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SUBROUTINE pass0(Trnsrs,Frstry,Isig,Istep,Lprt)
IMPLICIT NONE
c-----------------------------------------------------------------------
c Check trading day, easter, constant regressors of final model
c to see if they are significant.
c-----------------------------------------------------------------------
LOGICAL T,F
PARAMETER(T=.true.,F=.false.)
c-----------------------------------------------------------------------
INCLUDE 'srslen.prm'
INCLUDE 'model.prm'
INCLUDE 'model.cmn'
INCLUDE 'picktd.cmn'
INCLUDE 'arima.cmn'
INCLUDE 'prior.prm'
INCLUDE 'prior.cmn'
INCLUDE 'extend.cmn'
INCLUDE 'units.cmn'
INCLUDE 'error.cmn'
c ------------------------------------------------------------------
DOUBLE PRECISION Trnsrs,tval,cval,tderiv
INTEGER ktd,keastr,kmu,begcol,endcol,igrp,Isig,nsig,icol,Frstry,
& Istep
DIMENSION Trnsrs(PLEN),tval(PB)
c ------------------------------------------------------------------
INTEGER strinx
DOUBLE PRECISION tstdrv
LOGICAL dpeq,Lprt
EXTERNAL strinx,tstdrv,dpeq
c-----------------------------------------------------------------------
ktd=strinx(F,Grpttl,Grpptr,1,Ngrptl,'Trading Day')
IF(ktd.eq.0.and.(Itdtst.eq.1.or.Itdtst.eq.4.or.Itdtst.eq.5))
& ktd=strinx(F,Grpttl,Grpptr,1,Ngrptl,
& '1-Coefficient Trading Day')
IF(ktd.eq.0.and.Itdtst.eq.3)
& ktd=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Stock Trading Day')
IF(ktd.eq.0.and.Itdtst.eq.6)
& ktd=strinx(T,Grpttl,Grpptr,1,Ngrptl,
& '1-Coefficient Stock Trading Day')
c-----------------------------------------------------------------------
keastr=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Easter')
IF(keastr.eq.0)
& keastr=strinx(T,Grpttl,Grpptr,1,Ngrptl,'StatCanEaster')
IF(keastr.eq.0)
& keastr=strinx(T,Grpttl,Grpptr,1,Ngrptl,'StockEaster')
c-----------------------------------------------------------------------
kmu=strinx(F,Grpttl,Grpptr,1,Ngrptl,'Constant')
IF(ktd.eq.0.and.keastr.eq.0.and.kmu.eq.0)RETURN
c-----------------------------------------------------------------------
c compute t-statistics for regressors
c-----------------------------------------------------------------------
CALL genrtt(tval)
cval=1.96D0
c-----------------------------------------------------------------------
c If trading day, check the t-statistics to see if there are
c any significant trading day regressors
c-----------------------------------------------------------------------
IF(ktd.gt.0.and.Itdtst.gt.0)THEN
nsig=0
DO igrp=Ngrp,1,-1
begcol=Grp(igrp-1)
endcol=Grp(igrp)-1
IF(Rgvrtp(begcol).eq.PRGTST.or.Rgvrtp(begcol).eq.PRGTTD.or.
& Rgvrtp(begcol).eq.PRRTST.or.Rgvrtp(begcol).eq.PRRTTD.or.
& Rgvrtp(begcol).eq.PRATST.or.Rgvrtp(begcol).eq.PRATTD.or.
& Rgvrtp(begcol).eq.PRGTLM.or.Rgvrtp(begcol).eq.PRGTLQ.or.
& Rgvrtp(begcol).eq.PRGTLY.or.Rgvrtp(begcol).eq.PRGTSL.or.
& Rgvrtp(begcol).eq.PRRTLM.or.Rgvrtp(begcol).eq.PRRTLQ.or.
& Rgvrtp(begcol).eq.PRRTLY.or.Rgvrtp(begcol).eq.PRRTSL.or.
& Rgvrtp(begcol).eq.PRATLM.or.Rgvrtp(begcol).eq.PRATLQ.or.
& Rgvrtp(begcol).eq.PRATLY.or.Rgvrtp(begcol).eq.PRATSL.or.
& Rgvrtp(begcol).eq.PRG1TD.or.Rgvrtp(begcol).eq.PRR1TD.or.
& Rgvrtp(begcol).eq.PRA1TD.or.Rgvrtp(begcol).eq.PRG1ST.or.
& Rgvrtp(begcol).eq.PRR1ST.or.Rgvrtp(begcol).eq.PRA1ST.or.
& Rgvrtp(begcol).eq.PRGUTD.or.Rgvrtp(begcol).eq.PRGULM.or.
& Rgvrtp(begcol).eq.PRGULQ.or.Rgvrtp(begcol).eq.PRGULY)THEN
DO icol=begcol,endcol
IF(DABS(tval(icol)).ge.cval)nsig=nsig+1
END DO
END IF
END DO
IF(nsig.lt.1)THEN
tderiv=tstdrv(ktd)
if (DABS(tderiv).lt.cval) ktd=-ktd
END IF
END IF
IF(keastr.gt.0.and.Leastr)THEN
nsig=0
begcol=Grp(keastr-1)
endcol=Grp(keastr)-1
DO icol=begcol,endcol
IF(DABS(tval(icol)).ge.cval)nsig=nsig+1
END DO
IF(nsig.lt.1)keastr=-keastr
END IF
IF(Istep.eq.1)cval=Tsig
IF(kmu.gt.0.and.Lchkmu)THEN
begcol=Grp(kmu-1)
IF(DABS(tval(begcol)).lt.cval)kmu=-kmu
END IF
IF(ktd.lt.0)THEN
DO igrp=Ngrp,1,-1
begcol=Grp(igrp-1)
endcol=Grp(igrp)-1
IF(Rgvrtp(begcol).eq.PRGTST.or.Rgvrtp(begcol).eq.PRGTTD.or.
& Rgvrtp(begcol).eq.PRRTST.or.Rgvrtp(begcol).eq.PRRTTD.or.
& Rgvrtp(begcol).eq.PRATST.or.Rgvrtp(begcol).eq.PRATTD.or.
& Rgvrtp(begcol).eq.PRGTLM.or.Rgvrtp(begcol).eq.PRGTLQ.or.
& Rgvrtp(begcol).eq.PRGTLY.or.Rgvrtp(begcol).eq.PRGTSL.or.
& Rgvrtp(begcol).eq.PRRTLM.or.Rgvrtp(begcol).eq.PRRTLQ.or.
& Rgvrtp(begcol).eq.PRRTLY.or.Rgvrtp(begcol).eq.PRRTSL.or.
& Rgvrtp(begcol).eq.PRATLM.or.Rgvrtp(begcol).eq.PRATLQ.or.
& Rgvrtp(begcol).eq.PRATLY.or.Rgvrtp(begcol).eq.PRATSL.or.
& Rgvrtp(begcol).eq.PRG1TD.or.Rgvrtp(begcol).eq.PRR1TD.or.
& Rgvrtp(begcol).eq.PRA1TD.or.Rgvrtp(begcol).eq.PRG1ST.or.
& Rgvrtp(begcol).eq.PRR1ST.or.Rgvrtp(begcol).eq.PRA1ST.or.
& Rgvrtp(begcol).eq.PRGUTD.or.Rgvrtp(begcol).eq.PRGULM.or.
& Rgvrtp(begcol).eq.PRGULQ.or.Rgvrtp(begcol).eq.PRGULY)THEN
CALL dlrgef(begcol,Nrxy,endcol-begcol+1)
IF(Lfatal)RETURN
END IF
END DO
Isig=Isig+1
IF(Lprt)WRITE(Mt1,1010)'trading day'
Aicint=0
c-----------------------------------------------------------------------
c If leap year or other prior adjustment done with trading day,
c remove effect of prior adjustment from series
c-----------------------------------------------------------------------
IF(Picktd)THEN
Picktd=.false.
IF(.not.(Fcntyp.eq.4.OR.dpeq(Lam,1D0)))THEN
CALL rmlpyr(Trnsrs,Nobspf)
IF(Lfatal)RETURN
END IF
END IF
c-----------------------------------------------------------------------
END IF
IF(keastr.lt.0)THEN
igrp=strinx(T,Grpttl,Grpptr,1,Ngrptl,'Easter')
IF(igrp.eq.0)
& igrp=strinx(T,Grpttl,Grpptr,1,Ngrptl,'StatCanEaster')
IF(igrp.eq.0)
& igrp=strinx(T,Grpttl,Grpptr,1,Ngrptl,'StockEaster')
begcol=Grp(igrp-1)
endcol=Grp(igrp)-1
CALL dlrgef(begcol,Nrxy,endcol-begcol+1)
IF(Lfatal)RETURN
Isig=Isig+1
IF(Lprt)WRITE(Mt1,1010)'Easter'
Aicind=0
END IF
IF(kmu.lt.0)THEN
igrp=strinx(F,Grpttl,Grpptr,1,Ngrptl,'Constant')
begcol=Grp(igrp-1)
CALL dlrgef(begcol,Nrxy,1)
IF(Lfatal)RETURN
Isig=Isig+1
IF(Lprt)WRITE(Mt1,1010)'constant'
END IF
c ------------------------------------------------------------------
c If regressors have been deleted, regenerate regression matrix
c ------------------------------------------------------------------
IF(Isig.gt.0)
& CALL regvar(Trnsrs,Nobspf,Fctdrp,Nfcst,0,Userx,Bgusrx,Nrusrx,
& Priadj,Reglom,Nrxy,Begxy,Frstry,T,Elong)
c-----------------------------------------------------------------------
1010 FORMAT(5x,'Deleted ',a,' regressor(s) due to insignificant ',
& 't-value.')
RETURN
END
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