/* nag_tsa_auto_corr (g13abc) Example Program.

 *

 * Copyright 1991 Numerical Algorithms Group.

 *

 * Mark 2, 1991.

 * Mark 8 revised, 2004.

 *

 */



#include <nag.h>

#include <stdio.h>

#include <nag_stdlib.h>

#include <nagg13.h>



int main(void)

{



  Integer exit_status=0, i, nk, nx;

  NagError fail;

  double mean, *r=0, stat, *x=0, xv;



  INIT_FAIL(fail);

  Vprintf("nag_tsa_auto_corr (g13abc) Example Program Results\n");

  /* Skip heading in data file */

  Vscanf("%*[^\n]");

  Vscanf("%ld %ld", &nx, &nk);



  if (nk>0 && nx>1 && nk<nx)

    {

      if ( !( r = NAG_ALLOC(nk, double)) ||

           !( x = NAG_ALLOC(nx, double)) )

        {

          Vprintf("Allocation failure\n");

          exit_status = -1;

          goto END;

        }

    }

  else

    {

      Vprintf("Invalid nx or nk.\n");

      exit_status = 1;

      return exit_status;

    }

  for (i=0; i<nx; ++i)

    Vscanf("%lf", &x[i]);

  Vprintf("\nThe first %2ld coefficients are required\n", nk);



  /* nag_tsa_auto_corr (g13abc).

   * Sample autocorrelation function

   */

  nag_tsa_auto_corr(x, nx, nk, &mean, &xv, r, &stat, &fail);

  if (fail.code != NE_NOERROR)

    {

      Vprintf("Error from nag_tsa_auto_corr (g13abc).\n%s\n", fail.message);

      exit_status = 1;

      goto END;

    }



  Vprintf("The input array has sample mean %12.4f\n", mean);

  Vprintf("The input array has sample variance %12.4f\n", xv);

  Vprintf("The sample autocorrelation coefficients are\n\n");

  Vprintf("   Lag    Coeff\n");

  for (i=0; i<10; ++i)

    Vprintf("%6ld%10.4f\n", i+1, r[i]);

  Vprintf("\nThe value of stat is %12.4f\n", stat);

 END:

  if (r) NAG_FREE(r);

  if (x) NAG_FREE(x);

  return exit_status;

}