CALL SEQUENCE... fit SERIES [POLYNOM] INPUT OUTPUT [-a VAL1 -b VAL2 -kind VAL3] AUTHOR - B.Dugas, SEP 13/85. LAST REVISION: $Header: /home/cvs/RMNLIB/utils/rdiag/lspgm/fit.ptn,v 4.9 2014/09/25 19:25:09 dugas Exp $ DESCRIPTION... TIME SERIES POLYNOMIAL REGRESSION FIT, DISPLAY & STATISTICAL TESTING PURPOSE - FIT DOES A SERIES OF POLYNOMIAL REGRESION AND STATISTICAL TESTING THEREOF. SEE (BENNETT & FRANKLIN, 1962, JOHN WILEY PUB., P. 244, 255-257) FOR EXACT REFERENCE ON THE METHOD. IT ALSO PLOTS THE RESULTS. NOTES 1 ) THE PLOTTED VALUES HAVE THE MEAN OF THE INPUT RECORD REMOVED FROM THEM. BUT THIS REMOVED VALUE CAN ALSO BE WRITTEN TO OUTPUT AND IT IS RE-INCLUDED WHEN THE POLYNOM OUTPUT FILE IS REQUESTED. 2 ) THE (OPTIONALY) PRINTED TEST STATISTICS FOLLOW A T-DISTRIBUTION WITH N-K-1 DEGREES OF FREEDOM. THEY INDICATE WETHER THE CORRESPONDING COEFFICIENT IS SIGNIFICANTLY DIFFERENT FROM ZERO. 3 ) THE MAXIMUM NUMBER OF POINTS THAT WILL BE PLOTTED IS 500. INPUT FILE... SERIES = A SET OF VALID TIME SERIES (NO CHECKING IS DONE FOR THIS) (OPTIONAL) OUTPUT FILE... POLYNOM = THE CORRESPONDING SET OF FITTED TIME SERIES PARAMETERS... K (a) = THE MAXIMUM DEGREE OF THE POLYNOMIAL FIT TO THE DATA. THIS IS DEFAULTED TO 2. THIS NUMBER IS SMALLER OR EQUAL TO 5. N (b) = THE NUMBER OF BUNCHED POINTS TO BE USED IN THE ANALYSIS AND DISPLAY. THE DEFAULT VALUE OF N IS THE ACTUAL LENGTH OF ONE DATA RECORD. KIND = CONTROLS AMOUNT OF INFORMATION TO BE WRITTEN TO STDOUT: 0 = MINIMUM, 1 = BASIC STATISTICS, 2 = EVERYTHING. THE DEFAULT IS 1 WHEN POLYNOM IS SPECIFIED AND 2 WHEN IT IS NOT. READ(5,'(10X,3I5)') K,N,KIND EXAMPLE OF INPUT CARD... FIT 3 365 2 0123456789012345678901234567890123456789012345678901234567890 1 2 3 4 5 6 7 EXIT CONDITIONS... 0 NO PROBLEMS 1 BADLY SPECIFIED N AND/OR K 2 TIME SERIES SHORTER THAN N 3 ERROR READING INPUT PARAMETERS 4 PREMATURE EOF ON SERIES 5 MORE THAN ONE SIZE IN SERIES 6 BADLY SPECIFIED KIND