10  COM X[103,22],M[19,19],U[19,19],Q[20],V[20],P[78]
30  COM M$[60],N$[72]
40  COM N,K,N8,K8,N9,K9,Q9,Q7,Q5,Q4,Q3,Q2,Q1
45  COM I3,I4,U9,X$[20]
50  REM:13JUN74
52  REM: CODING FOR IDA53 TO IDA53H CONTRIBUTED BY WM.E.WECKER
60  DIM D$[12],E$[4]
70  E$="BOXJ"
80  PRINT "WARNING:  AS NOW SET UP, YOU CANNOT RETURN TO IDA AFTER EXECUTION OF"
90  PRINT "'BOXJ'.  ALSO YOU MUST HAVE YOUR UNIVARIATE TIME SERIES OF NOT MORE"
100  PRINT "THAN 100 OBSERVATIONS IN A FILE THAT CONTAINS NO OTHER VARIABLES."
110  PRINT 
120  PRINT "WANT TO CONTINUE ";
130  INPUT D$
140  IF D$[1,1]="N" THEN 9996
150  IF Q9=3 THEN 9953
160  PRINT 
170  PRINT "WANT EXPLANATIONS OF 'BOXJ' PROMPTS ";
180  INPUT D$
190  IF D$[1,1]="N" THEN 9953
200  PRINT 
210  PRINT "'DELETE FIRST TWO OBSERVATIONS (Y OR N) ?'  THIS GIVES YOU A CHANCE"
220  PRINT "   TO DELETE N AND K IF YOUR TIME SERIES FILE IS IN IDA FORMAT."
230  PRINT 
240  PRINT "'NUMBER OF OBSERVATIONS (100 MAXIMUM) ?'  THIS GIVES YOU A CHANCE"
250  PRINT "   TO FIT THE MODEL TO LESS THAN THE WHOLE SERIES IF YOU WISH."
260  PRINT 
270  PRINT "'ENTER P,D,Q ? '  FOR THE NON-SEASONAL PART OF THE MODEL TO BE"
280  PRINT "   FITTED, P IS THE HIGHEST ORDER AUTOREGRESSIVE; D IS THE NUMBER"
290  PRINT "   OF CONSECUTIVE DIFFERENCING OPERATIONS; Q IS THE HIGHEST ORDER"
300  PRINT "   MOVING AVERAGE TERM."
310  PRINT 
320  PRINT "'ENTER BP,BD,BQ ? ' FOR SEASONAL MODELS, BP IS THE HIGHEST ORDER"
330  PRINT "   AUTOREGRESSIVE TERM AT THE SEASONAL GAP (E.G., LAG OF ONE"
340  PRINT "   YEAR, BP=1 ); BD IS THE NUMBER OF CONSECUTIVE DIFFERENCING"
350  PRINT "   OPERATIONS AT THE SEASONAL GAP; BQ IS THE HIGHEST ORDER MOVING"
360  PRINT "   AVERAGE TERM AT THE SEASONAL GAP."
370  PRINT 
380  PRINT "'INCLUDE A PARAMETER FOR NON-ZERO SERIES MEAN ? '  IN ORDINARY"
390  PRINT "   REGRESSION PARLANCE, THIS IS THE CONSTANT OR INTERCEPT TERM."
400  PRINT 
410  PRINT "'ENTER PARAMETERS IN THE FOLLOWING ORDER---'  THESE PROMPTS CALL"
420  PRINT "   FOR FIRST GUESSES OR STARTING VALUES OF THE PARAMETERS THAT YOU"
430  PRINT "   HAVE SPECIFIED."
440  PRINT 
450  PRINT "'ESTIMATE PARAMETERS ? '  AUTOMATIC SEARCH WILL INITIATE THE RECUR-"
460  PRINT "   SIVE ESTIMATION OF PARAMETERS BY NON-LINEAR LEAST SQUARES AND"
470  PRINT "   BACK FORECASTING."
480  PRINT 
490  PRINT "'WRITE RESIDUALS TO AN OUTPUT FILE ? '  THIS PERMITS YOU LATER TO"
500  PRINT "   ANALYZE RESIDUALS BY IDA DIAGNOSTIC CHECKS (SUCH AS AUTO, PACF,"
510  PRINT "   RUNS, SPEC, NORM)."
520  PRINT 
9953  CHAIN "$IDA53"
9996  PRINT "'";E$;"' ABORTED."
9998  CHAIN "$IDA",150
9999  END 
