/* nag_tsa_multi_inp_model_forecast (g13bjc) Example Program.
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 8 revised, 2004.
 */

#include <nag.h>
#include <stdio.h>
#include <string.h>
#include <nag_string.h>
#include <nag_stdlib.h>
#include <nagg13.h>

#define PARX(I, J) parx[(I) *tdparx + J]
#define XXY(I, J)  xxy[(I) *tdxxy + J]
#define MRX(I, J)  mrx[(I) *tdmrx + J]

int main(void)
{
  Integer         exit_status = 0;
  Integer         i, inser, j, ldparx, *mrx = 0, n, nev, nfv, npara;
  Integer         nseries, tdmrx, tdparx, tdxxy;
  Nag_ArimaOrder  arimav;
  Nag_G13_Opt     options;
  Nag_TransfOrder transfv;
  double          *fsd = 0, *fva = 0, *para = 0, *parx = 0, *rmsxy = 0;
  double          *xxy = 0;
  NagError        fail;

  INIT_FAIL(fail);

  printf("nag_tsa_multi_inp_model_forecast (g13bjc) Example Program "
          "Results\n");
  scanf(" %*[^\n]"); /* Skip heading in data file */

#define ZT(I, J) options.zt[(J)+(I) *options.tdzt]

  /*
   * Initialise the option-setting function.
   */
  /* nag_tsa_options_init (g13bxc).
   * Initialization function for option setting
   */
  nag_tsa_options_init(&options);

  scanf("%ld%ld%ld", &nev, &nfv, &nseries);
  if (nseries > 0 && nev > 0 && nfv > 0)
    {
      /*
       * Set option variable to the desired value.
       */
      options.cfixed = Nag_TRUE;
      /*
       * Allocate memory to the arrays in structure transfv containing
       * the transfer function model orders of the input series.
       */
      /* nag_tsa_transf_orders (g13byc), see above. */
      nag_tsa_transf_orders(nseries, &transfv, &fail);
      if (fail.code != NE_NOERROR)
        {
          printf("Error from nag_tsa_transf_orders (g13byc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }
      /*
       * Read the orders vector of the ARIMA model for the output noise
       * component into structure arimav.
       */
      scanf("%ld%ld%ld%ld%ld"
             "%ld%ld", &arimav.p, &arimav.d, &arimav.q,
             &arimav.bigp, &arimav.bigd, &arimav.bigq, &arimav.s);
      /*
       * Read the transfer function model orders of the input series into
       * structure transfv.
       */
      inser = nseries - 1;

      for (j = 0; j < inser; ++j)
        scanf("%ld", &transfv.b[j]);
      for (j = 0; j < inser; ++j)
        scanf("%ld", &transfv.q[j]);
      for (j = 0; j < inser; ++j)
        scanf("%ld", &transfv.p[j]);
      for (j = 0; j < inser; ++j)
        scanf("%ld", &transfv.r[j]);

      npara = 0;
      for (i = 0; i < inser; ++i)
        npara = npara + transfv.q[i] + transfv.p[i];
      npara = npara + arimav.p + arimav.q + arimav.bigp + arimav.bigq
              + nseries;
      ldparx = 8;
      if (npara >= 1)
        {
          if (!(fsd = NAG_ALLOC(nfv, double)) ||
              !(fva = NAG_ALLOC(nfv, double)) ||
              !(para = NAG_ALLOC(npara, double)) ||
              !(parx = NAG_ALLOC(ldparx*(nseries-1), double)) ||
              !(rmsxy = NAG_ALLOC(nseries, double)) ||
              !(xxy = NAG_ALLOC((nev+nfv)*(nseries), double)) ||
              !(mrx = NAG_ALLOC(7*(nseries-1), Integer)))
            {
              printf("Allocation failure\n");
              exit_status = -1;
              goto END;
            }
          tdmrx = nseries-1;
          tdparx = nseries-1;
          tdxxy = nseries;

          for (i = 0; i < npara; ++i)
            scanf("%lf", &para[i]);
          n = nev + nfv;
          for (i = 0; i < n; ++i)
            for (j = 0; j < nseries; ++j)
              scanf("%lf", &XXY(i, j));
          for (i = 0; i < nseries; ++i)
            scanf("%lf", &rmsxy[i]);
          for (i = 0; i < 7; ++i)
            for (j = 0; j < inser; ++j)
              scanf("%ld", &MRX(i, j));
          for (i = 0; i < 5; ++i)
            for (j = 0; j < inser; ++j)
              scanf("%lf", &PARX(i, j));

          /* nag_tsa_multi_inp_model_forecast (g13bjc), see above. */
          fflush(stdout);
          nag_tsa_multi_inp_model_forecast(&arimav, nseries, &transfv, para,
                                           npara, nev, nfv, xxy, tdxxy, rmsxy,
                                           mrx, tdmrx, parx, ldparx,
                                           tdparx, fva, fsd, &options, &fail);

          if (fail.code == NE_NOERROR || fail.code == NE_SOLUTION_FAIL_CONV ||
              fail.code == NE_MAT_NOT_POS_DEF)
            {
              printf(
                      "%1ld sets of observations were processed.\n",
                      nev);
              printf("\nThe residual mean square for the output ");
              printf("series is %10.4f\n\n", rmsxy[nseries-1]);
              printf(
                      "The forecast values and their standard errors are\n\n");
              printf("\n   i      fva      fsd\n\n");
              for (i = 0; i < nfv; ++i)
                printf("%4ld%10.3f%10.4f\n", i+1, fva[i],
                        fsd[i]);
              printf("\nThe values of z(t) and noise(t) are\n\n");
              printf("   i       z1         z2         z3         z4"
                      "         z5       noise\n\n");
              for (i = 0; i < n; ++i)
                {
                  printf("%4ld", i+1);
                  for (j = 0; j < nseries-1; ++j)
                    printf("%10.3f ", ZT(i, j));
                  printf("%10.3f\n", options.noise[i]);
                }
            }
          else
            {
              printf(
                      "Error from nag_tsa_multi_inp_model_forecast (g13bjc)."
                      "\n%s\n", fail.message);
              exit_status = 1;
              goto END;
            }
        }
      else
        {
          printf("npara is out of range: npara = %-3ld\n",
                  npara);
          /* nag_tsa_free (g13xzc).
           * Freeing function for use with g13 option setting
           */
          nag_tsa_free(&options);
          /* nag_tsa_trans_free (g13bzc), see above. */
          nag_tsa_trans_free(&transfv);
          exit_status = 1;
          goto END;
        }
    }
  else
    {
      printf("One or more of nseries, nev and nfv are out of range:"
              " nseries = %-3ld,  nv = %-3ld while  "
              "nfv = %-3ldq\n", nseries, nev, nfv);
      exit_status = 1;
      goto END;
    }
  /* nag_tsa_free (g13xzc), see above. */
  nag_tsa_free(&options);
  /* nag_tsa_trans_free (g13bzc), see above. */
  nag_tsa_trans_free(&transfv);

 END:
  if (fsd) NAG_FREE(fsd);
  if (fva) NAG_FREE(fva);
  if (para) NAG_FREE(para);
  if (parx) NAG_FREE(parx);
  if (rmsxy) NAG_FREE(rmsxy);
  if (xxy) NAG_FREE(xxy);
  if (mrx) NAG_FREE(mrx);

  return exit_status;
}