PROGRAM g13affe

!      G13AFF Example Program Text

!      Mark 23 Release. NAG Copyright 2011.

!      .. Use Statements ..
       USE nag_library, ONLY : g13aff, nag_wp, x04abf, x04caf
!      .. Implicit None Statement ..
       IMPLICIT NONE
!      .. Parameters ..
       INTEGER, PARAMETER              :: nin = 5, nout = 6
!      .. Local Scalars ..
       REAL (KIND=nag_wp)              :: c, s
       INTEGER                         :: ifail, ipd, iqd, ires, itc, kfc,     &
                                          kpiv, ldcm, nadv, ndf, nit, npar,    &
                                          nppc, nres, nst, nx
!      .. Local Arrays ..
       REAL (KIND=nag_wp), ALLOCATABLE :: cm(:,:), par(:), res(:), sd(:),      &
                                          st(:), x(:)
       INTEGER                         :: isf(4), mr(7)
!      .. Executable Statements ..
       WRITE (nout,*) 'G13AFF Example Program Results'
       WRITE (nout,*)

!      Skip heading in data file
       READ (nin,*)

!      Read in the problem size etc
       READ (nin,*) nx, kfc, c

!      Read in the orders
       READ (nin,*) mr(1:7)

!      Calculate NPAR and various array lengths
       npar = mr(1) + mr(3) + mr(4) + mr(6)
       nppc = npar + kfc
       iqd = mr(6)*mr(7) + mr(3)
       ipd = mr(4)*mr(7) + mr(1)
       ires = 15*iqd + 11*nx + 13*nppc + 8*ipd + 12 + 2*(iqd+nppc)**2

       ldcm = nppc
       ALLOCATE (x(nx),par(npar),sd(nppc),cm(ldcm,nppc),st(nx),res(ires))

!      Read in data
       READ (nin,*) x(1:nx)

!      Read in initial values
       READ (nin,*) par(1:npar)

!      Read in control parameters
       READ (nin,*) kpiv, nit

!      Set the advisory channel to NOUT for monitoring information
       IF (kpiv/=0) THEN
          nadv = nout
          CALL x04abf(1,nadv)
       END IF

!      Fit ARIMA model
       ifail = -1
       CALL g13aff(mr,par,npar,c,kfc,x,nx,s,ndf,sd,nppc,cm,ldcm,st,nst,kpiv, &
          nit,itc,isf,res,ires,nres,ifail)
       IF (ifail/=0) THEN
          IF (ifail<7) THEN
             GO TO 20
          END IF
       END IF

!      Display results
       IF (ifail==0) THEN
          WRITE (nout,99999) 'Convergence was achieved after', itc, ' cycles'
       ELSE
          WRITE (nout,99999) 'Iterative process ran for', itc, ' cycles'
       END IF
       WRITE (nout,*)
       WRITE (nout,*) 'Final values of the PAR parameters and the &
          &constant are as follows'
       WRITE (nout,99996) par(1:npar), c
       WRITE (nout,*)
       WRITE (nout,99995) 'Residual sum of squares is', s, '  with', ndf, &
          ' degrees of freedom'
       IF ((ifail==0 .OR. ifail==9) .AND. itc>0) THEN
          WRITE (nout,*)
          WRITE (nout,*) 'The corresponding SD array holds'
          WRITE (nout,99994) sd(1:nppc)
          WRITE (nout,*)
          FLUSH (nout)
          ifail = 0
          CALL x04caf('General',' ',nppc,nppc,cm,ldcm, &
             'The correlation matrix is as follows',ifail)
       END IF
       IF (ifail==0 .OR. ifail==9) THEN
          WRITE (nout,*)
          WRITE (nout,99999) 'The residuals consist of', nres, ' values'
          WRITE (nout,99998) res(1:nres)
          WRITE (nout,*)
          WRITE (nout,99997) 'The state set consists of', nst, ' values'
          WRITE (nout,99993) st(1:nst)
       END IF

20     CONTINUE

99999  FORMAT (1X,A,I4,A)
99998  FORMAT (1X,5F10.4)
99997  FORMAT (1X,A,I3,A)
99996  FORMAT (1X,4F10.4)
99995  FORMAT (1X,A,F10.3,A,I4,A)
99994  FORMAT (1X,10F9.4)
99993  FORMAT (1X,6F11.3)
    END PROGRAM g13affe