/* nag_rngs_arma_time_series (g05pac) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 */

#include <stdio.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg05.h>

int main(int argc, char *argv[])
{
  FILE     *fpout;
  /* Scalars */
  double   avar, var, xmean;
  Integer  i, igen, ip, iq, n, nr;
  Integer  exit_status = 0;
  NagError fail;

  /* Arrays */
  double   *phi = 0, *r = 0, *theta = 0, *x = 0;
  Integer  iseed[4];

  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  fprintf(fpout,
          "nag_rngs_arma_time_series (g05pac) Example Program Results\n\n");

  ip = 2;
  iq = 0;
  n = 10;
  nr = ip+iq+5+ip;

  /* allocate memory */
  if (!(phi = NAG_ALLOC(ip, double)) ||
      !(r = NAG_ALLOC(nr, double)) ||
      !(theta = NAG_ALLOC(1, double)) ||
      !(x = NAG_ALLOC(n, double)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Set the ARMA model parameters */
  xmean = 0.0;
  phi[0] = 0.4;
  phi[1] = 0.2;
  avar = 1.0;

  /* Initialise the seed to a repeatable sequence */
  iseed[0] = 1762543;
  iseed[1] = 9324783;
  iseed[2] = 4234401;
  iseed[3] = 742355;
  /* igen identifies the stream. */
  igen = 1;
  /* nag_rngs_init_repeatable (g05kbc).
   * Initialize seeds of a given generator for random number
   * generating functions (that pass seeds explicitly) to give
   * a repeatable sequence
   */
  nag_rngs_init_repeatable(&igen, iseed);

  /* Set up the reference vector */
  /* nag_rngs_arma_time_series (g05pac).
   * Generates a realization of a time series from an ARMA
   * model
   */
  nag_rngs_arma_time_series(0, xmean, ip, phi, iq, theta, avar, &var, n, x,
                            igen, iseed, r, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rngs_arma_time_series (g05pac).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }
  /* Generate a sample of 10 observations */
  /* nag_rngs_arma_time_series (g05pac), see above. */
  nag_rngs_arma_time_series(1, xmean, ip, phi, iq, theta, avar, &var, n, x,
                            igen, iseed, r, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rngs_arma_time_series (g05pac).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }
  for (i = 0; i < n; ++i)
    {
      fprintf(fpout, "%12.4f\n", x[i]);
    }
 END:
  if (fpout != stdout) fclose(fpout);
  if (phi) NAG_FREE(phi);
  if (r) NAG_FREE(r);
  if (theta) NAG_FREE(theta);
  if (x) NAG_FREE(x);
  return exit_status;
}