*
* Example TRACE.DAT from pp 718-720
*
open data track.dat
data(format=free,org=columns) 1 24 time error
*
* Brown and Trigg tracking signals
* (Table 17-1)
*
compute alpha=.10
compute triptsm=4.0
compute triptst=.35
compute mad=59.22,cusum=0.0,sad=0.0
do t=1,24
   compute mad  =mad+alpha*(abs(error(t))-mad)
   compute cusum=cusum+error(t)
   compute tsm  =cusum/mad
   compute sad  =sad+alpha*(error(t)-sad)
   compute tst  =sad/mad
   disp t error(t) mad cusum tsm sad tst
   if abs(tsm)>triptsm.or.abs(tst)>triptst {
      disp "Signal is tripped"
      compute cusum=0.0,sad=0.0
   }
end do time
*
* Autocorrelation tracking signal
*
compute alpha=.10
compute tripr=.35
compute mad=59.22,scov=0.0,smse=11400.
do t=2,24
   compute scov  =error(t)*error(t-1)+(1-alpha)*scov
   compute smse  =error(t-1)**2+(1-alpha)*smse
   compute rtrack=scov/smse
   disp t error(t) scov smse rtrack
   if abs(rtrack)>tripr.or.abs(rtrack)>tripr {
      disp "Signal is tripped"
      compute scov=0.0
   }
end do time