* G13ADF Example Program Text * Mark 14 Revised. NAG Copyright 1989. * .. Parameters .. INTEGER NPMAX, NWA, NLMAX PARAMETER (NPMAX=10,NWA=200,NLMAX=50) INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) * .. Local Scalars .. DOUBLE PRECISION RV, YV INTEGER I, IFAIL, NL, NPAR * .. Local Arrays .. DOUBLE PRECISION PAR(NPMAX), R(NLMAX), WA(NWA) INTEGER ISF(4), MR(7) * .. External Subroutines .. EXTERNAL G13ADF * .. Executable Statements .. WRITE (NOUT,*) 'G13ADF Example Program Results' * Skip heading in data file READ (NIN,*) READ (NIN,*) NL READ (NIN,*) YV WRITE (NOUT,*) IF (NL.GT.0 .AND. NL.LE.NLMAX) THEN READ (NIN,*) (R(I),I=1,NL) READ (NIN,*) MR NPAR = MR(1) + MR(3) + MR(4) + MR(6) IF (NL.GT.0 .AND. NPAR.LE.NPMAX) THEN IFAIL = 1 * CALL G13ADF(MR,R,NL,YV,NPAR,WA,NWA,PAR,RV,ISF,IFAIL) * IF (IFAIL.NE.0) THEN WRITE (NOUT,99999) 'G13ADF fails. IFAIL = ', IFAIL WRITE (NOUT,*) END IF IF (IFAIL.EQ.0 .OR. IFAIL.GE.7) THEN WRITE (NOUT,99998) + 'Parameter estimation success/failure indicator', + (ISF(I),I=1,4) WRITE (NOUT,*) WRITE (NOUT,99997) 'ARIMA model parameter values ', + (PAR(I),I=1,NPAR) WRITE (NOUT,*) WRITE (NOUT,99997) 'Residual variance', RV END IF END IF END IF STOP * 99999 FORMAT (1X,A,I1) 99998 FORMAT (1X,A,4I4) 99997 FORMAT (1X,A,5F10.5) END