/* nag_tsa_multi_diff (g13dlc) Example Program. * * Copyright 2002 Numerical Algorithms Group. * * Mark 7, 2002. */ #include #include #include #include int main(void) { /* Scalars */ Integer exit_status, i, j, k, maxd, mind, n, nd, nw, pdw, pddelta, kmax; NagError fail; /* Arrays */ double *delta = 0, *w = 0, *z = 0; Integer *id = 0, *tr = 0; #define W(I, J) w[(J-1)*pdw + I - 1] #define DELTA(I, J) delta[(J-1)*pddelta + I - 1] #define Z(I, J) z[(J-1)*kmax + I - 1] INIT_FAIL(fail); exit_status = 0; printf("nag_tsa_multi_diff (g13dlc) Example Program Results\n"); /* Skip heading in data file */ scanf("%*[^\n] "); scanf("%ld%ld%*[^\n] ", &k, &n); if (k > 0 && n > 0) { kmax = k; /* Allocate array id */ if (!(id = NAG_ALLOC(k, Integer))) { printf("Allocation failure\n"); exit_status = -1; goto END; } for (i = 1; i <= k; ++i) scanf("%ld", &id[i-1]); scanf("%*[^\n] "); mind = 0; maxd = 0; for (i = 1; i <= k; ++i) { mind = MIN(mind, id[i-1]); maxd = MAX(maxd, id[i-1]); } if (mind >= 0) { /* Allocate arrays */ nw = n - maxd; if (!(tr = NAG_ALLOC(k, Integer)) || !(delta = NAG_ALLOC(kmax * maxd, double)) || !(w = NAG_ALLOC(kmax * nw, double)) || !(z = NAG_ALLOC(kmax * n, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } pdw = kmax; pddelta = kmax; for (i = 1; i <= k; ++i) { for (j = 1; j <= n; ++j) scanf("%lf", &Z(i, j)); scanf("%*[^\n] "); } for (i = 1; i <= k; ++i) scanf("%ld", &tr[i-1]); scanf("%*[^\n] "); if (maxd > 0) { for (i = 1; i <= k; ++i) { for (j = 1; j <= id[i-1]; ++j) scanf("%lf", &DELTA(i, j)); scanf("%*[^\n] "); } } /* nag_tsa_multi_diff (g13dlc). * Multivariate time series, differences and/or transforms */ nag_tsa_multi_diff(k, n, z, tr, id, delta, w, &nd, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_tsa_multi_diff (g13dlc).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\n"); printf(" Transformed/Differenced series\n"); printf(" ------------------------------\n"); for (i = 1; i <= k; ++i) { printf("\n"); printf(" Series %2ld\n", i); printf(" -----------\n"); printf("\n"); printf(" Number of differenced values = %6ld\n", nd); printf("\n"); for (j = 1; j <= nd; ++j) { printf("%10.3f", W(i, j)); if (j % 8 == 0 || j == nd) printf("\n"); } } } } END: NAG_FREE(tr); NAG_FREE(delta); NAG_FREE(w); NAG_FREE(z); NAG_FREE(id); return exit_status; }