(i)
lom=Xnstar(i)/Xn(i)
END IF
c-----------------------------------------------------------------------
c Copy X-11 trading day factors for the given type-of-month.
c-----------------------------------------------------------------------
Tdx11(Tday(i))=Tdx(i)*lom*fac
END IF
END DO
c-----------------------------------------------------------------------
IF((Fulltd.or.Tdzero.eq.2).and.Lrgmtd)THEN
IF(Tdzero.gt.0)THEN
i1=nn+1
i2=Lld
ELSE
i1=Ll1
i2=n1
END IF
DO i=i1,i2
IF(dpeq(Tdx11b(Tday(i)),DNOTST))THEN
IF(Muladd.eq.1)THEN
lom=1D0
ELSE
c lom=Xn(i)/Xnstar(i)
lom=Xnstar(i)/Xn(i)
END IF
Tdx11b(Tday(i))=Tdx(i)*lom*fac
END IF
END DO
END IF
c-----------------------------------------------------------------------
RETURN
END
|
