/* nag_tsa_multi_part_regsn (g13dpc) Example Program. * * Copyright 2002 Numerical Algorithms Group. * * Mark 7, 2002. * Mark 7b revised, 2004. */ #include #include #include #include static void zprint(Integer, Integer, double *, double *, double *, double *, double *); int main(void) { /* Scalars */ Integer exit_status, i, j, k, m, maxlag, n, kmax; NagError fail; /* Arrays */ double *loglhd = 0, *parlag = 0, *pvalue = 0, *qq = 0, *se = 0, *z = 0; double *x = 0; #define Z(I, J) z[(J-1)*kmax + I - 1] INIT_FAIL(fail); exit_status = 0; printf("nag_tsa_multi_part_regsn (g13dpc) Example Program Results\n"); /* Skip heading in data file */ scanf("%*[^\n] "); scanf("%ld%ld%ld%*[^\n] ", &k, &n, &m); if (k > 0 && n >= 1 && m >= 1) { /* Allocate arrays */ if (!(loglhd = NAG_ALLOC(m, double)) || !(parlag = NAG_ALLOC(k * k * m, double)) || !(pvalue = NAG_ALLOC(m, double)) || !(qq = NAG_ALLOC(k * k * m, double)) || !(se = NAG_ALLOC(k * k * m, double)) || !(z = NAG_ALLOC(k * n, double)) || !(x = NAG_ALLOC(m, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } kmax = k; for (i = 1; i <= k; ++i) { for (j = 1; j <= n; ++j) scanf("%lf", &Z(i, j)); scanf("%*[^\n] "); } /* nag_tsa_multi_part_regsn (g13dpc). * Multivariate time series, partial autoregression matrices */ nag_tsa_multi_part_regsn(k, n, z, m, &maxlag, parlag, se, qq, x, pvalue, loglhd, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_tsa_multi_part_regsn (g13dpc).\n%s\n", fail.message); exit_status = 1; goto END; } zprint(k, maxlag, parlag, se, qq, x, pvalue); } END: if (loglhd) NAG_FREE(loglhd); if (parlag) NAG_FREE(parlag); if (pvalue) NAG_FREE(pvalue); if (qq) NAG_FREE(qq); if (se) NAG_FREE(se); if (z) NAG_FREE(z); if (x) NAG_FREE(x); return exit_status; } static void zprint(Integer k, Integer maxlag, double *parlag, double *se, double *qq, double *x, double *pvalue) { /* Scalars */ double sum; Integer i2, i, j, lf; /* Arrays */ char st[7]; #define SE(I, J, K) se[((K-1)*k + (J-1))*k + I - 1] #define QQ(I, J, K) qq[((K-1)*k + (J-1))*k + I - 1] #define PARLAG(I, J, K) parlag[((K-1)*k + (J-1))*k + I - 1] if (k > 1) { printf("\n"); printf(" Partial Autoregression Matrices Indicator" " Residual Chi-Square Pvalue\n"); printf(" Symbols" " Variances Statistic\n"); printf(" ------------------------------- ---------" " --------- ----------- ------\n"); } if (k == 1) { printf("\n"); printf(" Partial Autoregression Function Indicator" " Residual Chi-Square Pvalue\n"); printf(" Symbols"); printf(" Variances"); printf(" Statistic\n"); printf(" ------------------------------- ---------" " --------- ----------- ------\n"); } for (lf = 1; lf <= maxlag; ++lf) { for (j = 1; j <= k; ++j) { sum = PARLAG(1, j, lf); st[j] = '.'; if (sum > SE(1, j, lf) * 1.96) st[j] = '+'; if (sum < SE(1, j, lf) * -1.96) st[j] = '-'; } if (k == 1) { printf("\n"); printf(" Lag %2ld :", lf); for (j = 1; j <= k; ++j) { printf("%6.3f", PARLAG(1, j, lf)); printf("%14s", ""); } for (i2 = 1; i2 <= k; ++i2) printf("%c", st[i2]); printf("%14.3f%13.3f%9.3f\n", QQ(1, 1, lf), x[lf-1], pvalue[lf-1]); printf(" "); for (j = 1; j <= k; ++j) printf("(%6.3f ) ", SE(1, j, lf)); printf("\n"); } else if (k == 2) { printf("\n"); printf(" Lag %2ld :", lf); for (j = 1; j <= k; ++j) printf("%8.3f", PARLAG(1, j, lf)); printf("%14s", ""); for (i2 = 1; i2 <= k; ++i2) printf("%c", st[i2]); printf("%13.3f %12.3f %8.3f\n", QQ(1, 1, lf), x[lf-1], pvalue[lf-1]); printf(" "); for (j = 1; j <= k; ++j) printf("(%5.3f) ", SE(1, j, lf)); printf("\n"); } else if (k == 3) { printf("\n"); printf(" Lag %2ld :", lf); for (j = 1; j <= k; ++j) printf("%8.3f ", PARLAG(1, j, lf)); for (i2 = 1; i2 <= k; ++i2) printf("%c", st[i2]); printf("%12.3f%13.3f%9.3f\n", QQ(1, 1, lf), x[lf-1], pvalue[lf-1]); printf(" "); for (j = 1; j <= k; ++j) printf("(%5.3f) ", SE(1, j, lf)); printf("\n"); } else if (k == 4) { printf("\n"); printf(" Lag %2ld\n", lf); for (j = 1; j <= k; ++j) printf("%8.3f ", PARLAG(1, j, lf)); for (i2 = 1; i2 <= k; ++i2) printf("%c", st[i2]); printf("%12.3f%13.3f%9.3f\n", QQ(1, 1, lf), x[lf-1], pvalue[lf-1]); printf(" "); for (j = 1; j <= k; ++j) printf("(%5.3f) ", SE(1, j, lf)); printf("\n"); } for (i = 2; i <= k; ++i) { for (j = 1; j <= k; ++j) { sum = PARLAG(i, j, lf); st[j] = '.'; if (sum > SE(i, j, lf) * 1.96) st[j] = '+'; if (sum < SE(i, j, lf) * -1.96) st[j] = '-'; } if (k == 2) { printf(" "); for (j = 1; j <= k; ++j) printf("%8.3f", PARLAG(i, j, lf)); printf(" "); for (i2 = 1; i2 <= k; ++i2) printf("%c", st[i2]); printf("%13.3f\n", QQ(i, i, lf)); printf(" "); for (j = 1; j <= k; ++j) printf("(%5.3f) ", SE(i, j, lf)); printf("\n"); } else if (k == 3) { printf(" "); for (j = 1; j <= k; ++j) printf("%8.3f ", PARLAG(i, j, lf)); for (i2 = 1; i2 <= k; ++i2) printf("%c", st[i2]); printf("%12.3f\n", QQ(i, i, lf)); printf(" "); for (j = 1; j <= k; ++j) printf("(%5.3f) ", SE(i, j, lf)); printf("\n"); } else if (k == 4) { for (j = 1; j <= k; ++j) printf("%8.3f ", PARLAG(i, j, lf)); for (i2 = 1; i2 <= k; ++i2) printf("%c", st[i2]); printf("%12.3f\n", QQ(i, i, lf)); printf(" "); for (j = 1; j <= k; ++j) printf("(%5.3f) ", SE(i, j, lf)); printf("\n"); } } } return; }