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PDP-10 Archives
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decus_20tap2_198111
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decus/20-0026/smo.ssp
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C SMO 10
C ..................................................................SMO 20
C SMO 30
C SUBROUTINE SMO SMO 40
C SMO 50
C PURPOSE SMO 60
C TO SMOOTH OR FILTER SERIES A BY WEIGHTS W. SMO 70
C SMO 80
C USAGE SMO 90
C CALL SMO (A,N,W,M,L,R) SMO 100
C SMO 110
C DESCRIPTION OF PARAMETERS SMO 120
C A - INPUT VECTOR OF LENGTH N CONTAINING TIME SERIES DATA. SMO 130
C N - LENGTH OF SERIES A. SMO 140
C W - INPUT VECTOR OF LENGTH M CONTAINING WEIGHTS. SMO 150
C M - NUMBER OF ITEMS IN WEIGHT VECTOR. M MUST BE AN ODD SMO 160
C INTEGER. (IF M IS AN EVEN INTEGER, ANY FRACTION SMO 170
C RESULTING FROM THE CALCULATION OF (L*(M-1))/2 IN (1) SMO 180
C AND (2) BELOW WILL BE TRUNCATED.) SMO 190
C L - SELECTION INTEGER. FOR EXAMPLE, L=12 MEANS THAT WEIGHTSSMO 200
C ARE APPLIED TO EVERY 12-TH ITEM OF A. L=1 APPLIES SMO 210
C WEIGHTS TO SUCCESSIVE ITEMS OF A. FOR MONTHLY DATA, SMO 220
C L=12 GIVES YEAR-TO-YEAR AVERAGES AND L=1 GIVES MONTH-TO-SMO 230
C MONTH AVERAGES. SMO 240
C R - OUTPUT VECTOR OF LENGTH N. FROM IL TO IH ELEMENTS OF SMO 250
C THE VECTOR R ARE FILLED WITH THE SMOOTHED SERIES AND SMO 260
C OTHER ELEMENTS WITH ZERO, WHERE SMO 270
C IL=(L*(M-1))/2+1 ................ (1) SMO 280
C IH=N-(L*(M-1))/2 ................ (2) SMO 290
C SMO 300
C REMARKS SMO 310
C N MUST BE GREATER THAN OR EQUAL TO THE PRODUCT OF L*M. SMO 320
C SMO 330
C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED SMO 340
C NONE SMO 350
C SMO 360
C METHOD SMO 370
C REFER TO THE ARTICLE 'FORTRAN SUBROUTINES FOR TIME SERIES SMO 380
C ANALYSIS', BY J. R. HEALY AND B. P. BOGERT, COMMUNICATIONS SMO 390
C OF ACM, V.6, NO.1, JANUARY, 1963. SMO 400
C SMO 410
C ..................................................................SMO 420
C SMO 430
SUBROUTINE SMO (A,N,W,M,L,R) SMO 440
DIMENSION A(1),W(1),R(1) SMO 450
C SMO 460
C INITIALIZATION SMO 470
C SMO 480
DO 110 I=1,N SMO 490
110 R(I)=0.0 SMO 500
IL=(L*(M-1))/2+1 SMO 510
IH=N-(L*(M-1))/2 SMO 520
C SMO 530
C SMOOTH SERIES A BY WEIGHTS W SMO 540
C SMO 550
DO 120 I=IL,IH SMO 560
K=I-IL+1 SMO 570
DO 120 J=1,M SMO 580
IP=(J*L)-L+K SMO 590
120 R(I)=R(I)+A(IP)*W(J) SMO 600
RETURN SMO 610
END SMO 620