/* nag_tsa_auto_corr (g13abc) Example Program.
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 8 revised, 2004.
 *
 */

#include <nag.h>
#include <nagx04.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg13.h>

int main(int argc, char *argv[])
{
  FILE     *fpin, *fpout;

  Integer  exit_status = 0, i, nk, nx;
  NagError fail;
  double   mean, *r = 0, stat, *x = 0, xv;

  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpin = nag_example_file_io(argc, argv, "-data", NULL);
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  fprintf(fpout, "nag_tsa_auto_corr (g13abc) Example Program Results\n");
  /* Skip heading in data file */
  fscanf(fpin, "%*[^\n]");
  fscanf(fpin, "%ld %ld", &nx, &nk);

  if (nk > 0 && nx > 1 && nk < nx)
    {
      if (!(r = NAG_ALLOC(nk, double)) ||
          !(x = NAG_ALLOC(nx, double)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }
    }
  else
    {
      fprintf(fpout, "Invalid nx or nk.\n");
      exit_status = 1;
      return exit_status;
    }
  for (i = 0; i < nx; ++i)
    fscanf(fpin, "%lf", &x[i]);
  fprintf(fpout, "\nThe first %2ld coefficients are required\n", nk);

  /* nag_tsa_auto_corr (g13abc).
   * Sample autocorrelation function
   */
  nag_tsa_auto_corr(x, nx, nk, &mean, &xv, r, &stat, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_tsa_auto_corr (g13abc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  fprintf(fpout, "The input array has sample mean %12.4f\n", mean);
  fprintf(fpout, "The input array has sample variance %12.4f\n", xv);
  fprintf(fpout, "The sample autocorrelation coefficients are\n\n");
  fprintf(fpout, "   Lag    Coeff\n");
  for (i = 0; i < 10; ++i)
    fprintf(fpout, "%6ld%10.4f\n", i+1, r[i]);
  fprintf(fpout, "\nThe value of stat is %12.4f\n", stat);
 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (r) NAG_FREE(r);
  if (x) NAG_FREE(x);
  return exit_status;
}