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
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
|
C Last change: BCM 29 Sep 97 10:13 am
SUBROUTINE mkback(Trnsrs,Priadj,Bcst,Ubcst,Pos2,Outdec,Lgraf)
IMPLICIT NONE
c ------------------------------------------------------------------
c Generate Backcasts
c Added November 2006 - print and save tables of backcasts
c ------------------------------------------------------------------
INCLUDE 'srslen.prm'
INCLUDE 'model.prm'
INCLUDE 'model.cmn'
INCLUDE 'mdldat.cmn'
INCLUDE 'arima.cmn'
INCLUDE 'x11log.cmn'
INCLUDE 'extend.cmn'
INCLUDE 'hiddn.cmn'
INCLUDE 'adj.cmn'
INCLUDE 'x11adj.cmn'
INCLUDE 'x11fac.cmn'
INCLUDE 'priusr.cmn'
INCLUDE 'error.cmn'
INCLUDE 'x11opt.cmn'
INCLUDE 'savcmn.cmn'
INCLUDE 'tbllog.prm'
INCLUDE 'tbllog.cmn'
INCLUDE 'mdltbl.i'
INCLUDE 'stdio.i'
INCLUDE 'cchars.i'
INCLUDE 'units.cmn'
c ------------------------------------------------------------------
LOGICAL F,T
INTEGER BTWNCL,DIV,INCOL,MNSGFG,ADD,MULT,SUB
DOUBLE PRECISION ZERO,ONE,TWO
PARAMETER(F=.false.,T=.true.,ADD=1,SUB=2,MULT=3,DIV=4,BTWNCL=3,
& INCOL=2,MNSGFG=3,ZERO=0D0,ONE=1D0,TWO=2D0)
c ------------------------------------------------------------------
CHARACTER blnk*80,fmt*80,ttlfct*80,ttlfc2*100,str*10,outstr*75,
& dash*(22)
LOGICAL Lgraf,ltrns,lpria,lprix,locok
INTEGER Priadj,fctori,frstry,i,Pos2,ff,endbak,ndtchr,
& Outdec,ndec,rdbdat,npos,fh,fh2,nttlcr,ntl2cr,mindec,idate,
& tmp1,tmp2,clwdth,mxdtcr
DOUBLE PRECISION rgvar,fcstse,Trnsrs,Bcst,Ubcst,bkxy,pval,nstder,
& lwrci,uprci,revfse
DIMENSION Bcst(PFCST),Ubcst(PFCST),rgvar(PFCST),fcstse(PFCST),
& Trnsrs(PLEN),endbak(2),lwrci(PFCST),uprci(PFCST),
& bkxy(PLEN*(PB+1)),idate(2),revfse(PFCST)
c-----------------------------------------------------------------------
DOUBLE PRECISION dinvnr
LOGICAL chkcvr,dpeq
EXTERNAL chkcvr,dinvnr,dpeq
c-----------------------------------------------------------------------
DATA dash /'----------------------'/
DATA blnk/
&'
& '/
c-----------------------------------------------------------------------
c Generate backcasts
c-----------------------------------------------------------------------
locok=T
CALL regvar(Trnsrs,Nspobs,Fctdrp,Nfcst,Nbcst,Userx,Bgusrx,Nrusrx,
& Priadj,Reglom,Nrxy,Begxy,frstry,T,Elong)
IF(Lfatal)RETURN
fctori=Nspobs
CALL copy(Xy,Nrxy*Ncxy,1,bkxy)
CALL revrse(bkxy,Nrxy-Nfcst,Ncxy,Xy)
CALL fcstxy(fctori,Nbcst,Bcst,fcstse,rgvar)
IF(Lfatal)RETURN
c-----------------------------------------------------------------------
CALL copy(bkxy,Nrxy*Ncxy,1,Xy)
c CALL revrse(Xy,Nrxy-Nfcst,Ncxy,Xy)
c-----------------------------------------------------------------------
c Create versions of the backcasts that are on the original scale
c-----------------------------------------------------------------------
ff=ADD
IF(Adjmod.lt.2)ff=MULT
DO i=1,Nbcst
Ubcst(Nbcst-i+1)=Bcst(i)
END DO
c-----------------------------------------------------------------------
IF(Lognrm.and.dpeq(Lam,ZERO))CALL lgnrmc(Nbcst,Bcst,fcstse,Bcst,F)
c-----------------------------------------------------------------------
CALL wrtdat(Begbak,Sp,str,ndtchr)
IF(Lfatal)RETURN
mxdtcr=max(4,ndtchr)
IF(.not.Lhiddn.and.(Prttab(LFORBC).or.Prttab(LFORTB)))
& WRITE(Mt1,1010)str(1:ndtchr),Nbcst
1010 FORMAT(//,' BACKCASTING',/,' Origin',a10,/,' Number',i10)
c-----------------------------------------------------------------------
c Format the transformed backcasts and their standard errors
c-----------------------------------------------------------------------
CALL numfmt(Ubcst,Nbcst,Outdec,clwdth,mindec)
mindec=mindec+MNSGFG-1
c-----------------------------------------------------------------------
IF(mindec.gt.Outdec)THEN
ndec=min(mindec,11)
clwdth=clwdth-Outdec+ndec
ELSE
ndec=Outdec
END IF
IF(ndec.eq.0)clwdth=clwdth+1
clwdth=min(max(clwdth,8),21)
c-----------------------------------------------------------------------
ltrns=(.not.dpeq(Lam,ONE)).or.Fcntyp.ne.4
lpria=(Nustad.gt.0.and.chkcvr(Bgutad,Nustad,Begbak,Nbcst,Sp)).or.
& (Nuspad.gt.0.and.chkcvr(Bgupad,Nuspad,Begbak,Nbcst,Sp)).or.
& (Priadj.gt.0.and.chkcvr(Begadj,Nadj,Begbak,Nbcst,Sp))
lprix=(Axrghl.or.Axrgtd.and.Ixreg.eq.3).or.Khol.eq.2.or.Kswv.eq.1
c-----------------------------------------------------------------------
IF(Prttab(LFORBC).or.Savtab(LFORBC).or.Lgraf)THEN
IF(Prttab(LFORBC))THEN
IF((lpria.or.lprix).and.ltrns)THEN
WRITE(Mt1,1020)
&'Backcasts and Standard Errors of the Prior Adjusted and Transform
&ed Data'
ELSE IF(ltrns)THEN
WRITE(Mt1,1020)
& 'Backcasts and Standard Errors of the Transformed Data'
ELSE IF(lpria)THEN
WRITE(Mt1,1020)
& 'Backcasts and Standard Errors of the Prior Adjusted Data'
ELSE
WRITE(Mt1,1020)'Backcasts and Standard Errors'
END IF
END IF
1020 FORMAT(/,' ',a)
c-----------------------------------------------------------------------
IF(Savtab(LFORTB).OR.(Lgraf.and.ltrns))THEN
IF(Savtab(LFORTB))CALL opnfil(T,F,LFORTB,fh,locok)
IF((Lgraf.and.ltrns).and.locok)
& CALL opnfil(T,Lgraf,LFORTB,fh2,locok)
IF(.not.locok)THEN
CALL abend()
RETURN
END IF
IF(Savtab(LFORTB))THEN
WRITE(fh,1030)'date',TABCHR,'backcast',TABCHR,'standarderror'
WRITE(fh,1030)'------',TABCHR,dash(1:Svsize),TABCHR,
& dash(1:Svsize)
END IF
IF(Lgraf.and.ltrns)THEN
WRITE(fh2,1030)'date',TABCHR,'backcast',TABCHR,
& 'standarderror'
WRITE(fh2,1030)'------',TABCHR,dash(1:Svsize),TABCHR,
& dash(1:Svsize)
END IF
1030 FORMAT(a:,a,a,a,a:,a,a)
END IF
c-----------------------------------------------------------------------
IF(Prttab(LFORTB))THEN
WRITE(Mt1,1040)('-',i=1,mxdtcr+BTWNCL+INCOL+2*clwdth+1)
1040 FORMAT(' ',77(a))
WRITE(Mt1,1050)blnk(1:mxdtcr+BTWNCL+INCOL+2*clwdth-6),
& blnk(1:mxdtcr-3),blnk(1:BTWNCL+clwdth-8),
& blnk(1:INCOL+clwdth+1-5)
1050 FORMAT(' ',a,'Standard',/,' ',a,'Date',a,'Backcast',a,
& 'Error')
WRITE(Mt1,1040)('-',i=1,mxdtcr+BTWNCL+INCOL+2*clwdth+1)
c ------------------------------------------------------------------
WRITE(fmt,1060)mxdtcr+3,BTWNCL+clwdth,ndec,INCOL+clwdth+1,
& ndec+1
1060 FORMAT('(a',i2.2,',f',i2.2,'.',i2.2,',f',i2.2,'.',i2.2,')')
END IF
c ------------------------------------------------------------------
DO i=1,Nbcst
CALL addate(Begbak,Sp,i-1,idate)
CALL wrtdat(idate,Sp,str,ndtchr)
IF(Lfatal)RETURN
c ------------------------------------------------------------------
IF(Prttab(LFORTB))
& WRITE(Mt1,fmt)str(1:ndtchr),Ubcst(i),fcstse(Nbcst-i+1)
c ------------------------------------------------------------------
IF(Savtab(LFORTB).OR.(Lgraf.and.ltrns))THEN
npos=1
rdbdat=100*idate(YR)+idate(MO)
c ------------------------------------------------------------------
CALL itoc(rdbdat,outstr,npos)
IF(Lfatal)RETURN
outstr(npos:npos)=TABCHR
npos=npos+1
CALL dtoc(Ubcst(i),outstr,npos)
IF(Lfatal)RETURN
outstr(npos:npos)=TABCHR
npos=npos+1
CALL dtoc(fcstse(Nbcst-i+1),outstr,npos)
IF(Lfatal)RETURN
IF(Savtab(LFORTB))WRITE(fh,1030)outstr(1:npos-1)
IF(Lgraf.and.ltrns)WRITE(fh2,1030)outstr(1:npos-1)
END IF
END DO
c ------------------------------------------------------------------
IF(Prttab(LFORTB))
& WRITE(Mt1,1040)('-',i=1,mxdtcr+BTWNCL+INCOL+2*clwdth+1)
IF(Savtab(LFORTS).and.locok)CALL fclose(fh)
IF(Lgraf.and.ltrns.and.locok)CALL fclose(fh2)
END IF
c-----------------------------------------------------------------------
IF(Prttab(LFORBC).or.Savtab(LFORBC).or.Lgraf)THEN
pval=(Ciprob+ONE)/TWO
nstder=dinvnr(pval,ONE-pval)
DO i=1,Nbcst
revfse(i)=fcstse(Nbcst-i+1)
END DO
CALL scrmlt(nstder,Nbcst,revfse)
CALL eltfcn(SUB,Ubcst,revfse,Nbcst,PFCST,lwrci)
CALL eltfcn(ADD,Ubcst,revfse,Nbcst,PFCST,uprci)
END IF
c-----------------------------------------------------------------------
IF(ltrns)THEN
IF(Lognrm.and.dpeq(Lam,ZERO))THEN
CALL lgnrmc(Nbcst,Ubcst,revfse,Ubcst,T)
ELSE
CALL invfcn(Ubcst,Nbcst,Fcntyp,Lam,Ubcst)
END IF
IF(Prttab(LFORBC).or.Savtab(LFORBC).or.Lgraf)THEN
CALL invfcn(lwrci,Nbcst,Fcntyp,Lam,lwrci)
CALL invfcn(uprci,Nbcst,Fcntyp,Lam,uprci)
END IF
END IF
IF(lpria)THEN
CALL eltfcn(ff,Ubcst,Adj(Adj1st-Nbcst),Nbcst,PFCST,Ubcst)
IF(Prttab(LFORBC).or.Savtab(LFORBC).or.Lgraf)THEN
CALL eltfcn(ff,lwrci,Adj(Adj1st-Nbcst),Nbcst,PFCST,lwrci)
CALL eltfcn(ff,uprci,Adj(Adj1st-Nbcst),Nbcst,PFCST,uprci)
END IF
END IF
IF(Khol.eq.2)THEN
CALL eltfcn(ff,Ubcst,X11hol(Pos2),Nbcst,PFCST,Ubcst)
IF(Prttab(LFORBC).or.Savtab(LFORBC).or.Lgraf)THEN
CALL eltfcn(ff,lwrci,X11hol(Pos2),Nbcst,PFCST,lwrci)
CALL eltfcn(ff,uprci,X11hol(Pos2),Nbcst,PFCST,uprci)
END IF
END IF
IF(Axrghl.and.Ixreg.eq.3)THEN
CALL eltfcn(ff,Ubcst,Facxhl(Pos2),Nbcst,PFCST,Ubcst)
IF(Prttab(LFORBC).or.Savtab(LFORBC).or.Lgraf)THEN
CALL eltfcn(ff,lwrci,Facxhl(Pos2),Nbcst,PFCST,lwrci)
CALL eltfcn(ff,uprci,Facxhl(Pos2),Nbcst,PFCST,uprci)
END IF
END IF
IF(Kswv.eq.1.or.(Axrgtd.and.Ixreg.eq.3))THEN
CALL eltfcn(ff,Ubcst,Stptd(Pos2),Nbcst,PFCST,Ubcst)
IF(Prttab(LFORBC).or.Savtab(LFORBC).or.Lgraf)THEN
CALL eltfcn(ff,lwrci,Stptd(Pos2),Nbcst,PFCST,lwrci)
CALL eltfcn(ff,uprci,Stptd(Pos2),Nbcst,PFCST,uprci)
END IF
END IF
c-----------------------------------------------------------------------
IF(Prttab(LFORBC).or.Savtab(LFORBC).or.Lgraf)THEN
ttlfct='Confidence intervals with coverage probability ('
nttlcr=48
ntl2cr=0
IF(Prttab(LFORBC))WRITE(ttlfct(nttlcr+1:),1110)Ciprob
1110 FORMAT(f8.5,')')
IF(Savtab(LFORBC))CALL opnfil(T,F,LFORBC,fh,locok)
IF(Lgraf.and.locok)CALL opnfil(T,Lgraf,LFORBC,fh2,locok)
IF(.not.locok)THEN
CALL abend()
RETURN
END IF
nttlcr=nttlcr+8
c ------------------------------------------------------------------
IF(ltrns)THEN
ttlfc2='On the Original Scale'
ntl2cr=21
END IF
c-----------------------------------------------------------------------
IF(Nustad.gt.0.or.Nuspad.gt.0.or.Priadj.gt.1)THEN
IF(lpria)THEN
IF(ltrns)THEN
ttlfc2=ttlfc2(1:ntl2cr)//' Before Prior Adjustments'
ntl2cr=ntl2cr+25
ELSE
ttlfc2='Before Prior Adjustments'
ntl2cr=24
END IF
c ------------------------------------------------------------------
ELSE
IF(ltrns)THEN
ttlfc2=ttlfc2(1:ntl2cr)//' After Prior Adjustments'
ntl2cr=ntl2cr+25
ELSE
ttlfc2='After Prior Adjustments'
ntl2cr=23
END IF
IF(Prttab(LFORBC).or.Savtab(LFORBC).or.Lgraf)THEN
IF(.not.Lquiet)WRITE(STDERR,1120)
CALL errhdr
WRITE(Mt2,1120)
END IF
1120 FORMAT(/,
& ' WARNING: User-defined prior adjustment factor not provided'
& ,/,' for the backcast period.',/)
END IF
ELSE IF(lprix)THEN
IF(ltrns)THEN
ttlfc2=ttlfc2(1:ntl2cr)//' Before Prior Adjustments'
ntl2cr=ntl2cr+25
ELSE
ttlfc2='Before Prior Adjustments'
ntl2cr=24
END IF
END IF
c-----------------------------------------------------------------------
CALL numfmt(lwrci,Nbcst,Outdec,tmp1,tmp2)
CALL numfmt(uprci,Nbcst,Outdec,clwdth,mindec)
clwdth=max(tmp1,clwdth)
mindec=max(tmp2,mindec)+MNSGFG-1
IF(mindec.gt.Outdec)THEN
ndec=min(mindec,11)
clwdth=clwdth-Outdec+ndec
ELSE
ndec=Outdec
END IF
IF(ndec.eq.0)clwdth=clwdth+1
clwdth=min(max(clwdth,8),21)
c ------------------------------------------------------------------
IF(Prttab(LFORBC))THEN
WRITE(Mt1,1020)ttlfct(1:nttlcr)
IF(ntl2cr.gt.0)THEN
WRITE(Mt1,1130)ttlfc2(1:ntl2cr)
1130 FORMAT(' ',a)
END IF
IF(Lognrm.and.dpeq(Lam,ZERO))
& WRITE(Mt1,1130)'with LogNormal correction'
c ------------------------------------------------------------------
WRITE(Mt1,1040)('-',i=1,mxdtcr+BTWNCL-INCOL+3*(INCOL+clwdth))
c ------------------------------------------------------------------
WRITE(Mt1,1140)blnk(1:mxdtcr-3),blnk(1:BTWNCL+clwdth-5),
& blnk(1:INCOL+clwdth-8),blnk(1:INCOL+clwdth-5)
1140 FORMAT(' ',a,'Date',a,'Lower',a,'Backcast',a,'Upper')
c ------------------------------------------------------------------
WRITE(Mt1,1040)('-',i=1,mxdtcr+BTWNCL-INCOL+3*(INCOL+clwdth))
c ------------------------------------------------------------------
WRITE(fmt,1150)mxdtcr+3,BTWNCL+clwdth,ndec,INCOL+clwdth,ndec
1150 FORMAT('(a',i2.2,',f',i2.2,'.',i2.2,',2f',i2.2,'.',i2.2,')')
END IF
c ------------------------------------------------------------------
IF(Savtab(LFORBC))THEN
WRITE(fh,1030)'date',TABCHR,'backcast',TABCHR,'lowerci',TABCHR,
& 'upperci'
WRITE(fh,1030)'------',TABCHR,dash(1:Svsize),TABCHR,
& dash(1:Svsize),TABCHR,dash(1:Svsize)
END IF
IF(Lgraf)THEN
WRITE(fh2,1030)'date',TABCHR,'backcast',TABCHR,'lowerci',TABCHR,
& 'upperci'
WRITE(fh2,1030)'------',TABCHR,dash(1:Svsize),TABCHR,
& dash(1:Svsize),TABCHR,dash(1:Svsize)
END IF
c ------------------------------------------------------------------
DO i=1,Nbcst
CALL addate(Begbak,Sp,i-1,idate)
CALL wrtdat(idate,Sp,str,ndtchr)
IF(Lfatal)RETURN
IF(Prttab(LFORBC))WRITE(Mt1,fmt)str(1:ndtchr),lwrci(i),Ubcst(i),
& uprci(i)
IF(Savtab(LFORBC).or.Lgraf)THEN
npos=1
rdbdat=100*idate(YR)+idate(MO)
c ------------------------------------------------------------------
CALL itoc(rdbdat,outstr,npos)
IF(Lfatal)RETURN
outstr(npos:npos)=TABCHR
npos=npos+1
CALL dtoc(Ubcst(i),outstr,npos)
IF(Lfatal)RETURN
outstr(npos:npos)=TABCHR
npos=npos+1
CALL dtoc(lwrci(i),outstr,npos)
IF(Lfatal)RETURN
outstr(npos:npos)=TABCHR
npos=npos+1
CALL dtoc(uprci(i),outstr,npos)
IF(Lfatal)RETURN
IF(Savtab(LFORBC))WRITE(fh,1030)outstr(1:npos-1)
IF(Lgraf)WRITE(fh2,1030)outstr(1:npos-1)
END IF
c ------------------------------------------------------------------
END DO
c ------------------------------------------------------------------
IF(Prttab(LFORBC))
& WRITE(Mt1,1040)('-',i=1,mxdtcr+BTWNCL-INCOL+3*(INCOL+clwdth))
c ------------------------------------------------------------------
IF(Savtab(LFORBC).and.locok)CALL fclose(fh)
IF(Lgraf.and.locok)CALL fclose(fh2)
c ------------------------------------------------------------------
END IF
c-----------------------------------------------------------------------
RETURN
END
|
