C CROS 10
C ..................................................................CROS 20
C CROS 30
C SUBROUTINE CROSS CROS 40
C CROS 50
C PURPOSE CROS 60
C TO FIND THE CROSSCOVARIANCES OF SERIES A WITH SERIES B CROS 70
C (WHICH LEADS AND LAGS A). CROS 80
C CROS 90
C USAGE CROS 100
C CALL CROSS (A,B,N,L,R,S) CROS 110
C CROS 120
C DESCRIPTION OF PARAMETERS CROS 130
C A - INPUT VECTOR OF LENGTH N CONTAINING FIRST TIME CROS 140
C SERIES. CROS 150
C B - INPUT VECTOR OF LENGTH N CONTAINING SECOND TIME CROS 160
C SERIES. CROS 170
C N - LENGTH OF SERIES A AND B. CROS 180
C L - CROSSCOVARIANCE IS CALCULATED FOR LAGS AND LEADS OF CROS 190
C 0, 1, 2,..., L-1. CROS 200
C R - OUTPUT VECTOR OF LENGTH L CONTAINING CROSSCOVARI- CROS 210
C ANCES OF A WITH B, WHERE B LAGS A. CROS 220
C S - OUTPUT VECTOR OF LENGTH L CONTAINING CROSSCOVARI- CROS 230
C ANCES OF A WITH B, WHERE B LEADS A. CROS 240
C CROS 250
C REMARKS CROS 260
C N MUST BE GREATER THAN L. IF NOT, R(1) AND S(1) ARE SET TO CROS 270
C ZERO AND RETURN IS MADE TO THE CALLING PROGRAM. CROS 280
C CROS 290
C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED CROS 300
C NONE CROS 310
C CROS 320
C METHOD CROS 330
C DESCRIBED IN R.B. BLACKMAN AND J.W. TUKEY, 'THE MEASURMENT CROS 340
C OF POWER SPECTRA', DOVER PUBLICATIONS INC., NEW YORK, 1959. CROS 350
C CROS 360
C ..................................................................CROS 370
C CROS 380
SUBROUTINE CROSS (A,B,N,L,R,S) CROS 390
DIMENSION A(1),B(1),R(1),S(1) CROS 400
C CROS 410
C CALCULATE AVERAGES OF SERIES A AND B CROS 420
C CROS 430
FN=N CROS 440
AVERA=0.0 CROS 450
AVERB=0.0 CROS 460
IF(N-L)50,50,100 CROS 470
50 R(1)=0.0 CROS 480
S(1)=0.0 CROS 490
RETURN CROS 500
100 DO 110 I=1,N CROS 510
AVERA=AVERA+A(I) CROS 520
110 AVERB=AVERB+B(I) CROS 530
AVERA=AVERA/FN CROS 540
AVERB=AVERB/FN CROS 550
C CROS 560
C CALCULATE CROSSCOVARIANCES OF SERIES A AND B CROS 570
C CROS 580
DO 130 J=1,L CROS 590
NJ=N-J+1 CROS 600
SUMR=0.0 CROS 610
SUMS=0.0 CROS 620
DO 120 I=1,NJ CROS 630
IJ=I+J-1 CROS 640
SUMR=SUMR+(A(I)-AVERA)*(B(IJ)-AVERB) CROS 650
120 SUMS=SUMS+(A(IJ)-AVERA)*(B(I)-AVERB) CROS 660
FNJ=NJ CROS 670
R(J)=SUMR/FNJ CROS 680
130 S(J)=SUMS/FNJ CROS 690
RETURN CROS 700
END CROS 710