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C Last change: BCM 13 May 1998 9:04 am
SUBROUTINE prtamd(Cmodel,Mape,Blchi,Qchi,Dgfchi,Mdlnum,Lfcst,
& Ovrdff,Ovrsdf,Fctok,Argok)
IMPLICIT NONE
c-----------------------------------------------------------------------
c Print out model information for automatic model identification
c procedure
c-----------------------------------------------------------------------
DOUBLE PRECISION CHILIM
PARAMETER(CHILIM=0.005D0)
c-----------------------------------------------------------------------
INCLUDE 'notset.prm'
INCLUDE 'srslen.prm'
INCLUDE 'model.prm'
INCLUDE 'model.cmn'
INCLUDE 'fxreg.cmn'
INCLUDE 'units.cmn'
INCLUDE 'title.cmn'
INCLUDE 'error.cmn'
c-----------------------------------------------------------------------
CHARACTER Autofl*(PFILMD),Cmodel*(*)
DOUBLE PRECISION Fctlim,Bcklim,Qlim,Ovrdif,Mape,Blchi,Qchi
LOGICAL Lfcst,Lautox,Ovrdff,Ovrsdf,Pck1st,Outfer,Id1st,Fctok,Argok
INTEGER Mdlnum,Dgfchi
DIMENSION Mape(4)
c-----------------------------------------------------------------------
LOGICAL dpeq
EXTERNAL dpeq
c-----------------------------------------------------------------------
COMMON /armamx/ Fctlim,Bcklim,Qlim,Ovrdif,Lautox,Pck1st,Id1st,
& Outfer,Autofl
c-----------------------------------------------------------------------
IF(.not.Lcmpaq)WRITE(Mt1,'()')
WRITE(Mt1,1010)Mdlnum,Cmodel
1010 FORMAT(/,' Model ',i3,': ',a)
IF(Ngrp.gt.0)
& CALL desreg('Regression Model',Ngrp,Grpttl,Grpptr,Ngrptl)
IF(Ngrpfx.gt.0)
& CALL desreg('Regression Model (fixed)',Ngrpfx,Gfxttl,Gfxptr,
& Ngfxtl)
IF(Lfatal)RETURN
c-----------------------------------------------------------------------
c Print out message when error occurs in producing backcast error,
c return from subroutine. BCM May 2007
c-----------------------------------------------------------------------
IF(.not.Argok)THEN
WRITE(Mt1,1072)
1072 FORMAT(' Estimation error in computing average backcast ',
& 'error for this model.')
RETURN
END IF
c-----------------------------------------------------------------------
c print out average forecast error
c-----------------------------------------------------------------------
IF(Fctok)CALL prafce(Mt1,Mape,Outfer,Lfcst)
IF(Lfcst)THEN
IF(.not.dpeq(Blchi,DNOTST))THEN
IF(Blchi.gt.CHILIM)then
WRITE(Mt1,1040)Blchi,Qchi,Dgfchi
ELSE
WRITE(Mt1,1041)Blchi,Qchi,Dgfchi
END IF
END IF
1040 FORMAT(' Chi Square Probability: ',f6.2,' % (Q = ',f12.4,
& ', ',i4,' DF)',/)
1041 FORMAT(' Chi Square Probability: ',e17.10,' % (Q = ',f12.4,
& ', ',i4,' DF)',/)
c-----------------------------------------------------------------------
c Print out model information. First, load estimated model
c parameters into temporary variables, then print out model
c coefficents for each type.
c-----------------------------------------------------------------------
CALL setpt(Mt1,AR,'Nonseasonal AR')
IF(.not.Lfatal)CALL setpt(Mt1,MA,'Nonseasonal MA')
IF(.not.Lfatal)CALL setpt(Mt1,AR,'Seasonal AR')
IF(.not.Lfatal)CALL setpt(Mt1,MA,'Seasonal MA')
IF(Lfatal)RETURN
c-----------------------------------------------------------------------
c Check to see if model has been rejected, and print out message
c explaining rejection.
c-----------------------------------------------------------------------
IF((.not.Fctok).or.(Mape(4).gt.Fctlim).or.((Blchi.lt.Qlim).or.
& dpeq(Blchi,DNOTST)).or.Ovrdff)THEN
c & Ovrdff.or.Ovrsdf)THEN
IF(.not.Lcmpaq)WRITE(Mt1,'()')
WRITE(Mt1,1060)Mdlnum
1060 FORMAT(/,' MODEL ',i3,' REJECTED: ')
IF(Fctok)THEN
IF(Mape(4).gt.Fctlim)WRITE(Mt1,1070)Fctlim
1070 FORMAT(' Average forecast error > ',f6.2,'%')
ELSE
WRITE(Mt1,1071)
1071 FORMAT(' Insufficient data to compute the average forecast ',
& 'error for this model.')
END IF
IF(dpeq(Blchi,DNOTST))THEN
WRITE(Mt1,1079)
1079 FORMAT(' Insufficient data to compute the Ljung-Box chi-',
& 'square probability for this model.')
ELSE
IF(Blchi.le.Qlim)THEN
IF(Qlim.gt.CHILIM)THEN
WRITE(Mt1,1080)Qlim
ELSE
WRITE(Mt1,1081)Qlim
END IF
END IF
1080 FORMAT(' Ljung-Box Q chi-square probability < ',f6.2,' %')
1081 FORMAT(' Ljung-Box Q chi-square probability < ',e17.10,' %')
END IF
IF(Ovrdff)WRITE(Mt1,1090)'E','nonseasonal','.'
1090 FORMAT(' ',a,'vidence of ',a,' overdifferencing',a)
END IF
ELSE IF(Mape(4).gt.Bcklim)THEN
IF(.not.Lcmpaq)WRITE(Mt1,'()')
WRITE(Mt1,1100)Mdlnum,Bcklim
1100 FORMAT(/,' MODEL ',i3,' REJECTED: ',/,
& ' Average backcast error > ',f6.2,'%')
END IF
IF(Ovrsdf)WRITE(Mt1,1090)'WARNING: E','seasonal',
& ' (see message below).'
c-----------------------------------------------------------------------
RETURN
END
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