/* nag_tsa_cross_corr (g13bcc) Example Program.
 *
 * Copyright 2002 Numerical Algorithms Group.
 *
 * Mark 7, 2002.
 */

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>

int main(void)
{
  /* Scalars */
  double r0xy, r0yx, statxy, statyx, sxy, syx;
  Integer exit_status, i, nl, nxy;
  NagError fail;

  /* Arrays */
  double *rxy = 0, *ryx = 0, *x = 0, *y = 0;

  INIT_FAIL(fail);
  exit_status = 0;

  Vprintf("g13bcc Example Program Results\n");

  /* Skip heading in data file */
  Vscanf("%*[^\n] ");

  /* Read series length and number of lags */
  Vscanf("%ld%ld%*[^\n] ", &nxy, &nl);

      /* Allocate memory */
      if ( !(rxy = NAG_ALLOC(nl, double)) ||
           !(ryx = NAG_ALLOC(nl, double)) ||
           !(x = NAG_ALLOC(nxy, double)) ||
           !(y = NAG_ALLOC(nxy, double)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }

      /* Read series */
      for (i = 1; i <= nxy; ++i)
        Vscanf("%lf", &x[i-1]);
      Vscanf("%*[^\n] ");

      for (i = 1; i <= nxy; ++i)
        Vscanf("%lf", &y[i-1]);
      Vscanf("%*[^\n] ");

      /* Call routine to calculate cross correlations between X and Y */
      g13bcc(x, y, nxy, nl, &sxy, &r0xy, rxy, &statxy, &fail);
          if (fail.code != NE_NOERROR)
            {
              Vprintf("Error from g13bcc, 1st call.\n%s\n",   fail.message);
              exit_status = 1;
              goto END;

            }

      /* Call routine to calculate cross correlations between Y and X */
      g13bcc(y, x, nxy, nl, &syx, &r0yx, ryx, &statyx, &fail);
          if (fail.code != NE_NOERROR)
            {
              Vprintf("Error from g13bcc, 2nd call.\n%s\n",   fail.message);
              exit_status = 1;
              goto END;

            }

      Vprintf("\n");
      Vprintf("                           Between        Between\n");
      Vprintf("                           X and Y        Y and X\n");
      Vprintf("\n");
      Vprintf("Standard deviation ratio%10.4f%15.4f\n", sxy, syx);
      Vprintf("\n");
      Vprintf("Cross correlation at lag\n");
      Vprintf("                       0");
      Vprintf("%10.4f%15.4f\n", r0xy, r0yx);
      for (i = 1; i <= nl; ++i)
        Vprintf("                    %4ld%10.4f%15.4f\n", i, rxy[i-1], ryx[i-1]);
      Vprintf("\n");
      Vprintf("Test statistic          %10.4f%15.4f\n", statxy, statyx);


 END:
  if (rxy) NAG_FREE(rxy);
  if (ryx) NAG_FREE(ryx);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);

  return exit_status;
}