/* nag_tsa_resid_corr (g13asc) Example Program. * * Copyright 2000 Numerical Algorithms Group. * * Mark 6, 2000. */ #include #include #include #include #include int main(void) { Integer exit_status = 0, i, idf, j, m, *mr = 0, narma, ni, npar; Integer nres, nseries, 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); printf("nag_tsa_resid_corr (g13asc) Example Program Results\n\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf("%ld%*[^\n]", &nx); if (!(x = NAG_ALLOC(nx, double)) || !(mr = NAG_ALLOC(7, Integer))) { printf("Allocation failure\n"); exit_status = -1; goto END; } for (i = 1; i <= nx; ++i) scanf("%lf", &x[i - 1]); scanf("%*[^\n]"); for (i = 1; i <= 7; ++i) scanf("%ld", &mr[i - 1]); scanf("%*[^\n]"); npar = mr[0] + mr[2] + mr[3] + mr[5] + 1; if (!(par = NAG_ALLOC(npar, double)) || !(sd = NAG_ALLOC(npar, double))) { printf("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 */ fflush(stdout); 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) { printf( "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))) { printf("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) { printf("Error from nag_tsa_resid_corr (g13asc).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\nRESIDUAL AUTOCORRELATION FUNCTION"); printf("\n---------------------------------\n\n"); for (j = 0; j <= (m-1)/7; j++) { ni = MIN(7, m - j*7); printf("LAG K "); for (i = 0; i < ni; i++) printf("%5ld ", i+j*7+1); printf("\nR(K) "); for (i = 0; i < ni; i++) printf("%7.3f", r[i+j*7]); printf("\nST.ERROR"); for (i = 0; i < ni; i++) printf("%7.3f", rc[(m+1)*(i+j*7)]); printf( "\n---------------------------------------------------------\n"); } /* nag_tsa_free (g13xzc). * Freeing function for use with g13 option setting */ nag_tsa_free(&options); END: NAG_FREE(x); NAG_FREE(mr); NAG_FREE(par); NAG_FREE(sd); NAG_FREE(r); NAG_FREE(rc); return exit_status; }