/* nag_rngs_arma_time_series(g05pac) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 */

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

int main(void)
{
  /* Scalars */
  double   avar, var, xmean;
  Integer  i, igen, ip, iq, n, nr;
  Integer  exit_status=0;
  NagError fail;

  /* Arrays */
  double   *phi=0, *r=0, *theta=0, *x=0;
  Integer  iseed[4];

  INIT_FAIL(fail);
  Vprintf("g05pac Example Program Results\n\n");

  ip=2;
  iq=0;
  n=10;
  nr=ip+iq+5+ip;

  /* allocate memory */
  if ( !(phi = NAG_ALLOC(ip, double)) ||
       !(r = NAG_ALLOC(nr, double)) ||
       !(theta = NAG_ALLOC(1, double)) ||
       !(x = NAG_ALLOC(n, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Set the ARMA model parameters */
  xmean = 0.0;
  phi[0] = 0.4;
  phi[1] = 0.2;
  avar = 1.0;

  /* Initialise the seed to a repeatable sequence */
  iseed[0] = 1762543;
  iseed[1] = 9324783;
  iseed[2] = 4234401;
  iseed[3] = 742355;
  /* igen identifies the stream. */
  igen = 1;
  g05kbc(&igen, iseed);

  /* Set up the reference vector */
  g05pac(0, xmean, ip, phi, iq, theta, avar, &var, n, x, igen,
         iseed, r, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from g05pac.\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
  /* Generate a sample of 10 observations */
  g05pac(1, xmean, ip, phi, iq, theta, avar, &var, n, x, igen,
         iseed, r, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from g05pac.\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
  for (i = 0; i < n; ++i)
    {
      Vprintf("%12.4f\n", x[i]);
    }
 END:
  if (phi) NAG_FREE(phi);
  if (r) NAG_FREE(r);
  if (theta) NAG_FREE(theta);
  if (x) NAG_FREE(x);
  return exit_status;
}