/* nag_tsa_spectrum_univar_cov (g13cac) Example Program. * * Copyright 2002 Numerical Algorithms Group. * * Mark 7, 2002. * Mark 7b revised, 2004. */ #include #include #include #include int main(void) { /* Scalars */ double px; Integer exit_status, i, ic, iw, kc, lf, mtx, mw, nc, ng, nx, nxg; NagError fail; /* Arrays */ double *c = 0, *xg = 0; double stats[4]; INIT_FAIL(fail); exit_status = 0; printf( "nag_tsa_spectrum_univar_cov (g13cac) Example Program Results\n"); /* Skip heading in data file */ scanf("%*[^\n] "); scanf("%ld%ld%*[^\n] ", &nx, &nc); if (nx > 0 && nc > 0) { mtx = 1; px = 0.1; iw = 4; mw = 100; ic = 0; kc = 360; lf = 200; if (ic == 0) nxg = MAX(kc, lf); else nxg = lf; /* Allocate memory */ if (!(c = NAG_ALLOC(nc, double)) || !(xg = NAG_ALLOC(nxg, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } for (i = 1; i <= nx; ++i) scanf("%lf", &xg[i-1]); scanf("%*[^\n] "); /* nag_tsa_spectrum_univar_cov (g13cac). * Univariate time series, smoothed sample spectrum using * rectangular, Bartlett, Tukey or Parzen lag window */ nag_tsa_spectrum_univar_cov(nx, mtx, px, iw, mw, ic, nc, c, kc, lf, Nag_Unlogged, nxg, xg, &ng, stats, &fail); if (fail.code != NE_NOERROR) { printf( "Error from nag_tsa_spectrum_univar_cov (g13cac).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\n"); printf("Covariances\n"); for (i = 1; i <= nc; ++i) { printf("%11.4f", c[i-1]); if (i % 6 == 0 || i == nc) printf("\n"); } printf("\n"); printf("Degrees of freedom =%4.1f Bandwidth =%7.4f\n", stats[0], stats[3]); printf("\n"); printf("95 percent confidence limits - Lower =%7.4f " "Upper =%7.4f\n", stats[1], stats[2]); printf("\n"); printf(" Spectrum Spectrum Spectrum" " Spectrum\n"); printf(" estimate estimate estimate" " estimate\n"); for (i = 1; i <= ng; ++i) { printf("%4ld%10.4f", i, xg[i-1]); if (i % 4 == 0 || i == ng) printf("\n"); } } END: NAG_FREE(c); NAG_FREE(xg); return exit_status; }