/* nag_tsa_transf_prelim_fit (g13bdc) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 */

#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          r0, s;
  Integer         exit_status, i, iwa, nl, nwds;

  /* Arrays */
  double          *r = 0, *wa = 0, *wds = 0;
  Integer         isf[3];
  Nag_TransfOrder transfv;
  NagError        fail;

  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_transf_prelim_fit (g13bdc) Example Program Results\n");

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

  fscanf(fpin, "%ld%*[^\n] ", &nl);
  fscanf(fpin, "%lf%*[^\n] ", &r0);

  if (nl > 0)
    {
      /* Allocate array r */
      if (!(r = NAG_ALLOC(nl, double)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }

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

      fscanf(fpin, "%ld %ld %ld", &transfv.nag_b,
             &transfv.nag_q, &transfv.nag_p);
      fscanf(fpin, "%lf%*[^\n] ", &s);

      nwds = transfv.nag_q + transfv.nag_p + 1;
      iwa = transfv.nag_p * (transfv.nag_p + 1);

      /* Allocate arrays wa and wds */
      if (!(wa = NAG_ALLOC(iwa, double)) ||
          !(wds = NAG_ALLOC(nwds, double)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }

      /* nag_tsa_transf_prelim_fit (g13bdc).
       * Multivariate time series, preliminary estimation of
       * transfer function model
       */
      nag_tsa_transf_prelim_fit(r0, r, nl, &transfv, s, wds, isf, &fail);
      if (fail.code != NE_NOERROR)
        {
          fprintf(fpout,
                  "Error from nag_tsa_transf_prelim_fit (g13bdc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      fprintf(fpout, "\n");
      fprintf(fpout, "Success/failure indicator%4ld%4ld\n",
              isf[0], isf[1]);
      fprintf(fpout, "\n");
      fprintf(fpout, "Transfer function model B, Q, P =");

      fprintf(fpout, "%4ld %4ld %4ld\n",
              transfv.nag_b, transfv.nag_q, transfv.nag_p);

      fprintf(fpout, "\n");
      fprintf(fpout, "Parameter initial estimates\n");

      for (i = 1; i <= nwds; ++i)
        fprintf(fpout, "%10.4f", wds[i-1]);
      fprintf(fpout, "\n");
    }

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (r) NAG_FREE(r);
  if (wa) NAG_FREE(wa);
  if (wds) NAG_FREE(wds);

  return exit_status;
}