/* nag_tsa_resid_corr (g13asc) Example Program.

 *

 * Copyright 2000 Numerical Algorithms Group.

 *

 * Mark 6, 2000.

 */



#include <stdio.h>

#include <nag.h>

#include <nag_stdlib.h>

#include <nagg13.h>



int main (void)

{

  Integer exit_status=0, i, idf, j, m, *mr=0, narma, ni, npar, nres, nseries;

  Integer nx;

  NagError fail;

  Nag_ArimaOrder arimav;

  Nag_G13_Opt options;

  Nag_TransfOrder transfv;

  double chi, df, objf, *par=0, *r=0, *rc=0, *res, s, *sd=0, siglev, *x=0;



  INIT_FAIL(fail);

  Vprintf("nag_tsa_resid_corr (g13asc) Example Program Results\n\n");



  /* Skip heading in data file */

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



  Vscanf("%ld%*[^\n]", &nx);

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

      || !(mr = NAG_ALLOC(7, Integer)))

    {

      Vprintf("Allocation failure\n");

      exit_status = -1;

      goto END;

    }



  for (i = 1; i <= nx; ++i)

    Vscanf("%lf", &x[i - 1]);

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

  for (i = 1; i <= 7; ++i)

    Vscanf("%ld", &mr[i - 1]);

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



  npar = mr[0] + mr[2] + mr[3] + mr[5] + 1;

  if (!(par = NAG_ALLOC(npar, double))

      || !(sd = NAG_ALLOC(npar, double)))

    {

      Vprintf("Allocation failure\n");

      exit_status = -1;

      goto END;

    }

  for (i = 1; i <= npar; ++i)

    par[i - 1] = 0.0;



  nseries = 1;

  arimav.p =  mr[0];

  arimav.d =   mr[1];

  arimav.q = mr[2];

  arimav.bigp = mr[3] ;

  arimav.bigd = mr[4] ;

  arimav.bigq = mr[5] ;

  arimav.s = mr[6] ;

  /* nag_tsa_options_init (g13bxc).

   * Initialization function for option setting

   */

  nag_tsa_options_init(&options);

  /* nag_tsa_transf_orders (g13byc).

   * Allocates memory to transfer function model orders

   */

  nag_tsa_transf_orders(nseries, &transfv, &fail);

  /* nag_tsa_multi_inp_model_estim (g13bec).

   * Estimation for time series models

   */

  nag_tsa_multi_inp_model_estim(&arimav, nseries, &transfv, par, npar, nx, x,

                                nseries, sd, &s, &objf, &df, &options, &fail);

  nres = options.lenres;

  res = options.res;

  if (fail.code != NE_NOERROR)

    {

      Vprintf("Error from nag_tsa_multi_inp_model_estim (g13bec).\n%s\n",

              fail.message);

      exit_status = 1;

      goto END;

    }



  m = 10;

  if (!(r = NAG_ALLOC(m, double))

      || !(rc = NAG_ALLOC(m*m, double)))

    {

      Vprintf("Allocation failure\n");

      exit_status = -1;

      goto END;

    }



  narma = mr[0] + mr[2] + mr[3] + mr[5];

  /* nag_tsa_resid_corr (g13asc).

   * Univariate time series, diagnostic checking of residuals,

   * following nag_tsa_multi_inp_model_estim (g13bec)

   */

  nag_tsa_resid_corr(&arimav, nres, res, m, par, narma, r, rc,

                     m, &chi, &idf, &siglev, &fail);

  if (fail.code != NE_NOERROR)

    {

      Vprintf("Error from nag_tsa_resid_corr (g13asc).\n%s\n", fail.message);

      exit_status = 1;

      goto END;

    }

  Vprintf("\nRESIDUAL AUTOCORRELATION FUNCTION");

  Vprintf("\n---------------------------------\n\n");

  for (j=0; j<=(m-1)/7; j++)

    {

      ni = MIN(7,m - j*7);

      Vprintf("LAG  K  ");

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

        Vprintf("%5ld  ",i+j*7+1);

      Vprintf("\nR(K)    ");

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

        Vprintf("%7.3f",r[i+j*7]);

      Vprintf("\nST.ERROR");

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

        Vprintf("%7.3f",rc[(m+1)*(i+j*7)]);

      Vprintf("\n---------------------------------------------------------\n");

    }

  /* nag_tsa_free (g13xzc).

   * Freeing function for use with g13 option setting

   */

  nag_tsa_free(&options);



 END:

  if (x) NAG_FREE(x);

  if (mr) NAG_FREE(mr);

  if (par) NAG_FREE(par);

  if (sd) NAG_FREE(sd);

  if (r) NAG_FREE(r);

  if (rc) NAG_FREE(rc);

  return exit_status;

}