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

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

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

  /* Check for command-line IO options */
  fpin = nag_example_file_io(argc, argv, "-data", NULL);
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  exit_status = 0;

  fprintf(fpout, "nag_tsa_cross_corr (g13bcc) Example Program Results\n");

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

  /* Read series length and number of lags */
  fscanf(fpin, "%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)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

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

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

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

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

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


 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (rxy) NAG_FREE(rxy);
  if (ryx) NAG_FREE(ryx);
  if (x) NAG_FREE(x);
  if (y) NAG_FREE(y);

  return exit_status;
}