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GO TO 553

552 STDE=0.

FS=0.

PCC=1.

553 WRITE(KO,1054) NAME (JCOL (I)), B, STDE, FS, TV, PCC
551 CONTINUE

IF(BETAQ.NE.YES) GO TO 565

WRITE(KO,126)

DO 561 I=1,NIN

BETA=-X (M1+JCOL (I), NCOL)*DSQRT(SS(JCOL(I))/SST)

ELAS=-X (M1+JCOL(I), NCOL)*XBAR (JCOL (I))/XBAR (NCOL)

561 WRITE(KO,1054) NAME(JCOL(I)),BETA, ELAS

126 FORMAT (////2X, 'VARIABLE',4X, BETA COEFFICIENT',4X, ELASTICITY AT M 1EAN /)

565 IF(TBLQ.NE.YES) GO TO 570

WRITE(KO,127) NAME (NCOL), NAME(NCOL)

127 FORMAT(////14X, 'OBSERVED',11X, CALCULATED,10X, DEVIATION',11X, 'PE
IRCENTAGE' / 14X, A8,12X,A8,31X, "DEVIATION' /)
LCOL=1

IF(NCOL.EQ.1) LCOL=2

FIND(K8 NCOL)

READ(K8 NCOL) (X(I,LCOL), I=1,M)

DO 566 I=1,M

TEMP=X(I,LCOL)-X(I, NCOL)

IF(XII,LCOL).EQ.0.) GO TO 567

PCT X(I,NCOL)/X(I,LCOL)*100.

GO TO 568

567 PCT=0.

568 WRITE(KO,125) X(I,LCOL), TEMP,X(I,NCOL), PCT
566 CONTINUE

125 FORMAT(10X,4(G16.7,4X)}

570 MRSQC=1.-FLOAT (M-1)/FLOAT (MDF) +FLOAT (M-1)*MRSQ/FLOAT(MDF)

DW=0.

IF(SSE.EQ.0.) GO TO 575

SEE DSQRT (MSE)

SUM=X(1,NCOL)

DO 571 I=2,M

SUM=SUM+X (I,NCOL)

TEMP=X(I-1,NCOL)-X(I,NCOL)

571 DW=DW+TEMP*TEMP

DW=DW/SSE

FS=MSR/MSE

[blocks in formation]

WRITE(KO,128) SST,SSR,SSE,NIN, MDF,FS, SEE, MRSQ, MRSQC, DW, SUM 128 FORMAT (/////,5X, TOTAL SUM OF SQUARES', G16.7, 1///5X, REGRESSION SUM OF SQUARES' ,G16.7///5X, SUM OF SQUARED R 2ESIDUALS',G16.7///5X, 'F-STATISTIC FOR SIGNIFICANCE OF ALL COEFFICI 3ENTS F(',13,',', 14,')=',G16.7///5X, STANDARD ERROR OF THE ESTIMA 4TE,G16.7///5X, MULTIPLE R-SQUARED,F15.7///5X, MULTIPLE R-SQUARED

4

5CORRECTED FOR DEGREES OF FREEDOM, F15.7///5X, DURBIN WATSON STATIS
6TIC,F15.7///5X, SUM OF RESIDUALS',G16.7)
IF(PLTQ.NE.YES) GO TO 590

IF(SEE EQ.0.) GO TO 1590

DO 576 I=1,3

[blocks in formation]

427.

428.

429.

430.

431.

PLT=X(I,NCOL)/SEE*10.

[blocks in formation]

129 FORMAT('1PLOT OF STANDARDIZED RESIDUALS' ///15X,'-5S',7X,'-45',7x,'

1-3S, 7X,' -2S',7x,'-1S',8x,'0',9x,'15',8x, '2S',8X, 35,8x, '45',8x,'
25S/16X,5('I....
'),'0',5('.

DO 1580 I=1,M

I PLT=PLT+51.5

IF(IPLT.LT.1) IPLT=1

IF(IPLT.GT.101) IPL T=101

IF(IPLT.GT.97)

DO 581 K=1, 101

IPLT=97

IF(IPLT.NE.51) GO TO 582

KGPH (51)=KSTAR

GO TO 586

KGPH (IPLT) =KSTAR

WRITE(KO,130) I,PLT, (KGPH(J), J=1,101)

130 FORMAT(1X,13,2X,F7.4,3X,101A1/66X,'.')

TEMP=DABS (PLT)

IF(TEMP.LE.1) GO TO 587
IF(TEMP.LE.2) GO TO 588

[F(TEMP.LE.3)

GO TO 1580 587 C(1)=C ( 1 ) + 1 • 588 C(2)=C(2)+1. 589 C (3)=C(3) +1. 1580 CONTINUE

GO TO 589

I'))

[blocks in formation]
[blocks in formation]

WRITE(KO,131) (I,C(I), I=1,3)

1S OF ZERO IS',F10.4))
GO TO 590

PERCENTAGE OF DEVIATIONS WITHIN',12,' STANDARD ERROR

[blocks in formation]

1591 FORMAT('1PLOT OF STANDARDIZED RESIDUALS' /5X,' ALL RESIDUALS ARE ZER 10--NO PLOTTING WILL BE DONE')

590 CONTINUE

[blocks in formation]
[blocks in formation]

515.

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DO

[blocks in formation]

DO 620KKK=1,NPLTS

READ PLOT CARD

READ(K5, 111)

GET REQUISITE DATA FROM K8

FIND (K8KCOL)

READ(K8 KCOL){X(I,LCOL), I=1,M)

DO 625 KK=1,4

TAMP=0.

DO 626 I=1, M

626 TAMP=TAMP+X (I,LCOL)

TAMP TAMP/M

DO 625 I=1, M

625 XII,LCOL)=X(I,LCOL)-TAMP

STDE=VPROD (LCOL,LCOL,1.000)

STDE=DSQRT(STDE/(M-1.))

WRITE(KO,631) NAME (KCOL)

631 FORMAT(1PLOT OF STANDARDIZED RESIDUALS (Y-AXIS)',1X,'VS STANDARDI 1ZED,A8,

(X-AXIS)'//12X,'-5',8x,'-4',8X,'-3', 8X,'-2',8x,'-1',9X,

2'0',9x,'1'‚9ׂ'2',9ׂ'3',9X,'4',9X,'5'/ 13X,101('.'))

KAMP=6

TEMP=26.*TUMF

I ROW=1

DO 2120 K=1,51

ISTRT=IROW

TEMP=TEMP-TUMP

2121 J=1,101

2121 KGPH (J)=0

IF(IROW.GT.M) GO TO 2125

DO 2130 I=ISTRT,M

IF(X(ICOL (I), NCOL).LT.TEMP) GO TO 2125

I PLT=10.*X(ICOL(I), LCOL)/STDE+51.5

IF(IPLT.GT.101)

IF(IPLT.LT.1) IPLT=1

KGPH(IPLT)=KGPH(IPLT)+1

IROW=IROW+1

534.

2130 CONTINUE

[blocks in formation]
[blocks in formation]
[blocks in formation]

GO TO 720

702 FORMAT('1THESE ARE THE DATA USED TO MAKE PROJECTIONS ///)
703 FORMAT(/'OPROJECTED VALUE OF, A8, FOR PROJECTION PERIOD. ',14,' I
1S',G17.6//3X, THE STANDARD ERROR OF FORECAST FOR THIS PROJECTION I
2S,G17.6)

IF(NPROJ.EQ.C) GO TO 700

READ AND PRINT PROJECTION DATA

WRITE(KO,702)

DO 710 J=1,N

JJ=JCOL (J)

READ(K5,701) (X(I, JJ),I=1,NPROJ)

710 WRITE(KO, 1051)JJ, NAME (JJ), (X(I,JJ),I=1,NPROJ)

1051 FORMAT ( OVARIABLE', 14, '--', A8/(1X, 7616.7))
COMPUTE X-TRANSPOSE-X INVERSE

DO 720 I=1, N

IF(I.EQ.N)

[blocks in formation]
[blocks in formation]

DO 721 J=II,N

DO 725 K=J,N

725 TEMP=TEMP+X (M1+JCOL (I), JCOL(K))*X(M1+JCOL (J), JCOL(K))/D(JCOL(K)) X (M1+JCOL (J), JCOL (I))=TEMP

721 CONTINUE

720 CONTINUE

MAKE PROJECTIONS

DO 730 K=1, NPROJ

PROJ=0.

IF(CSPQ.NE. YES) PROJ=-X (M1,NCOL)

DO 731 J=1,N

731 PROJ=PROJ-X (K,JCOL (J))*X(M1+JCOL (J), NCOL)
COMPUTE STANDARD ERROR OF FORECAST

SEF=0.

IF(CSPQ.EQ.YES) GO TO 735

TAKE OUT MEANS IF CONSTANT IN EQUATION
DO 732 J=1, N

732 X (K, JCOL{J})=X(K, JCOL (J))-XBAR (JCOL (J))
735 DO 736 I=1,N

605.

II=JCOL (I)

[blocks in formation]
[blocks in formation]

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656.

REAL*8 NAME

657.

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669.

READ(K5,103) ENDQ

IF(ENDQ.EQ.XMOR) GO TO 5000

STOP

END

SUBROUTINE ELIM(I, J)

IMPLICIT INTEGER*2(I-N), REAL*8(A-H,O-Z)

INTEGER 4 KO

REAL*8 NAME

DIMENSION X(820,10),XINV(11),SS(10),D(10), JCOL (10), NAME (10)
COMMON NAME,X,XINV, SS,D,B,STDE,FS, PCC,TV,BETA, ELAS,CSPQ, TOL
COMMON KO,JCOL,M,M1, MN, NN,NSTOP,NT,NIN, NEND,N,NREQ, NF
TEMP=VPROD (I, J,D(I))

DO 10 K=1, MN

10 X(K, J)=X(K,J)-TEMP*X(K,I)
D(J)=VPROD (J,J,1.0)

RETURN

END

REAL FUNCTION VPROD*8( I, J, DUMMY)

IMPLICIT INTEGER *2(I-N), REAL 8(A-H, O-Z)

INTEGER 4 KO

REAL*8 NAME

DIMENSION X (820,10),XINV(11),SS(10), D(10), JCOL (10),NAME(10)
COMMON NAME,X,XINV,SS,D,B,STDE,FS, PCC,TV, BETA, ELAS, CSPQ, TOL
COMMON KO,JCOL,M,M1, MN, NN,NSTOP,NT,NIN, NEND,N,NREQ, NF
TEMP=0.000

TUMP DUMMY

DO 10 K=1,M

TAMP X(K,I)

TOMP=X(K,J)

10 TEMP TEMP+T AMP/TUMP TOMP

VPROD TEMP

RETURN

END

SUBROUTINE WRT(NCODE,I)

IMPLICIT INTEGER*2 (I-N), REAL*8 (A-H,O-Z)

INTEGER*4 KO,NCODE

DIMENSION X (820,10), XINV(11), SS(10), D(10), JCOL(10), NAME (10)
COMMON NAME,X,XINV,SS,D,B,ST DE,FS,PCC,TV,BETA, ELAS, CSPQ, TOL
COMMON KO,JCOL,M,M1, MN, NN, NSTOP, NT,NIN, NEND,N,NREQ, NF
DATA CONS/CONSTANT'/

GO TO(10,20,30,40,50,60,70,80,90,100,110,120), NCODE

10 WRITE(KO,1) NAME(JCOL(I))

GO TO 1100

20 WRITE(K0,2) I,NAME(I),(X{J,I), J=1,M)

GO TO 1100

30 WRITE(K0,3) I,(X ( J, I ), J= 1,M)

GO TO 1100

40 WRITE(KO,4) I,(X(M1+I, J),J=1,NF)

GO TO 1100

[blocks in formation]
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