Program g13bdfe ! G13BDF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g13bdf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: r0, s Integer :: ifail, iwa, nl, nwds ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: r(:), wa(:), wds(:) Integer :: isf(2), nna(3) ! .. Executable Statements .. Write (nout,*) 'G13BDF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) ! Read in problem size and cross-correlation at lag 0 Read (nin,*) nl, r0 Allocate (r(nl)) ! Read in rest of cross-correlations Read (nin,*) r(1:nl) ! Read in transfer function model orders Read (nin,*) nna(1:3) ! Read in standard deviation ratio Read (nin,*) s nwds = nna(2) + nna(3) + 1 iwa = nna(3)*(nna(3)+1) Allocate (wa(iwa),wds(nwds)) ! Calculate parameter estimates ifail = 0 Call g13bdf(r0,r,nl,nna,s,nwds,wa,iwa,wds,isf,ifail) ! Display results Write (nout,99999) 'Success/failure indicator', isf(1), isf(2) Write (nout,*) Write (nout,99999) 'Transfer function model B, Q, P =', nna(1:3) Write (nout,*) Write (nout,*) 'Parameter initial estimates' Write (nout,99998) wds(1:nwds) 99999 Format (1X,A,3I4) 99998 Format (1X,4F10.4) End Program g13bdfe