* G13ADF Example Program Text * Mark 14 Revised. NAG Copyright 1989. * .. Parameters .. INTEGER NPMAX, NWA, NKMAX PARAMETER (NPMAX=10,NWA=200,NKMAX=50) INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) * .. Local Scalars .. DOUBLE PRECISION RV, XV INTEGER I, IFAIL, NK, NPAR * .. Local Arrays .. DOUBLE PRECISION PAR(NPMAX), R(NKMAX), 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,*) NK READ (NIN,*) XV WRITE (NOUT,*) IF (NK.GT.0 .AND. NK.LE.NKMAX) THEN READ (NIN,*) (R(I),I=1,NK) READ (NIN,*) MR NPAR = MR(1) + MR(3) + MR(4) + MR(6) IF (NK.GT.0 .AND. NPAR.LE.NPMAX) THEN IFAIL = 1 * CALL G13ADF(MR,R,NK,XV,NPAR,WA,NWA,PAR,RV,ISF,IFAIL) * IF (IFAIL.LT.0) THEN WRITE (NOUT,*) WRITE (NOUT,99999) ' ** G13ADF returned with IFAIL = ', + IFAIL ELSE 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 END IF * 99999 FORMAT (1X,A,I5) 99998 FORMAT (1X,A,4I4) 99997 FORMAT (1X,A,5F10.5) END