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C Last change: BCM 15 Apr 2005 12:40 pm
SUBROUTINE xtrm(Xi,Kfda,Klda,Kfdax,Kldax)
IMPLICIT NONE
c-----------------------------------------------------------------------
C --- THIS ROUTINE COMPUTES WEIGHTS FOR THE IRREGULAR COMPONENT
C --- AND IDENTIFIES EXTREME IRREGULAR VALUES
c-----------------------------------------------------------------------
INCLUDE 'srslen.prm'
INCLUDE 'notset.prm'
c INCLUDE 'x11ptr.cmn'
INCLUDE 'lzero.cmn'
INCLUDE 'x11opt.cmn'
INCLUDE 'xtrm.cmn'
c-----------------------------------------------------------------------
INTEGER PY1
DOUBLE PRECISION ZERO,ONE
LOGICAL F,T
PARAMETER(PY1=PYRS+1,ZERO=0D0,ONE=1D0,F=.false.,T=.true.)
c-----------------------------------------------------------------------
DOUBLE PRECISION sdev1,sdev2,xbar,Xi
INTEGER i,inx,istep,j,jfda,jlda,k,Kfda,Klda,l,m,lx,
& mx,n,n1,n2,Kfdax,Kldax
INTEGER n3,nfda,nlda
DIMENSION Xi(PLEN)
c-----------------------------------------------------------------------
DOUBLE PRECISION sdxtrm,wtxtrm
LOGICAL dpeq
EXTERNAL sdxtrm,wtxtrm,dpeq
c-----------------------------------------------------------------------
n1=2*Ny
n2=n1+Ny-1
n3=n2+n1
istep=1
jfda=(Kfdax+Ny-2)/Ny*Ny+1
jlda=Kldax/Ny*Ny-n3
c changes suggested by NBB May 2004
nfda=(Kfdax-1)/Ny*Ny+1
nlda=(((Kldax-1)/Ny)+1)*Ny-n3
c end of changes
IF(jlda.lt.jfda)nlda=nfda
c-----------------------------------------------------------------------
C --- SET ALL WEIGHTS EQUAL TO 1.0 TO START
c-----------------------------------------------------------------------
CALL setdp(ONE,Klda,Stwt)
CALL setdp(ZERO,Ny,Stdper)
xbar=ONE
IF(Muladd.ne.0)xbar=ZERO
DO WHILE (istep.le.2)
c-----------------------------------------------------------------------
c Check to see if a grouping of periods has been done. If so,
c calculate extremes using standard errors generated for the
c grouped irregulars.
c-----------------------------------------------------------------------
IF(Ksdev.eq.4)THEN
sdev1=sdxtrm(Xi,xbar,Kfdax,Kldax,1,Imad,istep,Ny,T)
sdev2=sdxtrm(Xi,xbar,Kfdax,Kldax,1,Imad,istep,Ny,F)
c-----------------------------------------------------------------------
c Store sdev/MAD for each group
c-----------------------------------------------------------------------
DO i=1,Ny
Stdper(i)=sdev2
IF(Csigvc(i))Stdper(i)=sdev1
END DO
c-----------------------------------------------------------------------
DO k=Kfda,Klda
c-----------------------------------------------------------------------
C --- COMPUTE DEVIATION OF EACH IRREGULAR VALUE.
c-----------------------------------------------------------------------
i=mod(k,Ny)
IF(i.eq.0)i=Ny
IF(Stdper(i).gt.ZERO)Stwt(k)=wtxtrm(Xi(k),xbar,Stdper(i),Sigmu,
& Sigml,istep,Stwt(k))
END DO
c-----------------------------------------------------------------------
c Check to see if test for heterskedastic irregular has been
c accepted. If so, calculate extremes using standard errors
c calculated for each month/quarter.
c-----------------------------------------------------------------------
ELSE IF(Ksdev.gt.0)THEN
DO l=Kfda,Kfda+Ny-1
i=mod(l,Ny)
IF(i.eq.0)i=Ny
c-----------------------------------------------------------------------
c Calculate s.dev./MAD for a given calendar month/quarter.
c-----------------------------------------------------------------------
lx=l
IF(l.lt.Kfdax)THEN
j=mod(lx,Ny)
IF(j.eq.0)j=Ny
IF(i.ge.j)THEN
lx=Kfdax+(j-i)
ELSE
lx=Kfdax+Ny+(i-j)
END IF
END IF
m=((Klda-l)/Ny)*Ny+l
mx=((Kldax-l)/Ny)*Ny+l
sdev1=sdxtrm(Xi,xbar,lx,mx,Ny,Imad,istep,Ny,T)
c-----------------------------------------------------------------------
c Store sdev/MAD for month/quarter i
c-----------------------------------------------------------------------
Stdper(i)=sdev1
c-----------------------------------------------------------------------
IF(.not.dpeq(sdev1,ZERO))THEN
DO k=l,m,Ny
Stwt(k)=wtxtrm(Xi(k),xbar,sdev1,Sigmu,Sigml,istep,Stwt(k))
END DO
END IF
END DO
c-----------------------------------------------------------------------
IF(istep.eq.2)CALL setdp(DNOTST,PY1,Stdev)
ELSE
c-----------------------------------------------------------------------
c Else, identify extreme values and weights using standard X-11
c Method
c-----------------------------------------------------------------------
inx=3+((Lsp-1)/Ny)
DO i=nfda,nlda,Ny
IF(nlda.le.nfda)THEN
c-----------------------------------------------------------------------
C --- LESS THAN 5 YEARS AVAILABLE.
c-----------------------------------------------------------------------
j=Kfda
k=Klda
l=Kfdax
m=Kldax
ELSE IF(i.le.nfda)THEN
c-----------------------------------------------------------------------
C --- BEGINNING OF SERIES
c-----------------------------------------------------------------------
j=Kfda
k=nfda+n2
l=Kfdax
m=jfda+n3
ELSE IF(i.lt.nlda)THEN
c-----------------------------------------------------------------------
C --- CENTRAL YEARS
c-----------------------------------------------------------------------
j=i+n1
k=i+n2
l=i
m=n3+i
ELSE
c-----------------------------------------------------------------------
C --- END OF SERIES
c-----------------------------------------------------------------------
j=nlda+n1
k=Klda
l=jlda
m=Kldax
END IF
c-----------------------------------------------------------------------
C --- COMPUTE FIVE YEAR STANDARD DEVIATION (OR MEDIAN ABSOLUTE
C DEVIATION) OF THE IRREGULARS.
c-----------------------------------------------------------------------
sdev1=sdxtrm(Xi,xbar,l,m,1,Imad,istep,Ny,T)
c-----------------------------------------------------------------------
C --- STORE STANDARD DEVIATIONS FOR PRINTING IN TABLE OF WEIGHTS.
c-----------------------------------------------------------------------
Stdev(inx)=sdev1
inx=inx+1
IF(.not.dpeq(sdev1,ZERO))THEN
DO n=j,k
Stwt(n)=wtxtrm(Xi(n),xbar,sdev1,Sigmu,Sigml,istep,Stwt(n))
END DO
END IF
END DO
c-----------------------------------------------------------------------
IF(istep.eq.2)THEN
DO i=1,3
Stdev(i-1+inx)=sdev1
Stdev(i)=Stdev(3+((Lsp-1)/Ny))
END DO
END IF
c-----------------------------------------------------------------------
END IF
istep=istep+1
END DO
c-----------------------------------------------------------------------
c DO i=Kfda,Klda
DO i=Kfdax,Kldax
IF((Stwt(i)+ONE).le.ZERO)Stwt(i)=ZERO
END DO
RETURN
END
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