* G13BCF Example Program Text * Mark 14 Revised. NAG Copyright 1989. * .. Parameters .. INTEGER NXYMAX, NLMAX PARAMETER (NXYMAX=20,NLMAX=15) INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) * .. Local Scalars .. DOUBLE PRECISION R0XY, R0YX, STATXY, STATYX, SXY, SYX INTEGER I, IFAIL, NL, NXY * .. Local Arrays .. DOUBLE PRECISION RXY(NLMAX), RYX(NLMAX), X(NXYMAX), Y(NXYMAX) * .. External Subroutines .. EXTERNAL G13BCF * .. Executable Statements .. WRITE (NOUT,*) 'G13BCF Example Program Results' * Skip heading in data file READ (NIN,*) * Read series length and number of lags READ (NIN,*) NXY, NL IF (NXY.GT.2 .AND. NXY.LE.NXYMAX .AND. NL.GT.0 .AND. NL.LE.NLMAX) + THEN * Read series READ (NIN,*) (X(I),I=1,NXY) READ (NIN,*) (Y(I),I=1,NXY) * Call routine to calculate cross correlations between X and Y IFAIL = 0 * CALL G13BCF(X,Y,NXY,NL,SXY,R0XY,RXY,STATXY,IFAIL) * IFAIL = 0 * * Call routine to calculate cross correlations between Y and X CALL G13BCF(Y,X,NXY,NL,SYX,R0YX,RYX,STATYX,IFAIL) * WRITE (NOUT,*) WRITE (NOUT,*) + ' Between Between' WRITE (NOUT,*) + ' X and Y Y and X' WRITE (NOUT,*) WRITE (NOUT,99999) 'Standard deviation ratio', SXY, SYX WRITE (NOUT,*) WRITE (NOUT,*) 'Cross correlation at lag' WRITE (NOUT,99999) ' 0', R0XY, R0YX WRITE (NOUT,99998) (I,RXY(I),RYX(I),I=1,NL) WRITE (NOUT,*) WRITE (NOUT,99997) 'Test statistic ', STATXY, STATYX END IF STOP * 99999 FORMAT (1X,A,F10.4,F15.4) 99998 FORMAT (21X,I4,F10.4,F15.4) 99997 FORMAT (1X,A,F10.4,F15.4) END