/* nag_arma_time_series (g05hac) Example Program.
 *
 * Copyright 1992 Numerical Algorithms Group.
 *
 * Mark 3, 1992.
 * Mark 8 revised, 2004.
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg05.h>

#define NA 3
#define NB 2
#define NR 20
#define NW 10

int main(void)
{
  Nag_Boolean start;
  Integer exit_status=0, i, ip, iq, n, seed=0;
  NagError fail;
  double mean, *phi=0, *ref=0, *theta=0, vara, *w=0;

  INIT_FAIL(fail);

  Vprintf("nag_arma_time_series (g05hac) Example Program Results\n\n");

  /* nag_random_init_repeatable (g05cbc).
   * Initialize random number generating functions to give
   * repeatable sequence
   */
  nag_random_init_repeatable(seed);
  ip = 2;
  iq = 0;
  n = NW;
  mean = 0.0;
  vara = 2.0;
  if ( !( phi = NAG_ALLOC(NA, double)) ||
       !( theta = NAG_ALLOC(NB, double)) ||
       !( w = NAG_ALLOC(NW, double)) ||
       !( ref = NAG_ALLOC(NR, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Generate an ARMA series with 5 terms */
  phi[0] = 0.4;
  phi[1] = 0.2;
  start = Nag_TRUE;
  /* nag_arma_time_series (g05hac).
   * ARMA time series of n terms
   */
  nag_arma_time_series(start, ip, iq, phi, theta, mean, vara, (Integer)5, w,
                       ref, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_arma_time_series (g05hac).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }

  /* Add further 5 terms to the previous series*/
  start = Nag_FALSE;
  /* nag_arma_time_series (g05hac), see above. */
  nag_arma_time_series(start, ip, iq, phi, theta, mean, vara, (Integer)5, &w[5],
                       ref, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_arma_time_series (g05hac).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
  for (i = 0; i < n; ++i)
    Vprintf("%12.4f \n", w[i]);
 END:
  if (phi) NAG_FREE(phi);
  if (theta) NAG_FREE(theta);
  if (w) NAG_FREE(w);
  if (ref) NAG_FREE(ref);
  return exit_status;
}