PROGRAM g13adfe ! G13ADF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : g13adf, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: rv, xv INTEGER :: ifail, nk, npar, nwa, pp, qp ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: par(:), r(:), wa(:) INTEGER :: isf(4), mr(7) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'G13ADF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) ! Read in problem size and variance READ (nin,*) nk READ (nin,*) xv ALLOCATE (r(nk)) ! Read in data READ (nin,*) r(1:nk) ! Read in the orders READ (nin,*) mr(1:7) ! Calculate NPAR npar = mr(1) + mr(3) + mr(4) + mr(6) pp = max(mr(1),mr(4)) qp = max(mr(3),mr(6)) nwa = max(pp**2+pp,4*(qp+1)) ALLOCATE (par(npar),wa(nwa)) ! Calculate preliminary estimates ifail = -1 CALL g13adf(mr,r,nk,xv,npar,wa,nwa,par,rv,isf,ifail) IF (ifail/=0) THEN IF (ifail<7) THEN GO TO 20 END IF END IF ! Display results WRITE (nout,99999) 'Parameter estimation success/failure indicator', & isf(1:4) WRITE (nout,*) WRITE (nout,99998) 'ARIMA model parameter values ', par(1:npar) WRITE (nout,*) WRITE (nout,99998) 'Residual variance', rv 20 CONTINUE 99999 FORMAT (1X,A,4I4) 99998 FORMAT (1X,A,5F10.5) END PROGRAM g13adfe