File: TIMSER.FT of Tape: Various/ETH/eth11-1

(Source file text) 

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C	TIMSER.FTN	- SAMPLE PROGRAM (TIME SERIES STATISTICS)
C  AUTO		- AUTOCOVARIANCE
C  CROSS	- CROSSCOVARIANCE
C  SMO		- SMOOTHED SERIES
C    ALSO USE GAUSS
C
	DIMENSION A(51),B(51),W(6),R(51),RL(6),IN(6),SL(6)
	DATA ISEED/13107/,IN/0,1,2,3,4,5/
C
C	OUTPUT CHANNEL = IOUT
	IOUT=2
C
C	GENERATE DATA FOR AUTO AND CROSS
	DO 1 I=1,51
	CALL GAUSS(ISEED,1.92,9.7,RV)
	A(I)=RV
1	B(I)=RV
	WRITE(IOUT,100) (A(J),J=1,50)
100	FORMAT(//' 50 OBSERVATIONS OF NORMAL DATA'/'   MEAN=9.7,
	1 SIGMA=1.92'//(10F8.2))
	CALL AUTO(A,50,6,W)
	CALL CROSS(A,B,50,6,RL,SL)
	WRITE(IOUT,101) (IN(I),W(I),RL(I),SL(I),I=1,6)
101	FORMAT(//' RESULTS OF AUTO AND CROSS'/
	1'   (FOR CROSS - ARRAY USED TWICE)'//'   LAG',6X,
	2'   AUTO: A'6X'CROSS: B LAGS A'5X'A LAGS B'//
	3(I5,5X,F10.2,11X,F10.2,3X,F10.2))
C
C	SMO
C	GENERATE APPROXIMATION TO F(X)=X**2 X=0(0.2)10.
	X=-0.02
	DX=0.02
	DO 2 I=1,51
	X=X+DX
	B(I)=X**2
2	A(I)= ( A(I)-9.7) / 40. + X**2
C
C	WEIGHTS 1/9, 3/9, 1/9, 3/9, 1/9
	WNINE = 1./9.
	WTHRE=1./3.
	W(1)=WNINE
	W(3)=WNINE
	W(5)=WNINE
	W(2)=WTHRE
	W(4)=WTHRE
	CALL SMO(A,51,W,5,1,R)
	WRITE(IOUT,102)
102	FORMAT(///' RESULT FROM SMO:  F(X)=X**2'/' WEIGHTS: 
	1 (1,3,1,3,1)/9'/ 4X'X'11X'F(X)'7X'RAW'5X'SMOOTH'//)
	X=-0.02
	DO 3 I=1,2
	X=X+DX
3	WRITE(IOUT,103) X,B(I),A(I)
103	FORMAT(F7.2,3X,3F10.3)
	DO 4 I=3,49
	X=X+DX
4	WRITE(IOUT,103) X,B(I),A(I),R(I)
	DO 5 I=50,51
	X=X+DX
5	WRITE(IOUT,103) X,B(I),A(I)
	STOP
	END

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