/* nag_tsa_auto_corr_part (g13acc) 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, nl, nvl;

  NagError fail;

  double *ar=0, *p=0, *r=0, *v=0;



  INIT_FAIL(fail);

  Vprintf("nag_tsa_auto_corr_part (g13acc) Example Program Results\n");

  /* Skip heading in data file */

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

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



  if (nl>0 && nk>0 && nl<=nk)

    {

      if ( !( ar = NAG_ALLOC(nl, double)) ||

           !( p = NAG_ALLOC(nl, double)) ||

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

           !( v = NAG_ALLOC(nl, double)) )

        {

          Vprintf("Allocation failure\n");

          exit_status = -1;

          goto END;

        }

    }

  else

    {

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

      exit_status = 1;

      return exit_status;

    }

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

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



  /* nag_tsa_auto_corr_part (g13acc).

   * Partial autocorrelation function

   */

  nag_tsa_auto_corr_part(r, nk, nl, p, v, ar, &nvl, &fail);



  if (fail.code != NE_NOERROR)

    {

      Vprintf("Error from nag_tsa_auto_corr_part (g13acc).\n%s\n",

              fail.message);

      exit_status = 1;

    }

  if (fail.code == NE_CORR_NOT_POS_DEF)

    Vprintf("   Only %2ld valid sets were generated\n\n", nvl);

  if (fail.code == NE_NOERROR || fail.code == NE_CORR_NOT_POS_DEF)

    {

      Vprintf("\n Lag  Partial    Predictor error  Autoregressive\n");

      Vprintf("      autocorrn  variance ratio   parameter\n\n");

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

        Vprintf(" %2ld%9.3f%16.3f%14.3f\n", i+1, p[i], v[i], ar[i]);

    }

 END:

  if (ar) NAG_FREE(ar);

  if (p) NAG_FREE(p);

  if (r) NAG_FREE(r);

  if (v) NAG_FREE(v);

  return exit_status;

}