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C Last change: BCM 17 Jul 2003 6:22 pm
SUBROUTINE prtref(Begxy,Nrxy,Fctdrp,Nfcst,Nbcst,Outdec,Lprtre,
& Lsavre,Ftd,Fhol,Fao,Fls,Ftc,Fso,Fusr,Fsea,Fmv,
& Fcyc,Nusrrg,Lseats,Rmcnst,Lprtrr,Lsavrr,Lgraf)
IMPLICIT NONE
c-----------------------------------------------------------------------
c prtref.f, Release 1, Subroutine Version 1.5, Modified 20 Oct 1994.
c-----------------------------------------------------------------------
c Computes regression adjustments for the groups of regression
c variables and the regression residuals. The groups are: the
c constant, seasonal effects, trading day, holiday, ao outliers,
c ls's and ramps, and user-defined effects. The adjustments
c are done on the prior-adjusted and transformed scale.
c-----------------------------------------------------------------------
INCLUDE 'srslen.prm'
INCLUDE 'model.prm'
INCLUDE 'model.cmn'
INCLUDE 'mdldat.cmn'
INCLUDE 'mdltbl.i'
INCLUDE 'usrreg.cmn'
INCLUDE 'title.cmn'
INCLUDE 'error.cmn'
* INCLUDE 'seatad.cmn'
c ------------------------------------------------------------------
LOGICAL F,T
INTEGER PTTL
DOUBLE PRECISION ZERO
PARAMETER(PTTL=14,ZERO=0D0,F=.false.,T=.true.)
c ------------------------------------------------------------------
CHARACTER str*(PCOLCR),ttlstr*(120)
DOUBLE PRECISION txy,Ftd,Fhol,Fao,Fls,Ftc,Fso,Fusr,Fmv,Fsea,fcyc,
& dvec,trr
LOGICAL Finao,Finhol,Lprtre,Lsavre,Finls,Fintc,Finusr,Lseats,lusr,
& Rmcnst,Lprtrr,Lsavrr,Lgraf
INTEGER Adjtd,Adjhol,Adjao,Adjls,Adjsea,Adjusr,Adjcyc,begeff,
& Begxy,endeff,i,icol,ieff,irgeff,nchr,neff,Nrxy,nttl,nref,
& regeff,rgefpt,rgeftp,ttlptr,rtype,iusr,Nusrrg,Adjso,Adjtc,
& ibrr,ierr,Fctdrp,Nfcst,Nbcst,Outdec
DIMENSION Begxy(2),regeff(11),Ftd(PLEN),
& Fao(PLEN),Fls(PLEN),Ftc(PLEN),Fusr(PLEN),Fhol(PLEN),
& Fmv(PLEN),ttlptr(0:PTTL),txy(PLEN*PTTL),Fsea(PLEN),
& Fso(PLEN),Fcyc(PLEN),dvec(1),trr(PLEN)
c-----------------------------------------------------------------------
COMMON /x11adj/ Adjtd,Adjhol,Adjao,Adjls,Adjtc,Adjso,Adjsea,
& Adjcyc,Adjusr,Finhol,Finao,Finls,Fintc,Finusr
c-----------------------------------------------------------------------
c Get the names from
c ../dictionary/strary REF <../dictionary/effects.dic
c-----------------------------------------------------------------------
CHARACTER REFDIC*127
INTEGER refptr,PREF
PARAMETER(PREF=14)
DIMENSION refptr(0:PREF)
PARAMETER(REFDIC='SeasonalTrading DayLength-of-MonthLength-of-Quar
&terLeap YearHolidayAOLS and RampTCUser-definedMissing ValueSOConst
&antTransitory')
DATA refptr/1,9,20,35,52,61,68,70,81,83,95,108,110,118,128/
c-----------------------------------------------------------------------
DIMENSION rgefpt(0:PREF),rgeftp(65)
DATA rgefpt/1,8,21,28,32,36,46,49,56,58,59,60,62,64,66/
DATA rgeftp/
& PRGTSE,PRGTTS,PRGTUS,PRRTSE,PRRTTS,PRATSE,PRATTS,PRGTTD,
& PRGTST,PRRTTD,PRRTST,PRATTD,PRATST,PRG1TD,PRR1TD,PRA1TD,
& PRG1ST,PRR1ST,PRA1ST,PRGUTD,PRGTSL,PRRTSL,PRATSL,PRGTLM,
& PRRTLM,PRATLM,PRGULM,PRGTLQ,PRRTLQ,PRATLQ,PRGULQ,PRGTLY,
& PRRTLY,PRATLY,PRGULY,PRGTEA,PRGTEC,PRGTES,PRGTLD,PRGTTH,
& PRGTUH,PRGUH2,PRGUH3,PRGUH4,PRGUH5,PRGTAO,PRGTAA,PRGUAO,
& PRGTLS,PRGTRP,PRGTAL,PRGTTL,PRGTQD,PRGTQI,PRGULS,PRGTTC,
& PRGTAT,PRGTUD,PRGTMV,PRGTSO,PRGUSO,PRGTCN,PRGUCN,PRGCYC,
& PRGUCY/
c-----------------------------------------------------------------------
c Initialize the titles
c-----------------------------------------------------------------------
CALL intlst(PTTL,ttlptr,nttl)
c-----------------------------------------------------------------------
c Find which regression effects there are.
c-----------------------------------------------------------------------
c if removeconstant = yes, also remove constant term - adjust
c number of regression effects accordingly (BCM - July 2008)
c-----------------------------------------------------------------------
nref=PREF
IF(.not.Rmcnst)nref=nref-1
DO irgeff=1,nref
begeff=rgefpt(irgeff-1)
endeff=rgefpt(irgeff)-1
DO icol=1,Nb
DO ieff=begeff,endeff
IF(Rgvrtp(icol).eq.rgeftp(ieff))THEN
CALL getstr(REFDIC,refptr,PREF,irgeff,str,nchr)
IF(.not.Lfatal)CALL insstr(str(1:nchr),nttl+1,PTTL,ttlstr,
& ttlptr,nttl)
IF(Lfatal)RETURN
regeff(nttl)=irgeff
GO TO 10
END IF
END DO
END DO
10 CONTINUE
END DO
c-----------------------------------------------------------------------
c Total regression effects
c-----------------------------------------------------------------------
CALL insstr('Total Reg',nttl+1,PTTL,ttlstr,ttlptr,nttl)
c-----------------------------------------------------------------------
c Regression residuals
c-----------------------------------------------------------------------
IF(.not.Lfatal)CALL insstr('Reg Resids',nttl+1,PTTL,ttlstr,ttlptr,
& nttl)
IF(Lfatal)RETURN
c-----------------------------------------------------------------------
c Calculate the factors.
c-----------------------------------------------------------------------
neff=nttl-2
dvec(1)=0.0D0
DO i=1,neff
CALL dcopy(Nrxy,dvec,0,txy(i),nttl)
irgeff=regeff(i)
begeff=rgefpt(irgeff-1)
endeff=rgefpt(irgeff)-1
c-----------------------------------------------------------------------
c Find the next column of the given regression effect type
c-----------------------------------------------------------------------
DO icol=1,Nb
DO ieff=begeff,endeff
IF(Rgvrtp(icol).eq.rgeftp(ieff))THEN
CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,txy(i),nttl)
GO TO 20
END IF
END DO
20 CONTINUE
END DO
END DO
c-----------------------------------------------------------------------
c Calculate the total regression effects
c-----------------------------------------------------------------------
CALL dcopy(Nrxy,dvec,0,txy(nttl-1),nttl)
c CALL setdp(0D0,Nrxy,txy(nttl-1))
DO icol=1,neff
CALL daxpy(Nrxy,1D0,txy(icol),nttl,txy(nttl-1),nttl)
END DO
c-----------------------------------------------------------------------
c Calculate the regression residuals
c-----------------------------------------------------------------------
CALL dcopy(Nrxy,Xy(Ncxy),Ncxy,txy(nttl),nttl)
CALL daxpy(Nrxy,-1D0,txy(nttl-1),nttl,txy(nttl),nttl)
c ------------------------------------------------------------------
IF(Lprtre)THEN
CALL prtmtx(Begxy,Sp,txy,Nrxy,nttl,ttlstr,ttlptr,nttl)
IF(Lfatal)RETURN
END IF
c ------------------------------------------------------------------
IF(Lsavre)THEN
CALL savmtx(LESTRE,Begxy,Sp,txy,Nrxy,nttl,ttlstr,ttlptr,nttl)
IF(Lfatal)RETURN
END IF
c-----------------------------------------------------------------------
c If regression residuals are printed or saved, store the regression
c residuals in a temporary variable trr. (BCM July 2008)
c-----------------------------------------------------------------------
IF(Lprtrr.or.Lsavrr.or.Lgraf)THEN
ibrr=1
ierr=Nrxy-Nbcst-max(Nfcst-Fctdrp,0)
IF(Nbcst.gt.0)THEN
ibrr=ibrr+Nbcst
ierr=ierr+Nfcst
END IF
DO i=ibrr,ierr
trr(i-ibrr+1)=txy(i*nttl)
END DO
c-----------------------------------------------------------------------
c print or save the regression residuals. (BCM July 2008)
c-----------------------------------------------------------------------
IF(Lprtrr)THEN
CALL prtshd('Residuals from the Estimated Regression Effects',
& Begspn,Sp,Nspobs,T)
IF(Lfatal)RETURN
CALL prttbl(Begspn,Sp,trr,Nspobs,'Data',Outdec)
END IF
IF(Lsavrr)THEN
CALL savtbl(LESRRS,Begspn,1,Nspobs,Sp,trr,Serno,Nser,F)
IF(Lfatal)RETURN
END IF
IF(Lgraf)THEN
CALL savtbl(LESRRS,Begspn,1,Nspobs,Sp,trr,Serno,Nser,T)
IF(Lfatal)RETURN
END IF
END IF
c ------------------------------------------------------------------
c Generate prior adjustment factors. First, initialize regression
c factors to zero for SEATS adjustments
c-----------------------------------------------------------------------
IF(Lseats)CALL setdp(ZERO,PLEN,Fcyc)
c-----------------------------------------------------------------------
c determine type of regression variable
c-----------------------------------------------------------------------
iusr=1
DO icol=1,Nb
lusr=F
rtype=Rgvrtp(icol)
IF(Nusrrg.gt.0)THEN
IF(rtype.eq.PRGTUD)THEN
rtype=Usrtyp(iusr)
iusr=iusr+1
lusr=T
ELSE IF((rtype.ge.PRGTUH.and.rtype.le.PRGUH5).or.
& rtype.eq.PRGTUS)THEN
iusr=iusr+1
END IF
END IF
c-----------------------------------------------------------------------
c Generate regARIMA trading day factors
c-----------------------------------------------------------------------
IF(Adjtd.eq.1.and.
& ((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)))
& CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Ftd,1)
c-----------------------------------------------------------------------
c Generate regARIMA holiday factors
c-----------------------------------------------------------------------
IF(((Adjhol.eq.1).or.Finhol).and.
& (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)))
& CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Fhol,1)
c-----------------------------------------------------------------------
c Generate regARIMA User-defined regression factors
c-----------------------------------------------------------------------
IF(((Adjusr.eq.1).or.Finusr).and.(rtype.eq.PRGTUD))
& CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Fusr,1)
c-----------------------------------------------------------------------
c Generate regARIMA seasonal regression factors
c source added to generate seasonal regression factor when SEATS
c is specified for seasonal adjustment (BCM 04-10-05)
c-----------------------------------------------------------------------
IF((Adjsea.eq.1).and.((rtype.eq.PRGTUS).or.(Lseats.and.
& (rtype.eq.PRGTSE.or.rtype.eq.PRGTTS.or.rtype.eq.PRRTSE.or.
& rtype.eq.PRRTTS.or.rtype.eq.PRATSE.or.rtype.eq.PRATTS))))
& CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Fsea,1)
c-----------------------------------------------------------------------
c Generate regARIMA AO outlier factors
c-----------------------------------------------------------------------
IF(((Adjao.eq.1).or.Finao).and.
& (rtype.eq.PRGTAO.or.rtype.eq.PRGTAA.or.rtype.eq.PRGUAO))
& CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Fao,1)
c-----------------------------------------------------------------------
c Generate regARIMA Level Change Outlier factors
c-----------------------------------------------------------------------
IF(((Adjls.eq.1).or.Finls).and.(rtype.eq.PRGTLS.or.
& rtype.eq.PRGTRP.or.rtype.eq.PRGTAL.or.rtype.eq.PRGTTL.or.
& rtype.eq.PRGTQI.or.rtype.eq.PRGTQD.or.rtype.eq.PRGULS))
& CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Fls,1)
c-----------------------------------------------------------------------
c Generate regARIMA Temporary Change Outlier factors
c-----------------------------------------------------------------------
IF(((Adjtc.eq.1).or.Fintc).and.(rtype.eq.PRGTTC.or.
& rtype.eq.PRGTAT))
& CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Ftc,1)
c-----------------------------------------------------------------------
c Generate regARIMA MV outlier factors
c-----------------------------------------------------------------------
IF(rtype.eq.PRGTMV)CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Fmv,1)
c-----------------------------------------------------------------------
c Generate regARIMA SO outlier factors
c-----------------------------------------------------------------------
* IF((Adjso.eq.1).and.(rtype.eq.PRGTSO.or.rtype.eq.PRGTAS))
IF((Adjso.eq.1).and.rtype.eq.PRGTSO.or.rtype.eq.PRGUSO)
& CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Fso,1)
c-----------------------------------------------------------------------
c Generate regARIMA transitory component for SEATS adjustments
c (Aug 2004 - BCM)
c-----------------------------------------------------------------------
IF(Lseats.and.lusr)THEN
IF(rtype.eq.PRGCYC)THEN
CALL daxpy(Nrxy,B(icol),Xy(icol),Ncxy,Fcyc,1)
IF(Adjcyc.eq.0)Adjcyc=1
END IF
END IF
c-----------------------------------------------------------------------
END DO
c-----------------------------------------------------------------------
RETURN
END
|
