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decus_20tap2_198111
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decus/20-0026/smo.doc
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SUBROUTINE SMO
PURPOSE
TO SMOOTH OR FILTER SERIES A BY WEIGHTS W.
USAGE
CALL SMO (A,N,W,M,L,R)
DESCRIPTION OF PARAMETERS
A - INPUT VECTOR OF LENGTH N CONTAINING TIME SERIES DATA.
N - LENGTH OF SERIES A.
W - INPUT VECTOR OF LENGTH M CONTAINING WEIGHTS.
M - NUMBER OF ITEMS IN WEIGHT VECTOR. M MUST BE AN ODD
INTEGER. (IF M IS AN EVEN INTEGER, ANY FRACTION
RESULTING FROM THE CALCULATION OF (L*(M-1))/2 IN (1)
AND (2) BELOW WILL BE TRUNCATED.)
L - SELECTION INTEGER. FOR EXAMPLE, L=12 MEANS THAT WEIGHTS
ARE APPLIED TO EVERY 12-TH ITEM OF A. L=1 APPLIES
WEIGHTS TO SUCCESSIVE ITEMS OF A. FOR MONTHLY DATA,
L=12 GIVES YEAR-TO-YEAR AVERAGES AND L=1 GIVES MONTH-TO-
MONTH AVERAGES.
R - OUTPUT VECTOR OF LENGTH N. FROM IL TO IH ELEMENTS OF
THE VECTOR R ARE FILLED WITH THE SMOOTHED SERIES AND
OTHER ELEMENTS WITH ZERO, WHERE
IL=(L*(M-1))/2+1 ................ (1)
IH=N-(L*(M-1))/2 ................ (2)
REMARKS
N MUST BE GREATER THAN OR EQUAL TO THE PRODUCT OF L*M.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
REFER TO THE ARTICLE 'FORTRAN SUBROUTINES FOR TIME SERIES
ANALYSIS', BY J. R. HEALY AND B. P. BOGERT, COMMUNICATIONS
OF ACM, V.6, NO.1, JANUARY, 1963.