final do livro do tong

Download Final do Livro do Tong

If you can't read please download the document

Upload: igor-pessoa

Post on 18-Sep-2015

238 views

Category:

Documents


7 download

DESCRIPTION

Tong econometria

TRANSCRIPT

  • 5.0

    3.0

    28.0

    47.0

    73.0

    83.4

    62.9

    100.8

    84.8

    89.9

    14.5

    0.0

    15.6

    70.9

    64.6

    66.6

    95.8

    139.0

    32.3

    7.1

    9.5

    18.6

    37.6

    35.7

    67.8

    83.9

    112.3

    104.5

    11.0

    0.0

    26.0

    35.0

    40.0

    47.7

    85.9

    81.6

    68.1

    66.6

    34.0

    1.4

    6.6

    47.8

    36.7

    64.5

    77.2

    111.2

    54.3

    35.6

    2.7

    5.7

    26.1

    21.2

    47.5

    69.4

    53.9

    66.6

    16.0

    0.0

    22.0

    11.0

    20.0

    47.8

    61.2

    66.5

    38.5

    60.0

    45.0

    5.0

    4.0

    27.5

    24.2

    54.1

    59.1

    101.6

    59.7

    73.0

    5.0

    3.6

    14.2

    11.1

    30.6

    31.5

    37.5

    68.9

    23.0

    2.0

    11.0

    5.0

    16.0

    30.7

    45.1

    34.8

    22.8

    46.9

    43.1

    12.2

    1.8

    8.5

    10.7

    3!1.0

    44.0

    66.2

    63.7

    85.1

    24.4

    1.4

    5.6

    5.7

    16.3

    13.9

    27.9

    38.0

    280

    APPENDIX Al ANNUAL SUNSPOT NUMBERS (1700-197~)

    36.0

    11.0

    21.0

    16.0

    5.0

    12.2

    36.4

    30.6

    10.2

    41.0

    47.5

    13.9

    8.5

    13.2

    15.0

    20.6

    47.0

    44.7

    63.5

    76.0

    42.0

    9.6

    16.7

    8.7

    9.6

    4.4

    10.2

    34.5

    58.0

    27.0

    40.0

    34.0

    11.0

    9.6

    20.9

    7.0

    24.1

    21.3

    42.2

    35.4

    16.6

    56.9

    40.1

    6.7

    30.5

    17.0

    52.2

    64.0

    63.5

    47.4

    44.3

    36.1

    33.2

    38.0

    15.1

    15.5

    29.0

    47.0

    78.0

    70.0

    22.0

    10.2

    11.4

    19.6

    82.9

    16.0

    28.1

    45.6

    36.3

    121.5

    61.5

    4.3

    16.3

    11.3

    25.4

    41.6

    53.8

    57.1

    63.9

    79.7

    92.6

    141.7

    47.0

    12.6

    20.0 10.0

    63.0 60.0

    122.0 103.0

    61.0 111.0

    40.0 60.0

    32.4 47.6

    37.6 69.6

    92.5 154.4

    132.0 130.9

    6.4 4.1

    10.1 6.1

    41.1 30.1

    49.6 64.2

    138.3 103.2

    96.5 124.7

    22.7 54.S

    7.3 37.6

    12.4 3.4

    13.1 6.8

    26.2 26.7

    62.0 46.5

    103.9 80.6

    69.0 77.8

    114.4 109.6

    151.6 136.3

    190.2 184.8

    93.8 105.9

    27.5 92.5

    8.0

    39.0

    73.0

    101.0

    80.9

    54.0

    106.1

    125.9

    118.1

    6.8

    2.5

    23.9

    67.0

    65.7

    96.3

    93.8

    74.0

    6.0

    6.3

    12.1

    43.9

    63.6

    64.9

    68.6

    134.7

    159.0

    ;05.5

    155.4

  • 281

    APPENDIX A2

    ANNUAL MINK TRAPPINGS (1848-1911 )

    37123 34712 29619 21151 24859 25152 42375 50839 61581

    61951 76231 63264 44730 31094 49452 43961 61727 60334

    51404 58451 73575 74343 27708 31985 39266 44740 60429

    72273 79214 79060 84244 62590 35072 36160 45600 47508

    52290 110824 76503 64303 83023 40748 35396 29479 42264

    58171 50815 51285 70229 76365 70407 41839 45978 47813

    57620 66549 54673 55996 60053 39169 21534 17857 21788

    33008

    APPENDIX A3

    ANNUAL MUSKRAT TRAPPINGS (1848-1911 )

    224347 179075 175472 194682 292530 493952 512291 345626 258806 302267 313502 254246 177291 206020 335385 357060 509769 418370 320824 412164 618081 404173 232251 443999

    704789 767896 671~82 523802 583319 437121 486030 499727

    478078 829034 1029296 1069183 1083067 817003 347050 380132

    344878 223614 322160 574742 806103 934646 648687 674811

    813159 551716 568934 701487 767741 928199 1650214 1488287 924439 1056253 695070 407472 172418 302195 749142 963597

  • -4 ~

    1\ -36 -52 -84

    24 40 41 63 44 76 91 89 88 38 29 21

    -17 -106 -38

    2S

    282

    APPENDIX M*

    Hveravellir

    81 16 44 I 70 , 0 20 0 8 0 14 19 13 12 22 0 I I 30 0 -2 2 -26 18 -38 2 9

    15 -60 92 -50 10 -46 2 -53 4 -73 2S -85 33 -99 2-1lI 1-102 0 -87 0 4 48 19 194 8 9-16 o -41 0 -211 0 -26 2 -33 I -211 I -76 0 -58 38 -64 0 -59 I -53 I -86 1-126 2-153 0 -74

    21 -24 67 -7 112 -4S 61 ... 21 3 422 2 125 7 I 8 3 23 3 I 2 1\ 0 -14 12 -6 I 3 o -19 0 1 17 -4 5 -39 18 -12 21 -40 161 -48 6 -78 2 -31 40 -46 40 22 13 10 224 -16 ID -32 3 -65 1 -53 1\ 0 65 -68 70 -69 6 -50 2 -94 2 -94 1-104 0 -84 0 9 0 -70 33-117 3 -90 o -98 16-134 3 -211 19 -12 0 -16 0 -2 3 -26 13 -36 1 -21 0 1 17 1 I 5 I 9 I 10 1 30 1 27 2 0 I -2 1 -3 2 -32 37 -68 1 -68 0 -64 0 -31 0 -5 0 8 18 22 207 30 O:lS 044 143 040 029 018 218 216561618187034 345 158 233 o 42 0 16 I 11 2 16 8 24 0 25 0 17 2 22 2 41 26 31 38 34 18 55 1 22 6 33 561062 0851355 0704447122313813 0-2 913 329 345 659 344

    63 44 22 34 44 52 16 62 70 65 22 70 17 61 6 19 136 :IS 22 69 11 62 I 64 26 65 114 67 1614513236102484275846106821167 079n702558486O 061075

    29 71 55 64 0 68 0 74 0 67 0 37 2 47 0 34 0 14 19 26 13 25 1 32 I 58 0 n 4 n 80 55 108 44 36 49 1 47 1 44 1 :IS 148 42 54 50 1 52 53 55 2 36 3 34 2 65

    21 61 60 43 39 45 2 69 75 48 6 58 0 60 4 26 18 -17 1 -8 0 -8 0 1 0 -I 0 20 1773 163 446 0621242124713437031 23826n 9462'"..064 661 045 54 11 52 9 2 21 7 10 1\3 6 0 53 62 17 65 I 0 -11 96 -24 0 -58 6 17 37 24 540 6 15 -16 162 -2 0 26 I 7 0 23 0 -13 43 -25 2 -49 3 -44 10 -47 0 -54 I -44 I 13 249 14 29 -29 0 -211 22 -29 7 -23 37 -31 4 -5 38 -43 67 -71 2 -75 0 -47 8 -SO 24 -64 5 -85 3-104 2 -93 0 -80 11 -79 4 -78 2 -89 N42 2 -36 0 -I 99 -24 180 2 143 -13 8 -61 41 -57 46-SO

    13 -63 0 -70 0 -62 0 -63 0 -54 1-110 1 -85 0 -56 0 -95 2 -37 I -37 0 -32 0 -38 5 11 23 9m~m~84~~~14~ 01426~1I7~ 2~ 8~22~n-65 6

    19 -9 0

    o 5 29 5 -11 0

    87 I 12 1 -79 I 2 7 0 1 47 1 o 48 0 4 56 0

    24 22 84 7 67 51 o 78 14 o 62 0

    50 64 49 o 26 19

    33 42 10 34 -14 I :IS -13 12 2-152 3

    19 -42 0 o :IS 19

    -49 28 -68 13 -17 6 -7 55 19 13 24 31 19 m 17 58 32 41 33 4 6 1 6 17 -19 24 -14 I 13 0 -45 15 -&\ 9 I 7 -42 92 16 7 -15 0 -15 6 -28 10 -39 18 -56 0-109 0 -64 0 -8 94 -22 0 -5l 12 -99 0 -25 0 -49 B2 -3 137 -33 107 -54 13 -51 66-149 0-127 15-124 10 -95 0 -43 90-144 8-145 16-145 19-112 7 -48 8 -34 32

    -lOS 109 -62 18 -16 28 -62 111-1\3 1-147 0-183 0-103 0-108 0 -211 30 -36 67 0 0 -48 43 -27 0 -56 16 -77 10 -107 I -70 0 -I 19 -5 207 -60 2 -27 0 Il 243 13 SO 10 2 10 I 4 103 16 26 -2 0 22 I 17 0 6 I

    12 75 -31 60-105 1-134 12-107 0 -13 39 -56 129 -67 I -49 29-m 20-158 0-166 0-158 0 -SO I -80 43 -65 I -70 I -71 0 -15 0 22 0 24 0 32 0 211 0 9 0 22 10 -4 8 -15 8 13 11 26 15 23 I 19 I 15 10

    14 2 19 0 17 0 0 0 -16 0 -82 0 -73 I -78 0 -51 I -57 0 -6S 0 -33 0 -8 0 -4 I -I 0 -2 0 -31 30 -39 I -37 2 -34 2 -48 2 -38 2 3 13 17 8 24 161 19 163 0 2 20 0 38 0 29 0 33 26 0 18 0 27 0 29 63 15 I 20 21 -5 24 -14 I -7 2 -8 0 -5 0 24 8 26 0 24 29 15 I 12 24 19 7 2 3 -15 5 -211 12 -17 2 -9 0 26 0 30 17 69 144 6S 21 60 43 39 115 42 2 60 13 67 26 56 29 57 0

    45 2 41 90 41 23 48 16 S2 24 15 0 17 I II 16 45 36 54 36 34 I 55 124 41 3 51 2 65 II 9l I 105 0 84 4 93 4 117 89 102 I 84 4 98 2 101 0 75 0 79 0 97 0 lOS I 115 0 110 0 100 0 83 0 64 19 68 3 54 12 lS I 67 0 84 0 64 0 68 III 58 14 45 14 34 220 24 20 40 0 42 8 52 101 53 47 63 0 65 136 &\ 25 as 27 67 3 20 4 18 0 211 0 38 0 53 0 79 0 103 0 103 0 102 34 86 63 72 4 75 93 65 43 71 I 60 9 48 93 43 2 38 5 42 5 :it I 31 7 38 I 13 2 IS I 47 0 75 0 85 0 80 I 66 39 73 2 73 0 87 I 75 17 SO 4 21 2 20 8 22 0 42 0 33 57 24 180 12 120 0 20 -12 0 -3 2 29 I 63 12 69 38 39 130 17 I 46 :IS 61 2 42 I I 64 -42 10 -39 0 -9 0 -35 2 -14 0 -SO 0

    -70 0 -73 0-102 I -83 0 -31 0 -46 0 -17 0 15 43 2 51 8 70 -I 41 -6 177 -31 54 -28 0 23 78 41 208 -2 376 -2 II -13 I -39 12 -77 5-115 2 -27 0 13 114 -8 98 -48 20 -91 I -56 I -41 29 -91 0-104 0-158 0

    -158 0-153 0-134 1-116 3 -22 7 -24 22-108 21-174 l-lBl 0-163 0 -89 17 -46 3 -67 0 -56 0 -38 0 I I I 56 -25 12 -28 28 -57 6\-155 4-163 0 -54 3 -42 45-\12 9-112 0 -84 46-168 8-147 0 -62 25-\24 39-224 4

    -214 0-140 0-130 23-158 0-152 0-166 0 -7\ 0 -48 36 -S! 2 -88 49 -80 3-\23 19-133 5-107 0

    * The data in Appendix A4 and Appendix A5 were kindly supplied to the author by the Hydrological Survey of the National Energy Authority of Iceland.

  • 283

    -94 30 -84 3-33 0-1221-4 7 \ I 29 -13 3:i-32 7 -'ll 14 -41 ~-20 I -35 16 -33 I -39 0-61 0-79 -48 8 -82 2S -21 o -19 3081'-43 68 -6 19 -20 19-34 4 -62 67 -47 16-52 33 -II 30 -36 2-56 0-24 3 -43 -34 0-17 0-46 0-94 o-I'll 0-147 1-143 1-142 0-92 18 -94 6 -47 7-11:1 2-109 0-152 0-128 0-15 -41 36 -35 23 -7 'll -34 19-116 18-13 15 -19 180 -4 18 -7 603 -30 173 -4 55 0 0-54 46 -98 6 -15 9 10

    5 29 I I -7 26 12 82 2S 241 13 9 6 2 2 I -8 0-30 0-43 0-47 0-41 B -29 059 0-67 -23 0 14 o -I 43 4 58 -7 34 -34 1-18 o -5 II 16 120 10 51 16 m 2 2S6 -\7 30 -19 40 20 lOB 21 21 100 9 103 -4 105 -13 32 -14 o -5 7 -I 4 8 20 23 9 21 4 20 5 21 o 18 o 25 54 25 4 9 8 o 2S ,; 27 6'll641760 4 5 3 I 19 0 32 o 38 4 35 61 13 o 2S o 19 o 14 0 3 0 0 I o 'll o 55 0421149 36 51 I 52 I 61 96'!i1 1053 I 44 6 56 o 50 o 27 6 46

    52 o 47 o 20 4 -9 36 6 o 16 0 24 o 55 I 62 675204939 38 9 59 29 44 14 39 I 12 20 o 31 134 40 29 69 '!iI 68 793 34 194 42 72 33 82 30 49 20 39 30 38 59 62 88 I 131 0139 0124

    120 0101 o 63 0301231 o 42 0 39 I 51 2S 63 54 63 12 30 0 74 9 n I 98 20103 '!iI 95 82 134 40 o 69 o 83 o 11:1 o 69 0 11:1 o 81 36 n 2 65 4 56 237'll1'l 2 97 0109 o 97

    115 14 90 o J5 o 40 0332161 2 57 5 59 2 72 0891088 6 101 29 94 102 92 30 107 21 93 100 o 74 I 66 I 55 2 60 o 68 0 63 I 63 28 54 15 31 I 16 129151535 6 4 -4 7 12 21 o 50 8 58 13 84 102 63 17 90 19 78 9 59 17 56 54 36 16 19 I 16 I 22 I 36 15 33 3 52 33105 9 4 7 39 8 5 -28 15 -16 2 -12 1 14 1 -II 1 -39 0-56 O-~ 0-34 0-32 2-50 2 -47

    -30 1 -I o -2 24 1 0 3 I 3 2 -27 3-23 0-20 0-10 o -6 1 9 o 21 2 2S 1536342 20 161 I 64 14 49 -14 63 -31 1 -12 2 -12 0-12 o 'll 150 -43 259 -16 2 -II 108-B4 10-106 0 6 35 7

    -13 19 -II 20 -6 o -1 1 20 0 5 185 -13 70 3 18 -4 45-48 3 -58 7 -26 3 -58 4 -42 2-~ 13 -40 -61 2 -86 2 -87 0-46 0-58 0-46 0-26 0-20 0-18 8-28 7-32 2 -59 35-70 0-18 0-26 16 -35 -42 II -47 2-116 12 -59 1-18 40 -53 3-34 37-105 11-127 2-132 1-142 15 -38 4 -91 18-111 I -72 3 -91

    -1'lJ 1-132 I-I'll 4-170 12-184 0-116 0-73 4-98 1-113 0-41 0-59 71 -68 1-24 3-54 81

    * Fonnat of data: Typically." (1972) 9 81 16 44 means observations in year 1972: Temperature on 1.1.1972 is O.9C

    Precipitation on 1.1.1972 is 8.1mm/day Temperature on 2.1.1972 is 1.6C Precipitation on 2.1.1972 is 4.4mm/day.

    Note: 29th February is always allocated the same pOSition and a zero is recorded when the year is not a leap year.

    16 I 5

    54 0

    '!iI 40 0 4 0 0

    55 0 0 I

    34 0

    71 13 5

    28 3

  • 284

    APPENDIX AS

    Vatnsdalsa

    1610 1920 1450 1100 1360 1250 1050 1010 968 902 880 1158 814 7'..0 792 792 771 710 670 398 516 610 690 690 710 7JO 7JO !i71 490 814 750 710 690 670 670 690 690 670 650 650 670 6YO 710 670 670 670 6YO 534 5J4 m 630 690 792 2100 1420 1160 1010 924 1158 814 792 m 771 750 710 690 690 690 650 m 465 398 516 610 610 814 1360 968 836 924 1158 836 792 902 902 814 792 750 730 690 690 150 610 610 490 610 650 630 6JO 6JO 6JO 610 590 650 630 610 110 814 990 1120 1650 1920

    2350 2520 3590 3150 1920 1690 1360 1100 1010 990 1010 1030 1300 2010 2110 3610 3290 2810 3150 3310 3080 2630 2150 1130 1920 1690 1610 1S6O 1800 1970 !nO 1690 1970 1690 1480 1130 1130 1010 1010 990 924 902 916 1010 990 1080 968 921 902 880 880 1158 1158 990 990 1130 990 921 921 902 B36 B11 BJ6 1010

    1160 990 990 968 916 902 836 BJ6 1050 10:;0 1010 1010 968 990 1100 1050 946 902 921 990 924 946 880 880 916 916 902 8BO 8'".>8 BJ6 836 B36 1158 BJ6 792 792 192 m 750 750 730 150 771 750 730 130 710 110 710 750 7JO 750 110 7JO 730 m B14 750 771 771 711 771 BI4 902 902 902 924 1158 902 1158 750 B80 916 811 192 750 750 7JO 730 750 750 T.IJ 730 110 710 690 110 730 710 730 711 730 730 710 490 690 670 730 710 710 650 571 610 8:;& 7JO 610 630 610 192 1010 924 771 880 1010 1158 902 836 814 771 710 710 771 750 750 534 534 B5B B36 1158 750 710 590 690 690 750 711 750 730 511 182 148 516 610 710 750 750 m m 710 730 730 814 836 BJ6 814 771 710 690 690 710 670 650 670 710 730 110 690 710 750 710 750 730 710 690 670 670 m 1160 1080 610 5J4 610 750 792 m m 750 150 730 710

    6YO 670 670 6JO 902 1650 2150 1560 1690 2300 2010 1150 12"".>0 1160 1100 1080 968 902 1030 1010 990 946 880 1158 BJ6 771 730 730 750 814 BJ6 S36 516 690 m m m m 750 750 750 750 670 6JO 610 m 771 690 670 610 m BJ6 836 811 836 902 946 968 968 0 968 946 924 880 1158 BJ6 BJ6 814 BI1 BI4 B58 1158 814 836 B80 946 990 1160 1450 1730

    1920 1840 1450 1220 1080 1158 836 1158 750 710 730 771 814 814 710 750 710 710 730 m 880 990 1420 1880 2520 3150 2200 2410 3920 5010 4620 3520

    J080 3150 3150 2520 2150 1130 1210 1330 1300 1250 1160 1190 1300 1300 1250 1160 1160 lOBO 1010 1010 968 946 1030 1160 1390 1390 12"".>0 1190 1220 1300 1330 1300 1210 1190 1330 1250 1190 1160 1050 1010 990 968 968 990 lOBO 1100 1080 lOBO 1010 946 924 902 B80 1158 924 lOBO 1190 1270 1190 1130 1160 1220 1270 1190 1160 1130 1130 1130 1130 1130 1100 1080 1030 1010 990 990 990 990 968 946 924 902 902 880 1158 1158 BI4 814 814 814 BI4 814 814 814 BI4 m 771 750 m 771 m 750 771 792 m 880 990 8'".>8 814 192 792 792 792 836 m 792 792 771 750 730 730 730 730 730 130 7'..0 711 792 750 750 750 750 m 750 730 7JO 7JO 792 730 730 710 710 710 490 690 690 690 690 690 710 110 710 690 690 771 814 836 880 792 771 750 730 836 836 1158 m 792 792 B58 990 192 792 m 771 m 690 630 690 610 610 650 7JO 690 792 880 814 670 710 670 670 lOBO 1360

    1130 1158 1158 711 6JO 5lI 192 1130 968 B14 730 690 534 670 670 670 6JO 750 836 836 1158 1158 946 968 880 B14 750 690 690 610 670 670 902 924 1158 711 730 m 192 814 792 711 750 650 771 814 814 902 814 710 650 610 590 511 5S2 5S2 516 482 465 465 465 465

  • 285

    465 465 465 448 516 552 534 534 482 465 448 431 431 431 414 382 378 378 431 571 650 630 571 571 516 465 414 378 448 448 431 465 431 398 398 378 398 378 398 382 367 367 398 398 382 382 382 414 590 448 398 398 382 367 367 367 465 398 431 0 431 367 431 610 730 750 750 814 1080 1610 1480 1250 990 814 690 610 534 516 499 499 499 499 :lI2 630 730 690 590 571 571 858 3150 3370 1840 1130 1610 3290

    45JO 5400 2570 1800 1590 1560 1450 IS90 3590 J750 2940 2750 3010 27'"..0 3080 2940 2200 2010 3590 3670 3290 2200 1800 1590 1520 1480 1300 1270 12'".>0 1100 968 880 792 730 690 730 1030 1100 1130 1190 1250 1360 1220 1080 990 946 880 750 710 771 710 610 534 534 534 552 552 630 670 650 590 571 590 571 552 730 750 710 730 670 690 730 750 1080 1160 858 792 710 670 650 610 590 590 571 552 552 552 590 590 571 552 552 534 534 :lI2 650 650 571 534 516 499 482 482 499 482 482 482 482 482 465 448 448 431 431 414 414 m 448 431 4JI 431 499 571 630 610 610 590 571 552 552 552 552 552 534 534 552 552 552 534 534 :lI2 534 552 5~2 534 534 534 534 571 590 630 690 750 650 610 610 590 610 610 590 650 650 610 590 590 571 590 590 571 499 465 516 534 534 465 499 571 534 534 534 534 499 534 534 534 534 552 534 552 571 650 m 690 650 670 610 590 610 590 571 792 771 710 792 534 516 814 1010 792 730 690 690 690 858 730 690 730 630 516 610 :lI2 499 534 534 534 516 571 552 552 516 482 :lI2 610 590 571 :lI2 516 499 448 482 516 516 516 516 516 482 465 382 414 465 465 431 431 516 516 516 516 516 499 465 516 516 516 516 516 516 516 516 534 534

    * Format of data: Typically, "(1972) 1610 1920 means observations in year 1972: Riverflowon 1.1.1972 is 1610 m2/sec./day

    Riverflow on 2.1.1972 is 19.20 m3/sec./day

    Note: See note of Hveravellir data.

  • 286

    APPENDIX A6

    Jokulsa Eystri

    3020 2900 2840 2780 2780 2780 2780 2780 2780 2730 2730 2730 2620 2520 2670 2670 2670 2670 2670 2520 2570 2620 2620 2620 2620 2S70 2620 2670 28~ 2900 2780 2730 2670 2620 2570 2620 2620 2S70 2:>70 2S70 2S70 2S70 2S70 2570 2'"..20 2520 2520 2460 2520 2S7O 2670 2620 2570 2670 2670 2670 2620 me 2570 2520 2520 2520 2460 2460 2460 2460 2460 2460 2360 2410 2410 2460 2410 2460 2460 2:>70 2840 3140 3020 2900 2840 2780 2670 2670 2780 2670 2620 2520 2520 2520 2460 2520 2520 2410 2410 2460 2410 2m 2410 2410 2360 2360 2360 2360 2360 2360 2360 2410 2410 2410 2520 2520 2670 3020 4170 5170 4m 4100 3570 3080 2780 2900 2900 28~ 2780 34~ 4700 5910

    10100 10300 9000 11300 12100 10m 9480 mo 8300 8160 8020 8160 9000 10300 11\00 10900 10300 9960 9160 6660 5910 5250 5170 S330 S2SO 5250 S830 6430 6780 7880 6660 5570

    57~ ~ 6780 6900 7020 ~ 9000 7880 6000 48'"..0 42~ 4170 4020 4540 5090 5410 SOlO 5090 5250 5490 5910 6170 63~ 63~ 6SSO S830 SOlO 6090 6660 7480 7370 7020 6550 6170 6170 6780 6000 6260 6170 6170 6340 6090 6000 S830 5490 5330 6340 6430 7740 8S8O 6780 5740 5410 5250 5170 4620 4320 4100 3960 3700 ~ 3570 3570 ~ l890 S330 S830 5740 SOlO 4540 4100 4100 ~20 3760 4620 4540 4540 3960 mo 4620 mo 5910 S830 4850 5660 5660 4470 5090 SOlO 4470 3890 3640 3440 3440 3440 3440 3440 4170 mo 4400 3830 3960 3700 3760 l890 3640 3760 4400 4100 l890 3960 3890 3700 3S7O 3440 3200 3320 3200 3440 4170 ~ 3380 3260 3200 2900 1570 3890 3320 3200 3S7O 3380 3440 3260 3080 3080 2840 2840 2780 2780 2780 2S70 2200 28~ 3020 2960 2900 2840 2670 2730 2730 2730 2780 2670 2670 2670 2670 2620 2620 2620 2620 2620 2620 2670 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2780 2670 2670 2670 2670 2670 2670 2670 2670 2670 2960 3440 3440 2840 2840 2780 2900 2960 3080 3020 2960 2960 2960 2780

    2840 2730 2780 2730 3020 3440 3830 3830 4540 7020 5910 4170 3760 3510 3440 3380 31~ 31~ 3140 3080 3020 2960 2960 2900 2840 2730 2730 2900 2840 2780 2730 2780 2520 2780 2730 2730 2730 2730 2S70 2S70 2S70 2620 2520 2570 ~o 2S70 2670 2670 2S7O 2570 2620 2620 2570 2570 2460 2570 2570 2570 2520 0 2520 2520 2460 2520 2460 2460 2520 2S70 2460 2460 2670 2670 2620 2620 2670 2730 2730 2840 2960 2900 2960 3080 2960 2730 2730 2620 2520 2S70 2520 2360 2460 2460 2410 2410 2410 2410 2410 2410 2410 2410 2520 2460 2620 2780 3200 3830 3640 3570 4470 5B30 6780 6430 6430 6000 6090 5570 4930 4170 3510 3320 3260 3080 3020 2960 2960 2960 2960 3200 3020 2960 2730 2840 2780 2620 2730 2780 4020 6090 5660 4620 4540 4770 5170 S330 5090 5170 5910 5570 5330 5170 5090 3890 3760 3760 3830 4240 mo 4700 4850 4930 mo 4170 l890 3700 3510 34~ ~ 4930 6550 8720 10900 11300 9800 10900 12700 12'"..00

    11500 11500 9160 8720 8S8O 7130 7020 6340 6170 6170 6090 6090 6340 6260 6660 7600 9000 11600 11\00 13200 12300 11300 9800 8720 7880 6900 ~ 6170 6260 6260 6430 7600 8440 84~ 84~ 6660 5490 5250 52'"..0 5570 5570 5910 6430 4770 4400 4170 4170 4320 4170 mo 5250 5490 5740 5490 4540 4170 4020 4020 l890 3960 4620 6430 6780 63~ 6170 6SSO 5740 5570 S330 4930 4700 4320 4240 4100 3960 3960 3640 3570 3760 4400 SS70 7020 ~ S330 5090 S2SO 5170 4770 4170 3830 3700 4020 4930 4470 3830 3510 3510 3510 5090 6090 6000 4240 4400 4320 4240 3510 3380 3380 3380 3320 3260 3080 3020 2900 2900 2900 3020 3140 3020 3260 3260 3320 3020 2900 2840 lOBO 3S10 4170 6090 4020 3570 3380 3020 2960 3140 3510 3510 3200 31~ 3020 27BO 2900 2900 2730 2620 2730 2840 2840 2840 2840 2840 2840 2780 2780 2840 2900 2900 2900 2840 2960 3570 2960 2840 2900 2780 27BO 2780 2840 2780 2780 2780 2730 2730 2780 2840 2780 2780 2780 2780 3200 2780 2780 2780 2840 2900 2840 2840 2780 2840 2840

  • 287

    2840 2840 2840 2780 27.lO 2670 2570 2520 2520 2520 2570 2570 2570 2570 2570 2'"J20 2520 2460 2520 2620 2570 2570 2520 2570 2460 2520 2520 2520 2520 2460 2460 2460 2460 2460 2460 2410 2410 2410 2l6O 2250 2250 2200 2200 2200 2200 2200 2200 22'"..0 2460 2460 2570 2570 2410 2460 2620 2570 3200 2620 2670 0 2570 2520 2520 2570 2410 2410 2460 27.lO 3200 3200 3080 2960 2960 2900 2780 2670 2670 2620 2'"J20 2520 2520 2460 2520 2l6O 2410 2410 2410 2410 2570 3080 S090 6260 5JJO 4320 5910 8580

    11600 12100 7880 5740 5\70 4770 4400 4020 4400 6090 6430 6900 7600 6900 6780 7880 7130 6430 8160 14100 14100 9000 7600 6900 6090 5910 5740 5740 5410 5250 4700 4320 38fO 3510 3260 3380 4320 52SO 7130 7370 9000 9640 9960 11600 9960 9480 11300 7600 7880 8160 6090 4770 4240 4020 3890 4240 5410 5740 7600 7250 7130 7130 6340 5740 4930 4620 4620 5010 14300 13400 8440 7600 6780 6260 :mO 5170 5JJO 6260 8440 \1300 9320 7880 7130 5910 4930 4400 4240 4700 4850 4470 4320 4020 4100 4930 S330 6550 6780 5910 5410 52SO S090 S090 6170 6660 7370 6660 5740 52SO 4:;10 4470 4770 5090 5410 5660 4850 4320 38fO 3760 3830 3830 3760 4020 4470 5570 6090 5910 5570 5490 5010 5JJO 4930 4620 4470 4320 4100 4100 4400 4100 3700 3380 3260 3200 3140 3020 3080 3200 3080 3380 3830 4400 4930 4930 S330 4930 4020 3570 3320 3260 3200 3140 3570 3380 3140 3080 3080 2780 2900 2900 2780 2900 2840 2840 2780 2780 2670 2730 2780 2780 2780 2780 2840 2840 2840 2780 2730 2780 2670 2670 2780 2840 3380 4100 3830 2900 2900 2960 2900 2840 2840 27.lO 3200 2900 2840 2780 2670 2460 2960 3760 3140 2960 2840 2900 3570 5410 2900 2900 3020 2840 2780 2840 2670 2730 2730 2670 2620 2620 2620 2620 2570 2460 2460 2620 2670 2670 2670 2620 2620 2570 2570 2460 2520 2570 2520 2570 2620 2520 2620 2520 2520 2520 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2460 2570

    * Same format as that of Vatnsdalsa data.

  • 288

    APPENDIX "-7 c C IIA IN p~nGP~.'" ---- SE TAR MeDEL -'~l-PURPOSI: -:--THIS P~(Jr.-HEG,~1I-l.C"'K,N:.FF,IFOf,tCE.IT1~ANS"" C .... E

    --+---- ~~X~ h~~Jg lE- !;W~l~f-~uJ N~~Alrlt ~~OS~:~lY E.G. (4 F I O'.~5TI----C 1('< AI,AY C N(lIT t.AH(l .... l-U .... rAAT FUI~ '~EA{lING DATA c.G. (IOF6.2) ---.~. - - 1~fL} (~"jY~Tj:"~"i");- yr-Ntf r'u:litTEI-I.--n~l"r;-uT;TBI--;1 (T.l fif GF THE----p~rlGifA ...

    C A"f )VPhSSr.:lJ. C lftlFJ"CL.r.F.(I.OlTJ(JN~ I14AY BE SET AS FOLLO'aS :

    ----f--- ~j~~gg~ic~11~_~i~O"~'~~L~A.~G~E~NU~~~E~.~S~~~H-A~5~1~.O~E~.76~O---------------------C NTH[).:O ( A MUST) C KKARAY(I)=THE LAG K -~- -ift::STllICTj-JSM~g THE: PF-IOGRAfroII C "4U"lrH,H ~F OATA

  • 289

    APPENDIX AS I F.'4f)","1THIl t I

    1':11 3 I'" 1. It:NO

    1 ~,~~"~1~~r~~k-;-KKj-- -------------------C~LL F APQEDI )C.N. V .NRC HK .THO ,NlHO .10 '" ,I C )IIATX,C"AT.It) C"LL EF F ( x. I ES. Y ,NEFF. THO .NYMO .1 J) ",.1 eN'" TX .(MATX IN) ------t~ge--------------------------

    INPUT L JNF LIST Ht:DfN SUHRouT tHE UEO tN! NULAWG)

    C::"" ==:::::: =======:: =- -""====== ....... "",,,:0::= .. -:=:==== ... = =:o:== .. "' ....... t========= ===-= - C======-====-===--=== ==::-=.=:-= .. =====.""=="'''''s==== .. ''' .... :'"'''' ....... ==.== ....... ====,.,

    C PUI~Pf.l5E : TO REAO IN N[;LEVANT INFORMATIO,," C It.PUT : NULAR C:cNlLL AHGUMENT FDA NO USE

    -+g~!~W~ ; H:~ I~El~E~EJ~l~b""l7olk~~EA~~~~u:SlnS ~gc:~r BLOCK c= == ==== =:: ====:: :== ======-=::-= ===:".::",_=:z==.========",,,,_ .. ===================: c= =;:::::: "':::: == =:= === ==: == ==:: ==== .. =.=-...... "'=="' .. = .... "'z::=+ .. "" ... "' .. =::==:o:======

    DIMENSION FO~MI eel 'l')IIoIENSION X( 10001. fHot 4, .kRJRiYlS' .tUfalS;:So I .ltiiOif)( (51 o IMENS ION xc NO I .THIl( NR, .I(KARAY( NR-I , .CNATX (NR .NtO ICMAfX (Nil, CUMJ.4UN /f.I F. ... O IN ... NTH . .). 10 1,102 .NO .N. PORCH", .I'IEFF.I FORCE, 10M.

    I t TRAN S. NL !.lEG .KKARA Y , THO x CUMMON /Io4AXIl41N/ ... Io4AX .... MiN O.T" ~/' '/ wRITE(6.5)

    1 ~EAC(5.6IFORN IIIR ITE( 6, 7 JFDI-IM IF(FORM(72) .NE,B) GOTO 1

    5 FtlRIo4AT{"'1 ~ ~g~::~1 ?O~! ~0"'1 i

    4EAC{ S. SO)N O.N THO. 101 .IDO!' ,NLREG .NRCHK.NEFF .IFORCE ,ITRANS "J.( ITEe 6. 51)N C,N1HO. fO 1,102 .NLRE;.G ,NACHK ,tFF ,I FOACE.ITA"NS

    . _ ... ~.q ~E~~HD~156PiIliNS PAsSEO INfO THE P~OGftO'7 I' NO NTHO 101 102 NLREG NRCHIC I'IEFF IFORCE ITRANS"/ UI0161

    NI-I(G=NTHO.' N_NQ-NRCHK

    \~I:::ADe51 lOOIFOHM 100 FORIo4"'T(AO"'11

    "'EA.D( 5.FORM ,,"K.RAye J) II=l.NREGI WWI TEI6. 1!:0 i (KKARA '1'( I 1.1=1 .NREG)

    ISO FOR' .. UT(/ KKARAY : '/(/' '.1015)) 4FAO( 51100) FORIII

    ~lii~~{~~~~~ H :: II! I~: :~gt 200 FURIo4 ... 1(/ oAl. (FlLL LENGTH IIITHOUT TRANSFORtUTIO") ./

    1 ( .... '. I OF 10. II)) J~lif~~~~ l~~': loLl ~R~E~T'-"=N'---______________ _

    .mITt:.(6.2~0)IlJM 2!"0 FUR"'!"T("" 10M", '0151

    tiEAOCS.I(lOI FORM !-IEAD( '5. FORM II THO( 1 i.1 I.NTHOI ",1-1 ITFI 6. 3CO Ie THD( I 1,lsl .NTHo) FD~MATI/' THO: './(/' ".tOFIO ')

    ::'r~g'f ~}g8th1~Mlil~~~f--,.-; "'I"N,----------- -----

    .. J.( 1 TEl to .l'!O IA"'A x.AIIIIN 3'50 FOI-IMAT(/' ANA X = I.FIO,2," A"'IN:: "IFIO.2) QEDJRN END

    .. IN~UT L I""'F. LIST Q: lot:,n ::iUBRUUT INt:; R !DENT( X.N. THO .NTHO IKKARAY.C THO .101,102,10 ......... IC.

    C;, ~" = ! ~ !!!~ :~~~~!:coc=".c;;.-;;. =",.".:-:.-;; ;c.oc.:-:.:-:._;c_ ."="'="'.,," .. ,",."'."'."OC "'.".:-:."" "'."'.:-:.-=- "'."=:-:."".="'_"=::;_"' __ "'.;--c= =,,: =,,: =:: = = = '" =='" =::: =-=-== =-==C:: =:11: ::"' __ "'z",,:== s: =2.="'. C ... _ .. = .... ""=== C:=:= =:: =:: C I-'U'~~USe-: PINPOINT THE ROUGH THRESHOLDS VALUES AND THE DELAY, r INP\lTo x:= DATA C N '" ITS NUMnER C NTHn = NU"IHt-:A OF REoGIDNS C ICICAI-IAY (I) = THE "lAX L ... G FOR 1HI::: I TH AEGt(1N

    ___ L- 10 h_lJ.V CONSTITUTE THE RANGE Of gEl AX C OUTI"'UT ""A IC="I IN "'IC "/liaNG THE POSSI"tLE SElAR MODELS C V.V( 1)=Io4[AN SUN OF ~aUA~ED FRHORS FDIC THE I TH REGION C CN"TX( I.J!=J TH COt:FFICIENT OF 1HE 1 TH AR NODEL C IOU II" II NlJMdtR OF P"HArt= Tf A5 a: THE I TH AA HOpEI C 1HO=ARRA'I' OF '~EST" 1HREcSHOLo VALUES IN THIS STAGE C (Jf '"'OoEL S~APCHJNG C 10101= 'UEST' OELAY ----'--Ef~l:"'LIS WORKING SPACE FOR STORI hG PQ5SIBI E SETS OF THRES_

    C ~nLO VALUE S C SIH]ROUT JNFS C ... LLED : CO"lLF. X.R ... rc C'" = "':= '" =: =-:-: ==== =".: =-:: =:::: ====::=:: .. ";:,,::::::=,,,,::z:: :::==-== =:z:: ""'= .. =========:z::===",= ===::= c"'==:"'''''''''''_:----: -- _ -:--- ==: = __ -=-_-__ ==:===="':-===--:

    ;?I:.A.I... '4A IC LOGICAL L 1/.TRLE./.L2 r>IMENSIUN IPUS( 71.THON( 5)

    g ~~ ~~~{g~--{w,~o~'

  • 290

    APPENDIX A9 rF,WlAIC.LT.TAIC"'" GOTO 2

    MA le=TA leM 10101'" 10 TfiNTHD.Ea.ol Guru r)o " ..1= I.NTHO

    4 THDJoI(J)=TI-()(JI 2 CONI (HUE 1 CONTINUE

    00 7 J= I.N1HO 7 ThO(J)=THDM{JI

    ~S~U8N *INPUT LINE LIST FIOt::NT

    SU8AOUT IHE F 10ENTI XIN .THO ,NTHD .KKARAY Ie THO ,10 .MAI C.VAV .CMArX.

    --r==-_!~~~!!~2==:o:-:=="':::=_"'''''''''z -=''''=,",K .... ,. .. ,",,,.,", .. a a==='':I:",==_==_=====a Cz === ====:::== ==:t:= ======= ___ ........... "".,..= .... -.= .... ""-. ...... _ ..... =". "':c= C PUHPQSE : USED IN TIE SECOND STAGE r7 MOOEL Se"ACHING .. n.e BEST SET C OF THRESHOLD vALUE 5 AND DFLAY PARAI"ETER IS SEARCHED "''''ONG .to

    - -r.- -.-- F INa: 'i cHOseN S T Of tlWibAfe 3 uS!"G f HE lit cAltERlbN, C ,"!PUI : X::OAYA C N= LENGT~ OF X ~ JHD"'~~A;lg~tlr,.iilQ~ x?t~sJlrealN~ ... LuEs ARRCgOING TO C NTHO+l="'IUMl:5ER OF REGIONS C ",KARAV( 1 I=MAX LAG FOR THE AR IIOOEL IN THE I TH REGION

    --+OO'n.i1)f : 'ZA Ic~C;~Ti I~EktJNG THE pan. RCE SE tAR MabEL C '1A'I( I J=MEAN SUM OF SQUAREO ERRORS FOR THE I TH REGION c: C"'ATXII,JI=J TH CO~FFJCIENT CF THE I TH AR MODEL ~ AE"'A~K : I~OST:hA'e~~Bi:EO~oGa?ta-em:~ECF THE I TH AR MODEL C SU~RDUT INES CALLED: PERREP,RAIC C::=::. '" == = = "'== == =:'" :===== .. === .. """'.:0: ......... :=: .......... ""' ... = .. ..,=====-======= .... :: =;="'= C-== =="'= "'=: - --= =-: -.", =- =---- "'== ==: ...... ===== .... s ....... = ... s ..... "'-:.z:::=="'========= ===

    o IMENS ioN IPOS( 7' DINENSIUN IPOSINCl LOGICAL L 1/.TRUE./,LZ/.TRl .1 HEAl. NAIC o '''''ENS ION xi 11 I n.,l j ,KKARAyt l j ,t tHb iii .V19li i .tWAb tiS. i i DIMENSION XI t I.THO' 11 ,KKARAV( IJ .ClHDCI) ,'1A'III) .CfilAIXCNR,l) [)IMENSIDN le"'ATXC!) OIIo4f:NSION THO""4'

    -C DIr.lENSION TH014CNR-LI If-INTHO.EQ.O) RETu-tN to:~ ITE(6.100!

    IOQ fqSMATl' I FIN!, IPfNTlFICATlON'lI' BEHAVIOUR gF AIC 'IS " I'DELAY , THJ.IESI-IDLO'//" AIC " I DELAY' I' THRESHOLD' j LnDP=IOOO MA IC= I.OE +60

    . ,- - . ~~E I d~ 2 ~ L2Z~H ERR 'U"F;-;::LCEiU"P,",''""T, 5"'iT"","KC" "

  • 291

    APPENDIX AIO c .. =:::: === =="': E E"'::-==:= =::===.: === ... --= .. -==:.2:_:= "'S==== ... "".*""=:= .... 2======: :==:= C PURPUSE : AFTFA SU~TING "NO HOUSHOLDER TAANSFOR ...... TJON .THE

    -----f-HaIC HAS ... ~ ~ ~~E ri: Irtt;'~La:1 ~lt: ;agEkEL:v:~luV=:gA"'" I ON OF c THE St:TAR NO DEL ANt) PROVIDES [)iA.GNOSTICS ON THE FITTED NESlOUAl-S C IF L 15 SET .FALSE. C INPUT: X=OATA C N=IfSLENGTH C THO-ARRAY OF T~E SHOLD VALl.E5 C NTHe"l 15 THE NUMBER OF REGIONS C KKAIU.Y( II=NA)I; LAG FOR THE AR NODEL IN !HE I TH REGION C 10_ ca."'y C L : HOULEA'" VAQ.A8LE IF .TRUE. O,,"LY Ale IS RETURNED C IF .FALSE. see ABOVE

    -+CJUT!'\IT . ~m!li~51:JS~ @'ii.HI'ttVm", ~2.1 lMEGION C IC"ATX::O:NUICBEA OF PARAMEteRS FDA THE I TH AA 1I00EL C TAIC*""C FOR THE SElAA MOOEb c=== ::&:::== ===== .. =="""" == ==-= .. aa ........ __ ............... _ ......... = ........... = .. "'>= C=======":Z::=C:I:="",",==", ..... ::ac... c ...... c... ........ _ ... _ .. __ :R2:_=.=".

    o I"'ENS ION Kk "R"YI I'. THOC 1l .VAV( I) ,C,.ATX 15.1) .ICMATX (l).X (II o 114EHS ION "XI !!00.30.S) SA X( 500 .30) .... CI (301 ,NOBSeS) eddi~UO~ AX(NDI'2 .NI( .NR) ,SAXI NO (2 .Nk' .ACt INK} .NOBS( HRI DATA IAXI.IA)l2.IAXJ(SCO.30.5( flATA IAXI,IA X2. IA)(3.(1 NO(2) .HK.NA(

    ~~~l ~~T r~~~.:r.Ji~T!r:ll':'iklUiT~~a~N~g~hs ,RdBs, ji!R.IES I IF( IE~.EU.IJ THEN SONE REGION LACKS DATA _ITH WHICH TO ESTIMATE

    TI1E MODEL so , ... ICN IS St:T \ERv LARGE ... ND CONTROL IS GIVEN B"'CK T(l THE CALL ING PROGHAIII IF itER.NE.II Gbt(l i TAIC"'=I.OE+60 IFI.,",OT.L 1 WRITElf.ISI

    15 FORMATI'I SO"'E REGIONS LACK O"'TA FOR ESTI"ATJON 'I RETUAN

    T"'IC~ .FINALLY. IS THE Ale FOR THE PARTICUL"'R "OOEL INITIALLY IT IS SE'"T 0.0

    I TA )CH::O Q "'USST-TOTAL NU"'BER OF DAb, FOR ESTt MATI NG tHE SETAA MODEL ""OBST= 0.0 ICNO:::NTHD+I

    _ Q(J 2 1= lo lEND __ .0(", K"'AHAV (I) I{ 1=",K+2 1(2=1i.KI.U.XIJ CALL AR""F IT( SA){. JA XI .AC 1.K2.NQb .VA.I "I N .... IC""

    ~~lEl= ~:g~ ~A leN ~ECOIoiDING AND PRINTING OF PARAIE.TF.:RS AND AELEVA"'T INFORMATION VAY(I)=YA

    D~la~~:LT~"~~~+r=-', :~=:-iI'"Z------------------- ------

    6; C ...... TX(I.TJ)=ACJ(TJ") tIIF'1/>;;Ni7iO"" "",-----------------------

    IF (L) RF.TUllN 'tIIR I IE (6, I co IN(]8 ST. TA ICiIo4 .10 .NTHO ~QR'u!CH;FfECJIvt. Nll OF OBS\iERATlPNC = ',1:"" NQRMALIZEQ Ale - "

    IFIO,4/' WITH LlELolV ::: ',15(' NO OF THRESHOLD = ',151 If- (NTHO.EO.O) GtlTO 7

    .,1-< ITEe 6. 200) (THOI 11,1 = I,NTHQ 1 zeo I=U8"'Alll' THBfSIJlI P YALUES' '/1' 1,1 OFI O p I

    7 CALL NF~(X,N.F~.II::S.THD.NTHO.JQ, lICIoIIATx.CIoOAT>e.NOASI

    r~TUIoiN rNO

    *' INPUT LINE LIST S01-lT SURIoIUUT INE SUR T( X.N.A X.IA XI .IA X2. KKARAV .THO,NTHO. JO. NOSS. JER. I ES J

    C::: =::: '" =:;::: = == === =:::==================:===="':::====:::= ===:====:=:z::"'========= C=== ====-=- _. ==:::-- - -: :=-::-=::= ==="'====-- -==="'= =:=a=:o::=::o:",":=:-=-::-:-=-===-==== C P..,IRPllSE: 'SORT THE DATA FOR .HICH APPROPRIATI:: loR MeDEL APPLIES. C INPUT: l( = DATA C N = 11 5 OU. .. ENSION

    -----'--__ AX '" AfIATE STA~TING POSITION

    00 2 J= I, J~ND KK::KKA8AV(J 1 IfS-""XO( 'fs,KK I It:!>: It::Stl

  • :iUIoIT X INTO AX'S 00 ~ ,aIES,N

    292

    APPENDIX All

    --c~- ~~~~ AN TO fiRST P I teE FeR NTHO:O IF(NTHD.EO,OI GClT(J5 FIRST ASSIGN TO LAST PIEce

    1~:i~T~P+ I 'iEE XI II At.:LONGS TO wHICH PIECE 00 K&I,NTHO

    ____ IF ()(IIII.(OI lHOIKI) GOla " ICP=K "'11, IT IS FOI..ND GOlO 5 ~ ~g~tl~tl~ .----------------------------

    INDICATE 1H!;"; CUkRENT PO~(TJON xii) OCCUPIES .'" THE ICP PIECE ... neSIIC~ )-NDtSSC ICP)+'

    ~~Z~~~~ fA !SlltP I + I ASSIGN ")(IN06.1) 00 6 IC;: I, KI::;NO

    6 :H~~'~~'li~Ju~!II~itts 1 TRIcK TO l'VOID fHE CASE """'0 A,,(NUt1o I. Ie'" 1=1.0 "t:N('l=J( t;N(') +,

    ____ ~NQ(!,KENO. ICP 1=,.1 I) , CONTINUE

    C"Fer( IF FNOUGH DATA TO eSlIJ04A1E THE AR MOOEL IN EACH PIECES IFR::O no 7 J=I.,Ji:..NQ

    LNO .'NPUT L I"IF. LIST HUSHltl

    SUAI-IOUTINE I1IJSHLO (AHI,N,KolAll) 00002190 ~:= .=, ::'.:'_=:"=":=_':'::"::"':::'-=.=:"" ~ '" =- =:::"'= "':::: .. ='"'="'''' '" ==:z= "'- '" =='" z:::= ="'=::: "'=""= ==lANSFI)P"'EI) ARQ,&,y{ SO IT IS UDP~R TQIANGULAR! C TA.ll:: NUJol~EQ OF" ROW"> OF Mil TN TH~ (A.LLTNG PROGRAM C K= NU"'~FP OF COLU .... NS C N=-NUIoIAEP OF ROWS( NUPIIF1ER OF DATA J C O,)TPUT AP I T """1-1 J 15 THF CHOC;FN AR ... nOF.L C I.E. ''''IN 15 THE NU .... FlER PA.PAIoIETEPS OF THE AR MODEL C AIC"'=TTS CORR~SPONf)ING AIC C VA::"1E,&,N SU~.OF SQU_ARED_EP.ROrlS. _. _____________ _ C o\C1= ':(lNTATNS THF. cnEFFICIENTS OF -THE AR MODEL. C H':'PE AC2 AC3 APE'" WORK INC VF:CTORS C = == = ="'::: '" = == = "" = == '" = === =:::= = = =: :==-== ===:::: =- ==== == ======:=:: == == =:= ==: ",::::::;.:: C "'''''== == :==== =::::-:: ==::: == == "'=== = =-====::: === === =-=:= = = ==:::::: ==== == = == == ==" ====:: =

    PE"'L.~ SUPII OTNE"lstnN AHUTAI1.!) OTNE"NSlnN A.Cl(301.A.C21301.AC3130) OP,I"'N

  • 293

    APPENDIX A12 AleN :: E+60 00 20 I=2.Kl IF (AC3(' I.GE.Ate"-, GOlO 20 '''''IN :0= I-I .alC'" = AC3(, 1

    20 CONTINVE IF (I""IN.EO.I) GOTn 200 DO JOr' ""=t"41N.,,04tN ACt".' -= AHl(JOi.Kl)/AH1C"",N) ... ..-1 .. M-l on 11(' 11=1."""". 1=104_1 t SU" = OPLF.:(AHl It,KI) J 1=1..t 1 no 120 J= 1l.M

    120 5U'" = 5UM-I)E'lL~(ACl(JI1+nALF(AH1(T.JII "(' 6,CICl)=SU""AHtIJ.tl 100 CONTINUE

    I/A =A('2(IMIN+l) RFTURN

    200 VA = AC2! 2) "el(l) = AH1(1.Kl)t'AH1(1.1) QFTUPN ENO

    .'I'4Pur-L tHE LIST EFF __ ~~~T TNf fFFI STY .NsrV' $1 MV INSI /II" I THO, ,.THO.I 0,

    1 104"T1(, C"'AT II: IN I c= ""'".=..; .... =,..= ==== zz = :: "'" :== === .... = ..... ==.===:=== ====== === ~=.::=====: :"'==::::==::.= c== = = = =::::: '" = .. = = =:= = :===== ........ a.a====c== ==. === === =.:= = .. ==:=="' ... === === =,.= ==

    ~ PUIWOSE : T~L ;;N~R! Ta~!~Alf vg71~t:/29C;~J' ~g ~~gcbA~~ C ~ATTEfms C IN~uT STV=A~RAY OF OA TA _~~___ NS1V=1HE NU,..t-\LR OF STARTING VALUES

    C NSI,",V::NUMO!::f.I OF EFF vALUES C THD:Af-IN

    Otl6 1=-1."151","\1 _. -_ .. r: ;11!~:=1 ::c.:c-, ""CO,'! "1-:-;1".'1 .1 ~, 0'-'1 _____ _ >-IETUo-lN f..l,D

    -~~u~UA~gI/TINfJs~J~,*~~~A~~.~~~~~.TU',~N~S.TU',~S~I""UV,."~S.I~'VC,~TU"["> '~Tu"nn:-;oI~o~,T,C""~"TX~,---------lOoUT)(1

    C:: """ "- "':.:.= == :.== = ==:: =="'''''''''':: =:c ==: :::::= :==::: -::;= :"':z:::-== = === ==:It",:o=== ==-=::::::===::=::= c"'::: =::::::.:.::: = ==:::: = =.= =::::::: --=== :== :::::"'= = .. =:: == ==::=-==::: =-===-=::==:::: -:::: ::"'=::f = - = =

    C pvl.ip-use-:-ro" Gt:NI:-~TATE A TABLE (ONTAINI,..G OAIA .CNE STEP AHEAD ( PHE])ICTlnN AND AHSOLUTE EHRon :AHSOLUTE ERROR"" C IlATA-PJ.lEllICTIUN. ALSO HOOT MEAN SOUARE OF ERRORS

    _-'- aM 5 1 co G'VE N ( STV:AIl'~AY DF DATA C ~STV+I=lHF ST .. RTING POSITION IfIHERE PREDI(TIC,.. IS CAL-( CULA TEO C tlS.lH..V-:::liu"IUEH_JJE peE 0 Ie I (oNS C Tl~Il"'A'n.AY OF THRESHOLD "ALlES C NTHU=NUMr'iEll nF THRESHOLD 'vALlFS C ID=DUAY

    __ ... .c..~__ ICH4BI II-NIl Of puaHfTEHC '" THE I TH AR toIenO ( C""ATX( I.J I-J TH COEFFICIENT 0= THE I TH .... R 1o40DEL C OUTJ'uT: S'IoIV(NSTVtl) - SI"'V(NSTv .. NSI"' .... J CONTAINS THE 1 ST STEP C AHEAD PREDICTION c= = = =- = = ::::0.=='=.2..==-== = =-= ====-=: :c-==--=- ::---- =-=::::===,,"'==::==::=--------===::==== C= ==:: ==:::: = =::="'.: =_ - = ____ = = =:c: """ =,. c=- _ -.:::: -::: =:: -r=- =c== -:c--",--r::= __ ===:::::::=

    'lEAL'S T.~~RUH.SSf" UII'4ENSION 51\1( 11.51"'V(IJ .THO{I) .IC""ATX'II ,(MA1X'5,1) 1.u~t:.:"'l!iJ!1!:::L5.IYIJI,SJliY(11 THOll! "MArX/I! (tUTXINR.11 IF IN51MV .EO .OJ nETLRN

  • 294

    APPENDIX A13 wHITElb.lcol

    It"O "UM.Arc I ONE STEP AMI!40 PAEOICTi ON "/' " CQMPARI9JN WiTH OAIGINAL DATA '/ 2' bAlttN ..... uXJl 'oiONE AHEID PREO.'.' ISS. EAROR.,)

    SSE-O .0 IS-NSTV+I ICHSTV .... SIM" nO il! j. is. II! LUCATE Wt4ICH NUDCi.L THE DAlUM SATISFIES IP. , IFUHHO.EQ.O I GOTO J ITEST-I-IO 00 J_l.NTHQ IFIS'VlllfSl).Cil,Tt-tOl..I)) GOlD .-!h;d j

    " CONT T~UE IPaNTHQ+1

    3 CUNT INUE h,E LacAl ION PRoUsS F tNt SHED CAL(:ULATION UF ONE AHEAD PREDICTION NPAAM'" I ICIo4A T XI IP II

    ll?~m~~,E!rMM 7 5 '_Ot'lLEICM4')(IW.Kll*OBLEtSTV(I_It+I))+T

    _.. ___ CALCULATE THE EAROH IN THE PREDICTION ... ERAmhT-ST .... t I i

    sse,. SSE ti:.~ROH .ERHOR 5 INVI 11=1

    :!66 ;~A~~\t; 2??~ n~~! I i!r!'~~~~i X of 15. 51 2 CUNTINUE

    C CALCULATION UF ROllT MEAN SQUARE .- ---. --~~~:~~'~n~~1

    wk 1 TEl 6. 300 I SSE JC"J FORMATI ...... RMS" '.FI5.5)

    I.!ETUHN '"0

    INPUT LINE LIST NFR ~UBIoI.OUT INE NFH.( Sf V .N. SI IIIV. J S.THD .NTMO.I o.

    1IOU,U . '''InK .N08S) C=c - .. ::: =="''''''' ..... '" -.a"", .... a ....................................... __ =.",_. C= "'="'''''''''''''::''' :or ......................................................... "' ..... .. C PU~PQSE : TO CALCULATE THE NQAtrALIZt:D FITTEO RESIOUALS

    ~ INPUT : ST:fRef~ ... dhggA~lAGNg511c C N .. nSLENGTH C IS=ST"'RTING POSITION FROM lIHlCH FITTfO RESIDUALS ARE C CALCULATEQ

    c=::::., "'==:: = == .. == """" :::s .... "'''' .... a ". ..... "' ...... .; .. '" ."' ................. "" ....... =;"'., .... ... c= === == =,.== ="'= = == .. =.: ................. _"' ... === : ...... "':&".. ...... "' .............. "'==c"' ... '"

    HfAl ." T ANIlH'1( .:::1 IF(NTHO.Eu.OI GOTO .] !TEST:: 1-10 00 J_ 1. MTMO IFeST"( !TESTI.GT.THQC JII GOTO. IP=J c.gto ,

    4 CONTI"'UE I"=NIHO+'

    J CUNT 'NUl! _~ HfHlAFllffLJ.11l.jJ1 P Ifefax SEC PRQ I b(j IN" NOEl'

    ''''OE!!;I 11= 11:1 CALCUL"'T!llN (JF FITTlO ~ESIDUALS ",P",Q:""= ICNArXI (P I [-OHI flCHUll Ie I I J If(liPARH.LT,21 ("oOTO, 00 S o(,;o;2.NPAS'" T= OI3l.f!C C"'AIXI lP .I*'l.~~+-~ E~I ~f'i~C"NQ"'.o.L' -----------------

    ANOIol.IoC{ I I SlowES l-!u!JT MEA". SQloARI;. CT RF.SII)UAl.S IN I IH REGION DO 27 I:IS,,,. Ip:: INDEX' I' II=i-IS+1 J'IIonN"L Ill: Tt1c. F itT!;;!) ~ESWUALS

    l"I SI ... \I{III"'DHLE:(SIN .... tlll""NOIU411~1 N.fll==N=.lS..tl. ____ ._ F'N::NtFO v= I.Q6"'SUIolT(FN) ' .... 1' ree (, .JCO I

    _......ll:Jl. mRMAT!'! DIAGNOSTICS QE NOHUllZfO EIUED RES'O!!A" I ... NUR ... ALIH.O FilT~O RESIOUAL 1'/)

  • 295

    APPENDIX A14 c .. .. .. .. .. _== .. .. __,, .. _ _ ......... . c.-.. -=~---------- .. .. . ~OOSE = lif:~;ii~ THE yAAIAfCE COVAR' "NeE II"TAIX FDA THE C INPUT t SAXsuPPER TRIANGULAR FORM C1F THE OESIGN MATAIX C lAX-Nil. OF COL ... NS " SAx IN tHE CALLING PAQGA""

    ~ tuluA B~.s68xaE"U'gl\l'N 'N'N BY 'N'N C ACT IDNtTtE SO ESTIMATES AND THE VARIANCE COVARIANCE ""TAlx IS PAINTED C SUBROUT INES CALLEO t SIN V

    ~:::::::::::::::::=:::::::::::::::::::::::::::::::==:::::=:::::::::

    00 2 11- 12 IC- le.l

    C 2 !2t~8lifEJ(Ll!i~S~R5E (W! fi1E PRwoef fj! sOli tRANSPDsE AND Slk CALL SINV(TA,IMIN.YAI

    C lolETA IEYE THE DIAGONAL AND TAKE tHE SQUARE ROOT' THEY ARE C E5I1M"TES OF STANOARD EAROR

    I-I tP", I

    11 SOMe II_SONY' 'A' IP') I&JtlHf

    ARRANGE AND THEN PRINT THE VAAIANCE-COVARIANCE MATRIX L-. IE. I 1s.=1

    "'R ITEe 6. 501 I CaNT Ifr\1UE

    1118 IIEI6. 1001' TAl J J .J=I S.IE I Lz:L+I lsa IE+I IE" IS+L

    50 JoAJttc5;:S IvfBT~NlE-COVARI.ui;E "URU :'1 tOO FOR""All' ',lec ',FB "

    ~ETU~"" ENp 'iUaqOUTINE SINV,A_N.VA'

    C=-=:::: ==::= =.", .. ::",== = ...... "' ................. ""=== ....... "" ................. "' ,. .. "" .... =,."' .. :: c.::: ""===:z "'''': .. ,. = =...:I!:=" = ............. '" ........... "'''' .. '''' ... '''.''' ... = ........ ''''-===='''' .. ,.=== .. ==

    ~ ~~~~?Sf i"'t~EP~~J8EJ7iNC~eiglLiIj~ x ngtJ~rThRaa 8S.~;T:ANp VA C N=OI""ENSION OF THE 'TRIANGULAR MATAI X SO N.IN+II= C LENGTH OF ... C yA="'fAN 511'" gf SQUARE ERROR C OUTPUT: A=THE DESIRED PRODUCT AS DESCRIBFD IN THE PURPOSE

    C=====:.==:===::======= .. 'Z:z_ .. .... ="'"' .... "' ___ '""z,...,. ............ . C=.z:: = = :::= =::::c:: '" == ..... ==::.=====""'._-...::==== == ........................... aa ... ""=== .. =

    gU1ENSlON AI II REAL_A DIN, 'IIQRK IPIV=N*CN+l)'2 tND= IP tv 00 6 I .. ) N DIN=l.DO,OBLE(A(IPlvii .. ( IP IV 1=0 IN "'IN.N K[NQ=I_I LANF=N-KENO IF (I(ENO)5. '5,2

    2 J= INO DO IS .. I,KENQ IIORIS:IIO.OO tot IN=IoIIIN-1 L M)R:: IP IV I yfR=J 00 J L=LANF."'IN L VF.R=L VE~ + 1 L Kl~=LHO~ It..

    1 WORK'" WORk tDBI F ( .u I \/ER I fA II HQRI ) AI J I"'-'IIORIS*O IN

    4. J=J-'" IN 5 I'" IV:. IP IV-/101 IN b TNQ- INQ_'

    DO.oj l.l.N IP IV= IP IVt I J= IP IV

    _DO e K= I.N ~O~I(.O.OO Lt-IOQ=J DO 1 L:;:tK.N I yER=1 I-(1R ttS- I "'ORK:o:'IIOIol:K tOBLEI"'(UtO~ I .... 'L VEAl)

    7 L HO"'zLHO~ +L AI J I=WORK*Ot3LEI VA)

    ____ .-a~~~~~",-----------------------t:NO

    * INPUt L tNE LIST OESACF 1 S!!RROIlIINE QESACE'''' 0114 VI! 'F 'MEIN SID!

    C -",:====-=:=:= ::==--=--==::=="'===.:== ... = .. ""'''''.=.--.... ,. ... ''''''' ..... '''' .......... _'''.''''''''" C: == = == = === :==s === ====::"'===,.= ::_ ............ = ."''''' ............... ., ... ,. ...... ==."''''. C

    ---" C C C c c c

    THIS SUHRUUTJNE GIVES THE lEAN. V ... RIANCE 10lVIOE BY N). STANDA.kO DEVIATION. MAXIMUM. MtNIMUM.AND RANGE OF THE DATA. AUTOCOVAR I"NCE FUNCTION AND AI..YOCORHELAnOfl. FUNCTICN ARE ALSO CII (I" uEo CQRRE!OC.a'M '5 PIOTTEP ",'rH CPtEIPENCE !'UtS 'NP TI-E NU""BE~ OF LAGS"" NUMBER CF DATA'

    C VAld .. dLE N""'ES: _-'----1:i... NtlMBFR OF pAU

    C DATA: INPUT DATA C VALUE: IS AETWF.EN 0 "'ND t. IT OETER"INES THE CONFIOE"'CE LIMITS. C IN THE CORAELOGRA.'"

    --7-------------------------

  • 296

    APPENDIX A15 C==================:===:s"""" ..... z."'lO=a""==z""' .. a= ............. a _. __ .... == ...... .. C= .. =========.====== .. ""=== ... ". ........... _ "'&& ... "'-=_ __ ........... c= .... .

    ~e::!~ I~A~~a~:S~!N~l~(;Z' REAL DATA (1 SPD'FI300) ,ACQYFC300J .ACOAF C 300. 't-I'EGER P,CA VAL ,P"CF. C ~).!'E~~ I~ 'V28tf~'r,:~P:H;('fl&jSQIA .. u .OME"" ,81 .8B. AKURT

    OM"'N: ,0 VAH= ,0 SIC. Ell'" .0 "KURT", ,0 on I 1= l,N

    1 OMEAN=DATA( I,.ONEAN QME'AN=OMEAN/N 00 2 I-"N Tl=OATo\{ I '-DMEAN 12=1,*11 yAB=yAR+T? 13=12*11 SKEW:o:SI(EW+T3 1"'-'3*11

    Z. IU(UR:T=AKUHJ+T", VAW"'VAR/N ST():I:DSOAT (VAS I SKEW_ SK.Ew"", N .STO.YO\S) AKUHT=AKURT .IIN.V"8 .YAR )-3, AMEAN"'OMEAN "III O\X .. O",04 , 1) AM 11'11:0:0.4.10\' 1 ) o 1 1= 1 N

    A X 11 IF ( OATA(.) .LT. A""NI ,,"'IN..o"""(1

    RANGE=AMAX-AMIN N4=N.l4 N4=1o! INO(N

  • 297

    APPENDIX A16 FI-IEOIII=O on 10 J: 1.2 t

    ~~~~!'5fj I:, ~!:~t ~ lifa?51.SfO+OIEAN

    J I=,J + I IF (O ... 'AIJJ.Gr.CBOUNDC.J) .... N>.tOATAU).LE.CBQUNO(Jl})) GO TO 80 GO TO 11

    eo FAEQ(J ):FREDIJ I t1 GO TO 72

    71 CONT INUE 72 fNl~~~;1.20

    W~ HEI b, q~ICL"BEL{ II FORMA II 20 x, 1'. IO( "---------+ ') /2 0)[. 'I '/14X.FS.2. ,,) DO 103 1=1020 1.1'"' I. 1 IF (lRELFOI II .EO. OJ GO TO 106

    .... 14: IRELFO (1 I IIH ;~~~nr~J~:! i\;i~~!tl ,J"'I ,~MI

    W'RITE(6, 102) CLAFJEL( {.I) 102 FORMATe 14X,F!:.2. 1'1

    GO TO 103 lOb WI-IITEt6.IOe) CLABeLC 1 . .11 106 FOR",AT{20X. '1'/)4X.F5.2,' I., 10J CONTINUE

    WB ITEf tit 9'"

    I-It:TUR~ END

    INPUT t ':,jE b 1ST "'HEMl SUB~nUT1NE .... HEADC ... )(.J.N.V.BN *'

    c=:=::: = ':::::;"'::: == = == === === ===:= === === :=::::====: '" ::====="'% "'=====::::==="'=::::= ===='" C"'::: =::: =:::::::::::::::::: ==:: "'-== =.::..:::::: ===::= === = = ======= '" :::::= ==" "':= =:0: ,,===.:::==== ==== =====

    _+ ~~~~~St!RJ~yj.>~~Yh~;AE( xc nIxe H,J) -xl y ________ _ C J"'L"'G r: N::LENGTH UF ... ~ B~I~'~~ u~f 1~~~NF1E~~~gu Ib~Hlool~2gugl9ASf~~tlbN~ C OUTPUT: Y= THE NON-P ... HAJOIETRIC V4.LOC C HEMJI,QK:

    _-...L.... _____ ._......B..E..~ CANT BE ( ... '{bI"'JED C RETu.;tNI : NOH"'''L J.fETI..RN.

    C SUbf.(OUT1NES C"'LLEO : KERNEL c= ='" = "':::: '" '" =: =::= =: = == = ==== = == = '"'===: ====== "'=-== ==-.: ::0::= :::c:::"'=-========= ====: c=,,:::: = _ =,,===_ =- =-=--- -,,==-===="'" =-=------ =-==----=======-==-===_ ======-"'_

    17

    CI]MENSlON "'(1) 15= 1 IE=N-J ~O.L.W TUDJ'--L' L' __ _ IE=N osu"'=o.o Y-O 0 1)021=IS.IE w=x- .... C I+J I w=W/AN (AL! KERNfLCI!.,O) Q:O/AN OSlJIoI'" OSlJoI +0

    ? \I=\I+O*A( I I rf(OS!JM EO 0 01 RETIIRN

    V I//OSU'" I-IETUSN 1 END SlIHROllIlNF KERNn f Z y)

    ------------ --

    c-=====-: -___ "'="'-"'-=="':"'= :"'-=======: __ ==== ,,=-- ===---:z::=-======-C= == = =:: =='" = '" == = =" = ==:: :===: "'==,., === c===:==:=:== .. .:::==="",:",==:: .. ==.:::::=",===:== C PuRi->OSf TO GENEtUTE THE V .... LUE V CF THE lIHAtoGULAR O[STRIBUT ION GIVEN Z ( IHIS SIII1RCtllIrNE CORREspONDS TO THE TRIANG!!IAR .'NDOW C [",OTU : l C I1UTPuT : Y c=== = =::=== == "''''' = === === ======::::::=::::::==:=====:=:",:1::==="''''''''::====%:1:'''",,,,:::::======

    __ C=.::.:;==.==-==== ==----=-- -"'- -=-=--=====-"'=-=--"'=-=--=- --==:=---= -V- 0,0

    TI-'E FOLLOII"lNG LINES CAN BE 1..5:0 '0 PRIDUCE THE SCUARE WINDOW IFI7.I.>E.l,/2 0R.Z.LE.-l./2.J RETURN rfp GE I of.! Z I[ -I I HfTltRN v- 1 ARSCZ I V= J,

    I~FTUH'" .t.::..ht.0 ____ ._ SUtiROUIINE NPRFGIA .N.B,)(9.5.p)

    c= =:=" 0;

  • 298

    APPENDIX Al7 CAN'T BE CALCULATED 10 BE SA~PLE IllEAN MOREOVER.THE CO~RESPONOING ABSCISSA -1.E60 THE POINT IN TROUBLE WILL BE LEF I bLANK 1 N THE

    C L tHE" PLOT C::::==-="":==:==="""""''"''"'''''.''''=:''''= .......... .,'''.====='''''' ...... :o:: _=z="" :o::."'="""'="''''''''"' C"':====== .. =="' ... _.:a.e ..... ."."' ...... _ .... ___ .. _ ... =,.. aa = ..... "'_,...=.a= .. ""==",,,,. g:=~~~lg= ~lW. 2110xxizu INTEGER P O,,'A N ITER/5/ FN=N

    -------c-- SET THE VALUE' OF DN TO PROOCCE DislRieuTlONS TENbi ..

  • c

    c c

    299

    APPENDIX Al8 PheVENTS THE DATUM FROM PALLING BEYOND tHE EXTREMES IFC"IP,GT,I.ol AIP=1.0 ~:f;J: Ibl"AI'pa!~;fDa IPtA!P*LFATl+1 , ... CASE SEVERAL LINES ARE PLOTtED 51 MULTANEOUSLY I TO CHECK It?J[d~i,r,~Nl~a~,'l 8\STI COINClpE THE POINT IS NOT OCCUPIED BE'DRE SO "LETERt." IS ASSIGNED TO THE POSITION

    ~OI!P '_",-ElER ,I' CRASl'ltNG T'IO OR MOAE POI NT!

    6 PLOT( IP )=CO

  • 300

    APPEND IX A19 T;?=Y( II wIlRK.z,oOBL E( T II_DBLEI TZJ WORK I::WQRK1+!!lIRK2 V=.ORK I QETURN END SUBRQUIIHE L INMYI )I. yiN I

    c=",==_=::=:s=_,.: __ ""==:== ...... =< ...... =:, .... =="'=-=."'_ ....... "' .. ., ... = ..... ======-= C======::.c::="'== .. ..: ... =:a=."""' .& ... = ... "'''',.. .......... '''.''' = ... _ ....... '''======= ..... z====a C ~HPOSE: V FHO,,", X WHERE V IS TO BE USED IN CALCULATrNG ~ y~ !~Bl"JJ8i'' ( NTH OF (SUM OF X SQUAREDI -C (N-I) TH OF I SQUARE OF SUM OF X)>> C J"IPuT: X:: ARRA.Y OF DATA

    -+OJTPUT: ~ ~ ~f~G~~EQ~ikcSSION "BoYE. e:::=:: == == === .,"'= ",,:e.==t===::= ="' ....... .:z .... ==az .. ="'=== '"'=="' .... = .. ::: ="""' ... =====:: ==== C::== = === ====== = ==:: ""='" =--==::..:::::: ========== "'====""===-=""=:="'''''=::=='''=='''===

    g1rcN~lg7 X;'!!N I CALL Ml.LTIX.X.N.R) V=~-6)(.ax/(N-llN"N ~~~~N IF(V.L T.O.O I 15=-1 y: IS*Y IFcy.EO.O.Q) COTO I v"" '1 0. JJ~3JJ V= IS.V QETURN '1=0 0 HETUti.,. END

    .INPUT LINE LIST COMLEX SUElROUTINE COIollLFX(K.IR.N.L, )

    c=_",====",==::-::--::=-::-::=::==-===::= ::-::.=""", --::"''''== "'======-::::===::-::::===- __ = c=::: "':=:::: = ==== = =="'=:"'==""=':== ==::=== ==:z:==::= ::::= == "''''='''======'''=='''========= C PURPOSe::: COMBINATIONS OF llot OOJECTS TAKE'" fRail 1.2 .... N. 'JNPUT- IB c " C L = LUGICAL VARIABLE; SHOULD BE SET ,TRUE. IF K IS C 10 C.Uf'jTAIN ( 2 IR) WHEN CO"LEX IS Flf~ETU~N 1 __ L-'Ul'UJ.tf~_

    00 3 1="1. JR 11= IR +1- [ If" (K(III.GE.N) GOTO 3 KI I q=K fI II tI JS- II + I IF (JS.GT.IR) RETURN 1 ou

  • 301

    APPENDIX A20 0- ---... - ....... - - -.- -----

    DIMENSION XC iI,Yl" i .1&4"2.3 .... 71 eI'RA"' 2 DO 21 I-I,N

    21 YI I'-SORT'.I II' j MT.fP' I.N

    31 'II U_ALDG ID'X' I J) AETURN

    "t e'l.,JJijA,1. III RETURN

    5 DO 51 ._"N !II nfdi~"'IX' II! 6 DO 61 .-I,N

    '_XIII 6! Wdian

    7 DO 71 ._&.N 71 YCI'-2,-(saATC_Cl'+I.I-J.'

    ef'RN ,,,,PUT L tHE LIST NONPL T

    SUBROUTINE NOAPLTIX.N. t::::::::::::::::::::::::::::,.::::==::::::::======:::::: C PUAPO SE I 10 GIVE THE. NOR .. L PRCIIABLI 1'1 PLOT OP' X C ASSUMPTIONN I X IS STANDARDIZED 1I1TH MEAN" 0.0.

    ~ '~BO'Qi",JJBA"" DF pi fA

    C IF THE OAT. AAI! FRON NORMU 0.1.' tHE'" A STRAIGHT LIN!! C 15 SHOWN

    ~.= ... :!JJ!I.!:L:k2!1!S.n'U!Stk.L!IB.LI!.1:!!1.~Sl!iitl!~I11_ c ,., .... ._. ____ _._._. _._ _._

    o I"ENSION Xl J) ~S:'EG~.:~lltl .... -3 -2 _1 0 1 2 3 4.( a. E"R PX 00 I I-I. el

    1 S:.":YTiAL "ACUES Td ALt.iN iNS NitAb SCREEN WHICH VALUES EXCEED THE EXTRE .... (F(TEMP .GT.3.) TEMP_3. d5P':aIt~iINlli"ifs"dIN IN P' !POSaI TENP.J.),e 60. IP05-IP05.1 p Ipgs._p .. Ipps.u

    2 CONT INUE

    WJO. ITEe 6, 50 I '50 FORM"H" NORM"L PRoa .. tI'LiTY PLOT''''

    60 'MJ3~~t.?Q!lP.'~'I'.:~i!r'~j WR 1TE'16. 100'

    100 FOR .... T'IIX. .se' '1,' .' If'u . ,.82.' II

    300 FORMATe IIX.' .' ,a2x. 't IIIX,' ',81' +' ' 'I 15.1 00 5 I_hf'

    C lTEST IS 0 "DR THOSE LINES IIttICH HAVE ,+, SIGNS ITEsT.' I-U'Ue-I I-II ITEMP"px'll ITfl!lfl.O fM T.,lSf EMpty BI H$ IFllTEMP.E'a .0' GaTO a ASSIGN THE' RANKS IE.15+ITE"-1 ~!E~'.:oJJe:(Jn::7U Js.J5.1 JEa-(R1E 'a a. JE_JE+.

    R 1:nUsTtNE.OJ GOTO 6 C"LL PAPLIJSIJs.JE.ITE GOTD 5

    6 eN' psoorc '$eJE,IIEMP' 5 CONTINUE

    WR !TEe 6, 300 J WETURN END , SUBROUTINE PRPLUS(.I5.Jt:. ITEST I C= .. :: .. = .. "" ..... cc ..... ==.: ........... "'z .... ==.""=_= .. "'=-s= .. :e:.="' .... ""'=-.c ... == ........... ""' ... ==. .. ~.==.==:~~~;~:G=;~iRO~T~~'"':d:=~OR:~; ........ ==== ... ====OUI: .......... c ...... :=".= .. . C IF ITEsT=O NO ST .. N IS PRINTeD C IF ITEST.HE.O STARS .. AE PRINTE.D FRC~ .IS CULUMN TU .IE CDLIJMN .C __ ._ . b.I~ 1IollH ' SIGN AND FINISHED !IIH "NilTMER ,+, C .... = ... "'za: ... =". = .. =.==a: ... ""=a:. .. a=5a:=== ...... z ...... =..==.=== ............. =.===.",.==8 C .. =:o: .... =..."". .. ==,.,"' .. ======".======c.c"" ===:= ...... =-= = ............. "" ..

    DIMENSION PLOI'"'' __ -.----Y:[Os!'i~~~2{,8b .. NI(ll. '{,5TAR'l'.',

    IFe IPLUS,GE.'" IPLUS=l

    DO 2 ,_JS .JE 2 PbOTIII=ST"Rl

    Ii'R ITE(6 00 J V"LUE. {PLOT (I' .1- 4., , J grO~dj~~L~~ki -------------------

    ..,eTURN I HIE(t..ZOO, VALUE. --~~:H: ::;::I:::: !::1l~!~ellTt;6t'---'+c:.LI----_ ------

    R:.IUW:N END

  • 302

    APPENDIX A21 END SueilOUTINE PADOTCJS .le.llEST) ~:::::::::::::::::::::::::::::::::::."::::::::::::::::::::::::::::::::::

    c-...... = __ ._-_ -- _ _ ....... _-- _ C .. .. ...... _-_ __ __ _ ... _-_--__ gl;iN~~:K~';T. ~! lUR i)'.') tFIITEST,EO.O) GOTO 1 1,)0 Z 1-.. 5.JE

    2 ::Ii~wtmHploTlII.I.I . 1i DO 3 .-JS.JE

    :5 PLOT ( I ).8LANK I i :ilW761 200 I

    100 FORNATI" ',lOX,' .'.41(1 AI),T96.' .'1 200 FORNA,e' ',lOX,' .'.T96,~ It)

    BfTURN END SUBROUTINE NOAPEA(TO,XQ.

    ca .... "',.. ...... ,. .... : ".."" ......... - _ ........ -._ :0: .......... . R= ... === ............. = ...... _ _ ............. :11: - __ _ ...... . C PURPQSF:TO PROVIDE THE TO TH PERCENTI LE tF THE NaRiIIA' blsfRiBiJf ION C INPUT: TO C OUTPUT: xu- THE 'lO TH PERCENTILE

    ~ MEII-QO: f5~HbaG~ Mh1~a7QXI NAIl 0"'5 FOR DIGIT IAL COMPUTERS C.:=a====-=:a"'====="'== .. =-="' a ... a.aaa ..... = .. a aa ....... ___ a ......... =:a .... ::"". C ... ::.:="' ... :a=== .. =-=,.--= .. a= ........ _ ... _ .......... a .... a ............... _ ..... : a

    DATA AO.AIr8t.B2t2 ]07!$], 27061 .. '3'3229 .. 04.0)( Oal,-TO 100 IEla,GT S) Q]TO 1

    2 ~l':1 s&9 Tt ...... 0 Gi a "0 I Ii XO.ETA- (AO+" t.ETA 1( 1.+B .*ETA.8Z.ETA*ETA) 1Ft 10 .EO.O) GOTD 3 X9=_xg GOTO 3

    I Os; 1.-0 10=1 ("..gIg?

    .:I IF' JCO .GT. 011. j JCO=o1I. tF(XO,LT.-o1I,J XQ=-4.

    RETURN ENp

    * INPUT LINE L 1ST C .... CLEN SUSROUTIP-iE CVCLENI JC,NI

    ez, .. ="": .... "'::::= .. === ..... ::=--== .. =a .... ,.._ ... aa=== .... =="'=a"' ... ,.. __ .."."'''' ..... == ...... ... C: .. ==-===-.. ==="".,.-,::""==-== ...... "'.ac":= .... = .. =z .. ,.= .. =""==a'l::&= ___ -= ....... =., .... ="" C PURPOSE: to FiNO hOt AND REPORt mE UP- JilFi)- OdiN pJilffERN OF tHE C DATA C INPUT C X=ARBAY Hf pAIA, C N:tTSLENGTH

    C .. ===c::===:===:===:==========""===== .. = .. ==== .. === ....... ""= .... '""""'=="".:a"'."""'''C C=====:======.::="'::::======:=::="'z:"'==::e ... = .. =="'''''''''''= ..... a:'ll:: ... ====",,,,,====.c=,,,,==== plMENSION X(ll INTEGER* 4 C 'l'CLE,LFLAG .CFLAG .NCVCLE DIMENSION C .... a.E( '5001 OIIOlENSION CVCLECNO/2) IEIN If Jl REIl.lAN lCOUNT:O NCVCLE:: 1 A=X(21 a-X( I I RECORQ THE INI TIAL ORDER BETIlEEN X(li Afrd> JC.(21 CALL ISNIA.a,LFLAG' 00 1 1= 3.~ NCyt! E=NCyCI ft I .... XII J 8=X(I-1) CALL ISNI A. a ,CFLAG) IrICe 4G.fO I FI 461 GnTO I FORMER ORDEM IS NOT PAESER~D NCYCLE:NCYCLE-I ICOUNT= ICOUNT+l cyCLE! ICOlIU l=NCVCbE ICOUNT= lCOVNT'1 C .... CLE( (COUNT )=LFL ... G LFLAG=CA.. ... G Ncyel E: I

    1 CaNT INVE H ... P-iDLE THE CASE .. HEN OATA ARE E)OoIAU5TED 'COUNT: ICOUNT.1 eYa f' JCOlIU l::NeyCl E ICOUNT= ICOUN T'. CYCLEt (COlIn ):LFLAG PR tNTING Of INFORMATION

    :: n~~ t ~gg t IC VCLE( I j .lcl, tCOUNT) 100 FORMAT(' 1 SVMMARY OF I..P ANO OO_N PATTERN t

    1/" IN THE FORM.: N*I,O OR -'"/ 2' MEANING' I::INCBEASING,Q:;;EQU4IITy,_I,.pECREASJNG,b. LENGTH'.

    200 FUMMATI5(' 1.:1.' 13,2)(1) RETUJolN END SURRo!!I IN f I S)lfA e I VAl 'E) TI-'15 fUNCTION R:ETLRN5 THE SIGN CF A-B O=A-6 IVALUE"'O

    .IE CD fQ oJ HEtlBN IVALUE:c-1 Ife D.L T ,0' HF.TURN }VALUE'" 1 REt!!RN END

  • 303

    APPENDIX Bl

    ------0 INFNS 10"1 S I~U' 11000 j .1 X( I.oooi ,e MA u:i5 .301 .1 eNATX (51 o lNF.NS 10:"1 5 I GIll A, ( 51 ,VALl.E12l) .FORlo4(80~ .THO (4' DATA a.l' '/ ----.!:.?_=.-=':'=:.~~_:s""'-"'==c= &."'.-.. :::I .... --- "'.--- - ........... """,. c==============="'-===- _ _ ""_ ........ --_ _ ".

    C DATE OF LATEST REVISION", 3/5.11983 C PU~POSE : Ttl SIMULATE POINTS FROM SETAH MODEL AND PRESENT

    ----f- - ~g~:pf~:JJ'JI\A~~~I~.H'p~Yirt;E 'ali-T~'BufJDN OF c (x(T-LI.x(T'I,t,. 2.3 NLPREG C INPUT PAOCEDI.AE :

    _. _~_. _. __ \S!o~~:~A"NA"TIJ'IllQ"'N..JQ;Uf"- ~s.!JyMB!!!.l:Qtl.L.Ji.S_~ ______________ _ C NSTY_NU"-BER OF INITIAL VALI"ES FOR SI MULATtON C NTHOa""D. OF T~ESHOLDS fLESS THAN 6'

    ~ mnx:~~ T\\g 9J~IM~Metr~l ... bgolael ~U"~B"Mf.!3fd C THE LAST FEW POINTS AS IHITIAL VALUES TO C SIMULATE FURTHER POINTS FRON niE SETAA MODEL

    --f- ~VEM2:~gll~; .kB~l~TiJ:.c t~~TI ru~g-rtA~iT:L5R~:?~iS IgN C ~ANKSO TO NACJojIFY THE DIAGAAN a: BIVARIATE OISTRIBUTION C OF XCT) AND )({T-II ; NOAN,U .. LY 3.08 4.15 O.K.-, REOU .. , NEANS THA! ONE $Q IS "SEQ TQ SCA'F QATA INTO _UN'TS' C THE LAAGER AEOU IS THE NOM MAGNIFICATION C ICNATX( II" NO OF PARAtIE TeAS IN THE I TH PIEce C CIoUTX( 10.1 1= .1 TH COEFFICIENT IN TH! I TH PIECE - ~~2A!l~f"J~AJO'!~51~ell~~&'1. IFTHE -.HITt NOISE OF THE I TH C D IEce c 5 INX( II - SIMX(NSTVI INI TlALLY CONTAI NS THE START ING VALUES , VA' Uf""QRKING wen.s fOB SIORING yAbUE"S USEP IN RANK$P c .................. + ++ ++ .. +++++ +++++ .. +++++++++++++ .. +.+++++++++++ + C (8) INPUT P~OCEo~e 1 C Tt-oe FIRST C ... RO CONTAINS THE TITLE OF THE JOB. C_ l.t_!iI;CESSA~CJltt.TlNUlTlON q= Tr1E TITlE 'AN C Bt:: AIT""NLD t\Y LEAVI,..G THE 72 TH COLUMN NON-8LANK. C THEREFORE. .... BLANK 72 TH COLUNN INDICATES THAI THE C CURRE'U L I,..e IS THE L"'ST ONE a: T!-IE TITLE.

    ---+--- ~e''T~r~~3~~Sl'sV(lll ~~~t~~y\JR~tAgr t :?~l E:r;TT~A~CI~J~? C NEOXT CARD ICMATX (Ft)R.lU.T IS (101511 C FUR"''' T FOf.l ~ t::AllING CM", T X HE RE EACH COLU MN OF C"'ATX IS READ C 5TART.J~G .. IJ~ _~._'it_}l: __ '~~ YOU HAY;: TO SUPPLy THE FORMAT FOR C I.!EAOI'lG E.a.CH COLUMN. THIS FORMAT IS REPEATEDLY USED TO READ E"'CH C CflLU,",,,,, THE LENGnt OF EACH COLUMN MAY NOT BE THE SAME ~HICH C IS TAH:N CARE UF BY THE PROGR ... N. :.G.{lOF6.21 C"'N BE USED IN

    --{-- ~~~~~~~~~?~.~r+:~.C~AA~T~X(~I-.~2,-.. -.-.- -.-.~C~.A~T~X~(,~.'~C~A~.T .. X~'~,,,-------C NCXT C"'RD - CM ... TX( 2011 CM ... TX(2.ICMATX(211 C NEXT CARD FOR ~EA()lNG THE 3 AD COLUNN OF CN"TX IF NTHD .GT.Z

    ~ ~ii~ ... c~~~Q~N~O~~A~'-" .. ~~!~R~x-!,J:O':~ ... &~I~:'io!!'-"5H".!!:.:J!ge-.--------------C NEXT CARD - THO (I.E. THOll) ,T"'OeNTHon C NEXT CARU - FORMAT FUN Re"'DING THE STARTI ~G VALUES

  • 304

    APPENDIX 82 C .. HITF. NOISE; UF THE: FIRS"I PIECE) C ____ NEXT CARD - SO FO~ THE -.H.TE NOI SFS It .E. sot I' eo 5DemHO.'! )

    --C=====.,.s .. "'==".."."'= .. _ ........... =-._-... _ ... _ ... _ .... -.. _ .............. . C= .. "'="'=.===a: ...... = .. ==== ___ ______

    'iliA ITEe 6. 51} ~1 FURtllATC'.'}

    IFCFdHIllt7ZJ.NE.BI (iQTD :t~ ..fEAO( 5. IOO) 10.N1HD , .... STY.NSIMV.NLPREG ,REDU

    100 f"U~~""C515.F5.21 NkEG=\lTHD+l ~EO"Di S. 26bli IttU fit t 1,lsI.NlEG, .... ~EG 15 THe NO OF REGIONS

    200 FtJWolAT( 1015) ~EAD(5. 300)FORN

    ""- -")('-o-J:t:J1UfnTlR)Ur----DU 1 .-I.NREG NPAAIII= le"'ATxt I)

    I a~:gl~:'jg'bjJAi:ATXC loJ) .IltNPAR14' READe 5. FORM) I THDC H.I-.,NTHO I R eAot S. 300 )FORN

    ____ ~~:g:~: ~~'Oj~ARJMX( II , ,HSTVI READIS, FOR"')t 5 IGMAIII .1-l,froREG!

    c:z:=== .. ==== .. = .. ===.""._ ........ _--.._. a ,. ___ __ "'. C .H:.AOI .... G OF DATA FINISHED e_=:: .. =::== ..... "'z.:o:.=""' =z_ ... _._ _._ ............... a C + ++ + +++ + +++ + ++ +++ +++++++++++++++++++++ ++ + ++ + ++ ++++ +++++++++++ +++++ +++++ C=::=="' .. ==="'="" .. :____---_____ .... C _ wH I"""G OF Tt OPTIONS PASSED TO tHE PRCXiAAM ~::====.::== ... =:z ... ==~.'"' .. --.._ :o: _. _____ = .. :o::s.

    WR ITE( 6. 101) 10,NT.-o ,NSTV,MS. MV.NLPREG .REDU 101 FORNATl"'" OPTIONS PASSED TO THE PRQGRAJIIII I""

    1 ;1$ IVe7I~ 6~'HtUl\1rI1';~:'~RUlg~ '" .. 516 .F6,Z,' 102 FORMAT" IOU.T. '" 1015")

    DO 2 I=-I.NREG

    -- . -2 -~~f~"1i~ri~1\! lr;c .... "r"XT( r( .,--J"'7.-J>"I"."'NP"' ....... cr, --------------103 FORMATI" ChI .. T., .12. .1) '.(101' ',FIO )))

    'R ITEe 6.10" It THOll) .I=I.NTHOI 10" :g~~~T ~ .. ~ o~7~ S\~I:C~ r.y~~ ~Nsfvll 0= 10.") 105 FUR"''-T('" SII4I( (Hr~E STARTING VALLES) :II ',(10(1 ',FIO )ll

    "'IoiITE( 61 106)( SIGMA( I) ,I., ,NREG) ___ 106.JOR"IAT(' SIGMA: '01(1""12 '

    C=:=:=-' =::- :- ==--=- .. : .. = .... "":.:0:_=""':0:""._:_"'===:::.0=: ........ "' .. ""."._."''''.''''"..-=== .. __ C 5 INUL .. T ION HEGINS C: '" '" "" '" '" '" "':: =",:",,= === ======= ...... "'= ==zc.""::== === ~.~ .... '"'.a"" ... =="' ... ~""=="" ... := C '.>INULATC THE FIRST .JODO POINTS

    CALL s I'" 1 (s I'U,NsTv,JCdd, fFIJ ,NfRO 110 ,(tMXrx .CJIIAtx .sIGMAI '..JSE THF.. LAST Ft:::1t VALUES TO 51 MIA.. .. r:: AGAIN 00 :! 1= 1. NSTV

    c .. ~. l~~~ly.~~g~:-~-"'O~01l~;~~Ei!-STJ..:~'tAil'io .. PE"F"U"L"LV.,----------------CALL Sol'" II SIP"X INSTlf,NSl MV. tHo .NTHD .10.1 CJoIIATX ,CNATX.5 IGMA I

    C C:UNI40'-l ST AT I ST ICAL ,""RoPER TIE 5

    ----5-00 ;~k!l~~:~~~o~gt~sC~R~tpp~rt~O~N'OMF"ffi~.rFF~t.A~Sfr>'aoo"'S"t ~ULU.~T~EOO'P~O"t~Nr~S~.7//71,---------CALL DFSACF(NSIMV.SII4X,l,.e SOa CALL HtSTCN!iIMV.sl"'X,BX.~1

    - -~ 't~~~3 ~~:~ {P~"-~~~~t ~;.;e\-'!\!'~ O,!,,"". ",=.~NLC

  • 305

    APPENDIX B3 DlJ 5 K= 2. NPAR ... ~ !~.S~1:i~A1"~I~~-Ll!9I:iLEC STye [-K+lI) +T __________ . ____ _

    ~ CUI'I'INUE C "jjI-lITE(6.100IN~IOo4V. (STV(I'.I=IS,fEI C 100 FQf.lto4AT('l', 15.' NO OF SIMULAnONS : '/(' ',IOFla ') ---~

    E"D IN~UT L l"-lE LIST I-INClHS

    SUI:IROUT INF I{NSI Rill J C::=-i'i""~-::::=-====--==-",- ==.::=_-___ =_"'=:c =_= ___ =:>::_==_=====- _-_=_=: __ _ C:::: =- ~ ,-.,. ~ "''''''' '" ====;"'===""===:=====:==:::==-============-==========::==:==== C GE::.NERATE RANUOfol NUMBER FRO ... (O.l) C JUT'luT RN (5 THE ~NDO'" NUIoeEH

    -T======-- - __ ==== _ - -= === __ :c_- =="'_-==-_-=-= ====- -=-C:= = "''' "''' '" :::; = '" '" = ====;=:: :==::=-=========== == .. === ::=======:::: ===-=::::= ==::= = =., "'::

    OATA. IP/1428fla )/214748-,647 RETUR" END SUBROUTINE:. RNUJ.l5IRNOR .NEAN.Gt3)

    c=::::" = = = = = = = = = = = == = ===:== == =: ==:====::== == = === = =-====::::="'==== === =:= = === '" c===: ==='" ==:====-- =-==--=-=====--=-===--=- --- -- ---======-====-=="':=====

    ---C--- GEtHR.II.TES NuMtH;:RS FRON NI NEAN.GRI C "'IEAN:"IEAN C Cil=STANOARc) OEVIAT[ON C OUTPUT: ~NUH c--=====,,====::= _::-==_- ==_= __ --=== "'_>:-:===::--==--===::- __ _ C: =:: = == ==~= ==== == ="'= :==========:===== =:=======:0:==:::::::::==:::===== =====

    O ... TA 1/0/

    i ij i.-~~(-~~.~Jt:j-f!U!L~Q X=2.0-RN-I.O CALL I~NSI RN, Y""2.0.RN-l.0 S=X_Xt-V'*Y tFIS.GE.I.ol GUTa 10 S= sa~T( -2 .0tALf)(';( S) /~ I ",NUR= x* S -Ga~ys-

    1= 1 GOTO 40

    30 ~NUR=G02 _.- - ---[:-0--

    ... n CL.\NT!'IUE !:",.,tJ~=HN;)R.Gi'lt-~F"AN Hf.TLJI.!"I EN-D-

    t !N~'\IT LINt:: L 1ST -HOIST ;;\J!lIWUTINE:. I;lJOISTt IX.VAL1..f:.N,IO)

    C= = ~ = '" = = = = '" = = = = == = =: ==:::=:::===:::==========::====-== ========== ======;= ==="'= ---~--.- --~S"F--------=-""TlJPr0i tAE BIVARIAtE jlsTRIBOlluN

    C I'IPUT: I X=>OINTS C N=Lt.N

  • 306

    APPENDIX B4

    DO 1 1= 1. 21 1 VALUE' l1=BXt-( 1-11 ).SOIFHACT ~--- ------0:0 2 1- I.R

    1J,i,&NK:{X'II-BX)*FRACTI'SD+.5 II

  • 307

    REFERENCES

    AKAIKE, H. (1973) "Information theory and an extension of the maximum likelihood principle", 2nd Int. Symp. on Inf. Th. (eds. B. N. Petrov and F. Csaki), pp. 267-281, Budapest: Akademla Kiado.

    AKAIKE, H. (1974a) "Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes", Ann. Inst. Statist. Maths., 26, 363-387.

    AKAIKE, H. (1974b) "A new look at the statistical model identification", IEEE Vol. AC-19, 716-723.

    AKAIKE, H. (1977) "On entropy maximization principle", Ap~lications of Statistics (ed. P. R. Krishnaiah), 27-41, Amsterdam: orth-Ho11and.

    AKAIKE, H. (1978a) "On the likelihood of a time series model", The Statistician, 27, 215-235.

    AKAIKE, H. (1978b) "A Bayesian analysis of the minimum AIC procedure", Ann. Inst. Statist. Maths., 30, ~, 9-14.

    AKAIKE, H. (1978c) "On newer statistical approaches to parameter estimation and structure determination", Alink Between Science and App1 i cations of Automatic Control, A. Niemi, ed., 3, Oxford: Pergamon Press.

    AKAIKE, H. (1979) "A Bayesian extension of the minimum AIC procedure of autoregressive model fitting", Biometrika, 66, 237-242.

    AKAIKE, H., KITAGAWA, G., ARAHATA, E. and TADA, F. (1979) "TIMSAC-78", Computer Science Monograph No. 11 (Feb. 1979), Inst. Statist. Maths., 4-6-7 Minami-Azabu, Minato-ku, Tokyo 106, Japan.

    AN HONG-ZHI, WANG SHOU-REN and TONG, H. (1982) "On the distribution of a simple stationary bilinear process", Tech. Rep. No. 154, Dept. of Maths., (Stats.), University of Manchester Institute of Science and Technology.

    ANDRONOV, A. A., KHAIKIN, S. E. (1937) "Theory of Oscillations" (in Russian), Moscow. English translation by S. Lefschetz, Prlnceton Univ. Press, Princeton, N. J., 1949; Second Russian edition in 1959 by A. Andronov, A. A. Vitt and S. E. Khaikin with English translation published by Pergamon Press, 1966.

    ATKINSON, A. C. (1978) "Posterior probabilities for choosing a regression model", Biometrika, 65, 39-48.

    BARTLETT, M. S. (1966) "Stochastic Processes", 2nd Edition, Cambridge: Cambri dge Uni v. Press.

    BHANSALI, R. J. (1978) "Estimation of the order of an autoregressive model: a review of some recent developments", Report No. CSS 78/10/1, Dept. of Computational & Statistical Science, University of Liverpool, U.K.

  • 308

    BHANSALI, R. J. and DOWNHA~I, D. Y. (1977) "Some properties of the order of an autoregressive model selected by a generalization of Akaike's FPE criterion'!, Biometrika, 64, 547-551.

    BILLINGSLEY, P. (1961) "Statisti cal inference for Markov process,",s", Holt, New York.

    BIRKHOFF, G. and MacLANE, S. (1953) "A survey of modeTn algebra", New York: MacMillan.

    BLOOMFIELD, P. (1975) "Fourier analysis of time series: an introduction", New York: Wiley-Intersclence.

    BOLTZMANN, L. (l!l77) "Uber die Beziehung zwischen dem zweiten Hauptsallze der mechanischen Warmtheorie und der Wahrscheinlichkeitzrechnung respective den Satzen uber das Warmegleichgemicht", Wiener Berichte, 76, 373-435.

    BONILLA, L. L. and VELARDE, M. G. (1982) "The spruce budworm-forest and other ecosys tems", Lectures Notes in Synergeti cs, Hei del berg: Spri nger-Verlag (in the press).

    BOX, G. E. P. and COX, D. R. (1964) "An analysis of transformations", J. Roy. Statist. Soc., ~, 26, 211-233.

    BOX, G. E. P. and JENKINS, G. M. (1970) "Time Series Analysis, Forecasting and Control", San Francisco: Holden-Day.

    BRAY, R. J. and LOUGHHEAD, R. E. (1964) "Sunspots", London: Chapman and Hall. BRILLINGER, D. R. (1965) "An introduction to polyspectra", Ann. Math.

    Statis!., 36, 1351-1374.

    BRILLINGER, D. R. (1966) "An extremal ~roperty of the conditional expect-ation", Biometrika, 2l, 594-5.

    BRILLINGER, D. R., GUCKENHEI"1ER, J., GUTTORP, P.E. & OSTER, G. (1980) "Empi ri ca 1 mode 11 i ng of popul ati on time seri es data: the case of age and density dependent vital rates". Lectures on Mathematics in t~e Life Sciences, (Amer. Math. Soc.), Vol. 13,65-90.

    BRILLINGER, D. R. and ROSENBLATT, M. (1967a) "Asymptotic theory of estimates of k-th order spectra", Seectral Analysis of Time Series, ed. B. Harris, 153-188, New York: Wlley.

    BRILLINGER, D. R. and ROSENBLATT, M. (1967b) "Computation and interpretation of k-th order spectra", Spectral Analysis of Time Series, ed. B. Harris, 189-232, New York: Wiley.

    BRUBACHER, S. R. (1978) "Time Series Modelling with Instantaneous Non-linear Transformations", Unpublished Ph.D. Thesis, Univ. of Lancaster, U.K.

    CAMPBELL, M. J. and WALKER, A. M. (1977) "A survey of statistical work on the McKenzie River series of annual Canadian lynx trappings for the years 1821-1934, and a new analysis", J. Roy. Statist. Soc., A, ~, 411-431; Discussion 448-468. -

    CHAN, W. Y. T. and WALLIS, K. F. (1978) "Multiple time series modelling: another look at the mink-muskrat interaction", Appl. Stat., 27, 168-175.

  • 309

    CHIEN, M. J. and CHAN, L. (1979) "Nonlinear input-output model with piece-wise affine coefficients". J. of Econ. Th., n, 389-410.

    CHILDERS, D. G. (1978) "Modern Spectral Analysis", New York: IEEE Press. COBB, L., KOPPSTEIN, P., and NENG HSIN CHEN (1983) "Estimation and

    moment recursion relations for multimodal distributions of the exponential family". Journ. Amer. Statist. Ass., 78, 124-130.

    COURANT, R. and HILBERT, D. (1966) "Methods of Mathematical Physics Vol. I", New York: Interscience.

    COX, D. R. (1981) "Statistical analysis of time series: some recent developments", Scand. J. Statist., .!!, 93-115.

    COX, D. R. and SMAll, N. J. H. (1978) "Testing multivariate normality", Biometrika, 65, 263-282.

    CRADDOCK, J. M. (1967) "An experiment vn the analysis and prediction of time series", The Statistician, 22, 257-268.

    DOOB, J. L. (1953) "Stochastic Processes", New York: Wiley.

    FEDER, P. T. (1975) "On asymptotic distribution theory in segmented regression problems - identified case", Ann. Statist.,~, 49-83.

    FISZ, M. (1963) "Probability Theory and Mathematical Statistics", New York: Wiley.

    GABR, M. M. (1981) "Bispectral analysis of non-linear time series and statistical theory of bilinear time series models with applications", Unpublished Ph.D. Thesis, University of Manchester. U.K.

    GHADDAR, D. K. (1980) "Some diagnostic checks of non-linear time series models". M.Sc. dissertation, U.,iversity of Manchester, U.K.

    GHADDAR, D. K. and TONG, H. (1981) "Data transformation and self-exciting threshold autoregression", J. Roy. Statist. Soc., .s. 30, 238-248.

    GlADYSHEV, E. G. (1961) "Periodically correlated random sequences", Sovi et Math., ~, 385-388.

    GOEl, N. S., MAITRA, S. C. and MONTROll, E. W. (1971) "On the Volterra and other non-linear models of interacting populations", Rev. Mod. Phy., 43, 231-276.

    GOLUB, G. (1965) "Numerical methods for solving linear least square problems", Numer. Mathematik, 2, 206-216.

    GRANGER, C. W. J. and ANDERSEN, A. P. (1978) "An introduction to bilinear time series models", Gottingen: Vandenhoeck and Ruprecht.

    GRANGER, C. W. J. and NEWBOLD, P (1976) "Forecasting transformed series", J. Roy. Statist. Soc., ~, 38, 189-2D3.

    GREENSPAN, D. (1980) "Arithmetic Applied Mathematics", Oxford: Pergamon Pres.

  • 310

    GUMOWSKI. 1. (1981) "Qualitative properties of some dynamic systems with pure delay". Lecture notes in Biomathemati cs: Modeles Mathematiques en Biologie (eds. c. Chevalet and A. Mlcal1'. He1delberg: Spr1nger-Verlag.

    GUMOWSKI. 1. and MIRA. C. (1980) "Recurrences and discrete dynamic systems". Heidelberg: Springer-Verlag.

    GURNEY. W. S. C . BLYTHE. s. P. and NISBET. R. M. (1981) "Letter to the Editor". Nature. 292. p.l78.

    HANNAN. E. J. (1980) "The estimation of the order of an ARMA process". Ann. Statist . ~. 1071-108l.

    HANNAN. E. J. and QUINN. B. G. (1979) "The determination of the order of an autoregression". J. Roy. Statist. Soc . .!! .11.. 190-195.

    HSU. C. S. (1970) "Application of the tau-decomposition method to dynamical system subjected to retarded follower forces". J. Appl. Mech . 37. 259-266.

    HUTCHINSON. G. E. (1948) "Circular causal systems in ecology", Annals of New York Acaderw of Sci ences". 50, 221-246.

    HYNDEMAN. B. W., KITNEY, R. 1. and SAYERS, B. McA. (1971) "Spontaneous rhythms in physiological control systems", Nature', 233, 339-341.

    JENKINS. G. M. (1975) "The interaction between the muskrat and mink cycles in North Canada", Proc. 8th Int. Biom. Conf. (Constantou, Romania. August 1974) (L.C.A. Corsten and I. Posbeln1a, (ds.)

    JENKINS. G. M. and WATTS, D. G. (1968) "Spectral Analysis and its Applications. San Francisco: Holden-Day.

    JONES. D. A. (1976) "Non-linear autoregressive processes". Unpublished Ph.D. Thesis, University of London.

    JONES. D. A. (1978) "Non-linear autoregressive processes", Proc. R. Soc. London ~, 360, 71-95.

    JONES, J. W. (1914) "Fur-farming in Canada". (2nd Ed.) Commission of Conservation. Ottawa, Canada.

    JONES, R. H. and BRELSFORD. W. M. (1967) "Time series with periodic structure". Biometrika. 54. 403-408.

    KAGAN. A. M . LINNIK. Y. V. and RAO. C. R. (1973) "Characterization problems in mathematical statistics", New York: Wiley.

    KENT. J. T. (1982) "Robust properties of likelihood ratio tests". Biometrika. 62, 19-27.

    KITAGAWA. G. (1979) "On the use of AIC for the detection of outliers". Technometrics. 1.

  • 311

    KITAGAWA, G. and AKAIKE, H. (1978) "A procedure for the Dlldelling of non-stationary time series", Ann. Inst. Statist. Maths 3OB, 351-363.

    KLEINE, B., MARTIN, R. D. and THOMSON, D. J. (1979) "Robust estimation and of power spectra (with discussion), J. Roy. Statist. Soc., !, ll, 313-351.

    KLIMKO, L. A. and NELSON, P. I. (1978) On conditional least squares estimation for stochastic processes, Ann. Statist., !, 629-642.

    LARIMORE, W. E. (1983) "Predictive inference, sufficiency, entropy and an asymptotic likelihood principle". Biometrika, 70, 175-181.

    LAWRANCE, A. J. and KOTTEGODA, N. T. (1977) "Stochastic modelling of riverflow time series (with discussion)", J. Roy. Statist. Soc., ~, 140, 1-47.

    LAWRANCE, A. J. and LEWIS, P. A. W. (1980) "The exponential autoregressive DIIving average EARMA(p,q) process", J. Roy. Statist. Soc.,!, 42, 150-161.

    LEVIN, S. A. and MAY, R. M. (1976) "A note on difference-delay equations, Theor. Pop .. Biol., ~, 178-187.

    LI, T-Y. and YORKE, J. A. (1975) "Period three implies chaos", Amer. Math. Monthly, 82, 988-992.

    LIM, K. S. (1981) "On threshold time series DIIdelling", Unpublished Ph.D. Thesis, University of Manchester, U.K.

    LIM, K. S. and TONG, H. (1981) "On the sampling properties of some parameter estimates of self-exciting autoregressive models", Technical Report No.148, Aug. 1981, Dept. of Mathematics (Statistics), University of Manchester Inst. of Sc. & Tech., U.K.

    LIM, K.S. and TONG, H. (1983) "A statistical approach to difference-delay . equation modelling in ecology - two case studies", Journ. Time Series

    Anal., i, LIN, C-C. and MUDHOEKAR, G. s. (1980) "A simple test for normality against

    asymmetric alternatives", Biometrika, 67, 455-461.

    LJUNG, G. M. and BOX G. E. P. (1978) "On a measure of lack of fit in time series models" Biometrika, 65, 297-303. .

    MALLOWS, C. L. (1967) "Linear processes are nearly Gaussian", J. Appl. Prob i. 313-329.

    MAY, R. M. and OSTER. G. F. (1976) "Bifurcations and

  • 312

    MILTON, R. C. and NELDER, J. A. (1969) "Statistical Computation", New York: Academic Press.

    MINORSKY, N. (1962) "Non-linear Oscillations", Princeton: D. Van Nostrand. MORAN, P. A. P. (1954) "Some experiments on the prediction of sunspot numbers",

    J. Roy. Statist. Soc., ~, ~, 112-117.

    NEEDHAM, J. (1959) "Science and Civilisation in China, Vol III", Camridge: Cambridge Univ. Press.

    NEWBOLD, P. (1981) "Some recent developments in time series analysis", Int. Statist. Rev., 49, 53-66.

    NICHOLSON, A. J. (1950) "Population oscillations caused by competition for food". Nature, London, 165, 476-477.

    NIELD, D. (1982) "Threshold time series modelling of Nicholson's blOW-fly data". Unpublished M.Sc. dissertation, University of Manchester, U.K.

    OSTER, G. and IPAKTCHI, A. (1978) "Population Cycles", Theor. Chemistry: Periodicities in Chemistry and Biology (eds. H. Eyring and D. Henderson), New York: Academlc Press, 111-132.

    OZAKI, T. and TONG, H. (1975) "On the fitting of non-stationary autoregressive models in time series analysis", Proc. 8th Hawaii Int. Conf. on System Sc., 225-226, Western Periodicals, North Hollywood, Cal1fornla, U.S.A.

    PARZEN, E. (1974) "Some recent advances in time series modelling", IEEE Trans. Automatic Control, AC-19, 723-729.

    PEMBERTON, J. and TONG, H. (1980) "Threshold autoregression and synchronization - a simulation study", Tech. Rep. 133, Dept. of Maths., (Stats.), UMIST.

    PEMBERTON, J. and TONG, H. (1981) "A note on the distribution of non-linear autoregressive stochastic models", J. Time Series Anal.,~, 49-52.

    PEMBERTON, J. and TONG, H. (1982) "Threshold autoregression and some frequency-domain characteristics", Handbook of Statistics, Vol. 3, led. P. R. Krishnaiah), Amsterdam: North-Hol11and (1n the press).

    PEMN, J. H. W. and TERRELL, R. D. (1982) "On the recursive fitting of subset autoregressions", J. Time Series Analysis, ~, 43-60.

    PIELOU, E. C. (1974) "Population and conmunity ecology", New York: Gordon and Breach.

    POSTON, T. and STEWART,!. (1978) "Catastrophe Theory and its applications", London: Pitman.

    PRIESTLEY, M. B. (1981) "Spectral Analysis and Time Series", Vo1s. I and II, London: Academic Press.

  • 313

    READSHAW, J. L. and CUFF, W. R. (1980) "A model of Nicholson's blowfly cycles and its relevance to predation theory", J. Anim. Eco1., 49, 1005-1010.

    ROBINSON, P. M. (1972) "The estimation of continuous-time systems using discrete data". unpublished Ph.D. Thesis, Australian National University.

    ROBINSON, P. M. (1974) "Stochastic difference equations with non-integral differences". Adv. Appl. Prob. .' 524-545.

    ROBINSON, P. M. (1975) "Continuous time regressions with discrete data". Ann. Stat., 1, 688-697.

    ROBINSON, P. M. (1977) "The contruction and estimation of continuous time models and discrete approximations in econometrics". J. Econometrics, .' 173-197.

    ROBINSON, P. M. (1980) "Estimation and forecasting for time series containing censored or missing observations", Time Series (ed. O. D. Anderson), 167-182, Amsterdam: North-Holland.

    ROSENBLATT, M. (1969) "Conditional probability density and regression estimators", Multivariate Analysis,., 25-31.

    ROSENBLATT, M. (1979a) "Markov processes: structural and asymptotic behaviour", Heidelberg: Sprlnger-Verlag.

    ROSENBLATT, M. (1979b) "Linearity and non-linearity on time series: prediction", Proceedings of the 42nd lSI Meeting, Manila, Phillipines.

    SANOY, 1. N. (1961) "On the probability of large deviations of random variables", IMS and ASM Selected Translations in Mathematical Statistics and Probabillty, J., 213-244.

    SCHAERF, M. C. (1964) "Estimation of the covariance and autoregressive structure of a stationary time series", Tech. Rep., Dept. of Statistics, Stanford Univ., Stanford, California, U.S.A.

    SCHOENBERG, 1. J. (1969) "Approximations with special emphasis on spl ine functi on", New York: Academl c Press.

    SCHUSTER, A. (1898) "On the investigation of hidden periodicities with application to a supposed 26-day period of meteorological phenomena", Terr. Mag. Atmos. Elect., ~, 13-41.

    SCHUSTER, A. (1906) "On the periodicities of sunspots", Philos. Trans. Roy. Soc., A, 206,69-100. -- --

    SCHWARZ, G. (1978) "Estimating the dimension of a model", Ann. Statist.,., 461-464.

    SHEPP, L. A., SLEPIAN, D. and WYNER, A. D. (1980) "On prediction of moving average processes", The Bell System Tech. J., 59, 367-415.

    SHIBATA, R. (1980) "Asymptotically efficient selection of the order of the model for estimating parameters of a linear process", Ann. Statist., 8, 147-164 .

  • 314

    SHIBATA, A. (1981) "An optimal selection of regression variables", Biometrika, 68, 45-54.

    SHIMIZU, R. (1978) "Entropy maximization principle and selection of the order of an autoregressive Gaussian process", Ann. Inst. Statist. Math., 30, 263-270.

    SMITH, J. Q., HARRISON, P. J. and ZEEMAN, E. C. (1981) "The analysis of some discontinuous decision processes", :urop. J. Oper. Res., I, 30-43.

    SMITH, A. F. M. and SPIEGELHALTER, D. J. (1980) "Bayes factors and choice criteria for linear models", J. Roy. Statist. Soc.,~, 42, 213-220.

    STONE, C. J. (1982) "Local asymptotic admissibility of a generalisation of Akaike's model selection rule", Ann. Inst. Statist. Math., 34, 123-234.

    STONE, M. (1977) "An asymptotic equivalence of choice of model by cross-validation and Akaike's criterion~, J. Roy. Statist. Soc., ~, 39, 44-47.

    STONE, M. (1979) "Comments on model selection criteria of Akaike and Schwarz", J. Roy. Statist. Soc., ~, ~, 276-278.

    SUBBA RAO, T. (1981) "On the theory of bilinear time series models", J. Roy. Statist. Soc., ~, 43, 244-255.

    SUBBA RAO, T. (1~82) "The bispectral analysis of non-linear stationary time series with reference to bilinear time series models", Handbook of Statistics, Vol. 3 (ed. P. R. Krishnaiah), Amsterdam: North-Holland. (ln the press).

    SUGAWARA, M. (1961) "On the analysis of run-off structure about several Japanese rivers", Jap. J. Geophy., Vol.2, No.4, 1-76.

    TENG, H. T. (1980) "Non-linear time series modelling of two Icelandic rivers", Unpublished M.Sc. dissertation, University of Manchester, U.K.

    THANOON, B. Y. (1981) "Threshold time series modelling of two Icelandic rivers", Unpublished M.Sc. dissertation, University of Manchester, U.K.

    TODINI, E. and WALLIS, J. R. (1977) "Using CL for daily or longer period rainfall-run-off modelling", in Math. Models for Surface Water Hydrology, (C. Cairne, L. ~larine, and D. Wall1s, eds.) London: W1ley.

    TONG, H. (1975) "Determination of the order of a Markov chain by Akaike's information criteria", J. Appl. Prob.,.!3., 488-497.

    TONG, H. (1976) "Fitting a smooth-moving average to noisy data", IEEE Trans. of Inf. Th., Vol IT26, 493-496.

    TONG, H. (1977a) "Discussion of a paper by A. J. Lawrance and N. T. Kottegoda" J. Roy. Statist. Soc.,~, 140, 34-35.

  • 315

    TONG, H. (1977b) "Some conments on the Canadian lynx data - with discussion", J. Roy. Statist. Soc., ~, 140, 432-435, 448-468.

    TONG, H. (1978a) "On a threshold model", Pattern Recogniti;on and Signal Processing (ed. C. H. Chen), The Netherlands: S1Jthoff and Noordhoff.

    TONG, H. (1978b) "Threshold autoregression, limit cycles and cyclical data", Tech. Rep. No. 101, Dept. of Maths. (Stats.), UMIST.

    TONG, H. (1979) "A note on a local equivalence of two recent approaches to autoregressive order determination", Int. J. Control, 29, 441-446.

    TONG, H. (1980) "A view on non-l inear time series model building", Time Series (ed. o. D. Anderson), Amsterdam: North-Holland.

    TONG, H. (1981) "A note on a Markov bilinear stochastic process in discrete time", J. Time Series Anal., ~. 279-284.

    TONG, H. (1982a) "An index of non-linearity in time series analysis", Tech. Rep. No. 155, Dept. of Maths. (Stats.), UMIST.

    TONG, H. (1982b) "A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data", J. Time Series Anal., 3, 137-140.

    TONG, H. (1982c) "Discontinuous decision processes and threshold autoregressive time series mode 11 ing", Biometrika, 69, 274-276.

    TONG, H. (1983) "A note on a delayed autoregressive process in continuous time". Biometrika, 70,

    TONG, H. and LIM, K. S. (1980) "Threshold autoregression, limit cycles and cyclical data (with discussion)", J. Roy. Statist. Soc., !, 42, 245-292.

    TONG, H. and PEMBERTON, J. (1980) "On stability and limit cylces of non-linear autoregression in discrete time", Cahiers du CERO, Vol. 22, No.2, 137-148.

    TONG, H. and WU, Z. ~1. (1982) "Multi-step-ahead forecasting of cyclical data by threshold autoregression", in Time Series Analysis: Theory and Practice I (ed. O. D. Anderson), 733-753, Amsterdam: North-Holland.

    TWEEDIE, R. L. (1975) "Sufficient conditions for ergodicity and recurrence of Markov chain on a general state space", Stoch. Proc. Appl., 1, 385-403.

    VAN DER POL (1922) "An oscillation-hysteresis in a triode generator", Phi 1. Mag., 43, 177.

    WAHBA, G. (1975) "Smoothing noisy data with spline functions", Numer. Math., 24, 383-393.

    WATSON, G. S. (1964) "Smooth regression analysis", Sankya, Ser. A, 26, 359-372.

  • 316

    WEISS, G. (1975) "Time-reversibility of linear stochastic processes", J. Appl. Prob., ~, 831-836.

    WHITTLE, P. (1954) "The statistical analysis of a seiche record", Sears FoundatioR"J. of Marine.Res., ll, 76-100.

    WHITTLE, P. (1963) "Prediction and Regulation by linear least-square methods", London: English University Press.

    WIENER, N. (1948) "Cybernetics", New York: Wiley.

    YAKOWITZ, S. J. (1982) "Nonparametr;c Density Estimation and Prediction for t1arkov Sequences". Unpub 1 i shed Report, Systems & Industri a 1 Eng; neeri ng, University of Arizona, U.S.A.

    YOSHIMURA, H. (1979) "The solar-cycle period-amplitude relation as evidence of hysteresis of the solar-cycle non-linear magnetic oscillation and the long-term (55-year) cycle modulation", Astrophys. J., 227, 1047-1058.

    YULE, G. U. (1927) "On a method of investigating periodicities in di sturbed series with speci a 1 reference to Wolfer's sunspot numbers", Philos. Trans. Roy. Soc., London, Series A, 226, 267-298.

  • 317

    AUTHOR INDEX

    Akaike, H., 9, 10, 49, 77, 122~124, 126, 128, 129, 151, 152, 160, 231, 250, 255

    Andersen, A.P., 19 An H.Z., 20 Andronov, A.A., 35, 41, 43~5, 48, 50, 72, 89 Appleton, LV., 89 Atkinson, A.C., 123

    Bartlett, M.S., 62 Bellman, R., 54 Bhansali, R.J., 123, 129 Billingsley, P., 129, 138, 141 Birkhoff, G.D., 11 Bloomfield, P., 212, 231, 250 Boltzmann, L., 123, 124 Bonilla, L.L., 56 Box, G.E.P., 2,14,122,157,160,187,231 Bray, R.J., 57 Brelsford, W.M., 63 Brillinger,D.R., 25,30,31,33, 78, 152, 153, 250, 272 Brubacher, S.R., 250

    Campbell, M.J., 165, 182 Chan, L., 51 Chan, W.Y.T., 217 Chien, M.J., 51 Childers, D.G., 34 Cooke, K. L., 54 Courant, R., 64 Cox, D.R., 52, 53, 129, 159, 160, 182 Craddock, J.M., 231 Cuff, W.R., 50, 272

    Doob, J.L., 5, 12, 109 Downham,D.Y., 123

    Fisz, M., 18 Feder, P.T., 149

    Gabr, M.M., 208 Ghaddar, O.K., 155, 187, 190, 231, 248 Gladyshev, E.G., 63 Goel, N.S., 212 Golub, G., 133 Granger, C.W.J., 19, 212 Greenspan, D., 71 Gudmundsson, G., 52,259 Gurnowski, I., 54,71, 72

    Hannan, E.J., 123 Harrison. P.J., 66

  • Hilbert, D., 64 Hsu,C.S., 56 Hutchinson, G.E., 56 Huygen, C., 89 Hyndman, B.W., 89

    Ipaktchi, 50, 163, 164

    318

    Jenkins, G.M., 2,14,77,122,157,187,217,219,231 Jones, D.A., 93,98, 100 Jones, J.W., 216 Jones, R. H., 63

    Kagan, A.M., 27 Kent, J. T ., 128 Khai kin, S. E., 41, 430,45, 48, 50 Kitagawa, G., 162,255 Kleiner, B., 162 Klimko, L.A., 137,138 Kottegoda, N. T ., 258

    Larimore, W.E., 129 Lawrance, A.J., 63, 97, 258 Levin, S.A., 54~56 Lewis, P.A.W., 63, 97 Li, T-Y., 76 Lim, K.S., 59,62,90,137,147,151,159,165,185,187,189,190,229,

    231, 252, 259 Lin, C-C., 158 Linnik, Y.V., 27 Lindgren, G., 53 Ljung, G.M., 157 Lotka, A.J., 41, 163 Loughhead, R.E., 57 Lyapunov, A., 35

    MacLane, S., 11 Maitra, S.C., 212 Martin, R.D., 162 May, R.M., 50, 54, 56 Milton, R.C., 133 Minorsky, N., 35, 36, 40, 43, 78, 99 Mira, C., 71, 72 Moller, H.G., 89 Montroll, E.W., 212 Moran, P.A.P., 231 Mudhoekar, G.S., 158

    Needham, J., 1 Nelder, J.A., 133 Ne 1 son, P. 1., 137, 138 Newbold, P., 129,212 Nicholson, A.J., 272 Nield, D., 51, 276

  • Oster, G., 50,163, 164 Ozaki, T., 255

    ~9

    Parzen, E., 77, 122, 129, 208 Pemberton, J., 16,73, 159, 208, 252 Penm, J.H.W., 161 Pielou, E.C., 51 Poincare, H., 35, 38 Poston, T., 66 Priestley, M.B., 4,6,8, 34, 70, 77, 152, 155, 157, 208

    Quinn, B.G., 123

    Rao, C.R., 27 Rayleigh, lord, 89 Readshaw, J.l., 50,272 Robinson, P.M., 55,151, 162 Rosenblatt, M., 8, 25, 32, 70, 152, 153, 155, 250

    Sanov,I.N., 124 Schaerf, M.C., 231 Schoenberg, I.J., 65 Schuster, A., 34 Schwabe, H., 57, 230 Schwarz, G., 123 Shibata, A., 129, 150 Shimizu, R., 151 Small, N.J.H., 159 Smith, A.F.M., 123 Smith, J.Q., 66,70 Stewart, I.N., 66 Stoker, J.J., 89 Stone, ~., 123, 129 Subba Rao, T., 19, 154 Sugawara, M., 258

    Teng, H., 259 Terrell, R.D., 161 Thanoon, B., 46,259 Thomson,D.J., 162 Todini, E., 258 Tong, H., 16, 18~20, 25, 55, 59, 62, 66, 73, 90, 102, 11~123, 129, 131,

    137, 147, 151, 155, 159, 165, 182, 185, 189, 208, 216, 231, 148, 252, 255, 259

    Tunnicliffe-Wilson, G., 136 Tweedie, R.l., 94

    Van der Pol., 89 Verlarde, M.G., 57 Vincent, J.H., 89 Vitt, A.A., 41, 43~5, 48, 50 Volterra, V., 41, 163

  • Wahba, G., 65 Walker, A.M., 165, 182 Wallis, J.R., 258 Wallis, K.r., 217 Wang, S.R., 20 Watson, G.S., 155 Watts, D.G., 77, 157 Weiss, G., 26 Whittle, P., 32, 48, 60 Wiener, N., 54 Wolf, R., 230 Wu, Z.M., 121, 185, 252

    Yakowitz, S.J., 155 York, J.A., 76 Yoshimura, H., 57, 230, 256 Yule, G.U., 6, 22, 34, 35, 231

    Zeeman, C.E., 66, 70

    320

  • SUBJECT INDEX

    Akaike's Information Criterion 128 amplitude-frequency dependency 77, 82 autocorrelation function 5, 22, 156, 167 autocovariance function 4, 8, 152, 159 autoregressive generating function 7

    beats 89~92 birth curve 164, 181 Box-Cox transformation 160, 212 brain 53

    catastrophe 66 censored data 162 centre 40, 163 chaotic state 72, 85, 89 condensation 160, 248 conservation law of population biology 163 Cox's model 182 criterion autoregressive transfer fu~ction 129 cyclical data 22 cyclically moving subsets 109, 111

    data blowfly 50, 51, 272 Canadian lynx 22, 114~121, 165~214 Icelandic Rivers 260~271 mink-muskrat 216~230 Seiche Record 49 Sunspot I, 6, 34, 230~257

    delay 46, 54~58, 61, 165, 272 maturation 164, 171

    delay differential (or difference) equation 46, 54~56, 165, 170 difference equation

    linear 9, 14 non-linear 71~77

    discontinuous decision 65, 66

    economics multisector 51, 52

    entropy 123~125 entropy maximization, 128 ergodicity 93, 94 eventual forecasting function (eff) 187

    Fast Fourier Transform 152 feedback controller 44, 46, 47 focus 39 forecasting 107~121 frequency entrainment 89

  • 322

    Gaussian sequence 7. 9. 25

    hare 216 higher harmonics 77. 84 Householder transformation 133. 147 Hutchinson's equatio