/* nag_arma_time_series(g05hac) Example Program
 *
 * Copyright 1992 Numerical Algorithms Group.
 *
 * Mark 3, 1992.
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg05.h>

#define NA 3
#define NB 2
#define NR 20
#define NW 10

int main(void)
{
  Integer i, ip, iq, n;
  double phi[NA], theta[NB], w[NW];
  double mean, vara;
  double ref[NR];
  Boolean start;
  Integer seed = 0;

  Vprintf("g05hac Example Program Results\n\n");

  g05cbc(seed);
  ip = 2;
  iq = 0;
  n = NW;
  phi[0] = 0.4;
  phi[1] = 0.2;
  mean = 0.0;
  vara = 2.0;

  /* Generate an ARMA series with 5 terms */
  start = TRUE;
  g05hac(start, ip, iq, phi, theta, mean, vara, (Integer)5, w, ref,
         NAGERR_DEFAULT);

  /* Add further 5 terms to the previous series*/
  start = FALSE;
  g05hac(start, ip, iq, phi, theta, mean, vara, (Integer)5, &w[5], ref,
         NAGERR_DEFAULT);
  for (i = 0; i < n; ++i)
    Vprintf("%12.4f \n", w[i]);
  return EXIT_SUCCESS;
}