/* nag_tsa_auto_corr_part (g13acc) Example Program. * * Copyright 1991 Numerical Algorithms Group. * * Mark 2, 1991. * Mark 8 revised, 2004. */ #include #include #include #include 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); printf("nag_tsa_auto_corr_part (g13acc) Example Program Results\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf("%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))) { printf("Allocation failure\n"); exit_status = -1; goto END; } } else { printf("Invalid nl or nk.\n"); exit_status = 1; return exit_status; } for (i = 0; i < nk; ++i) scanf("%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) { printf("Error from nag_tsa_auto_corr_part (g13acc).\n%s\n", fail.message); exit_status = 1; } if (fail.code == NE_CORR_NOT_POS_DEF) printf(" Only %2ld valid sets were generated\n\n", nvl); if (fail.code == NE_NOERROR || fail.code == NE_CORR_NOT_POS_DEF) { printf("\n Lag Partial Predictor error Autoregressive\n"); printf(" autocorrn variance ratio parameter\n\n"); for (i = 0; i < nvl; ++i) printf(" %2ld%9.3f%16.3f%14.3f\n", i+1, p[i], v[i], ar[i]); } END: NAG_FREE(ar); NAG_FREE(p); NAG_FREE(r); NAG_FREE(v); return exit_status; }