PROGRAM g13bcfe ! G13BCF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : g13bcf, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: r0xy, r0yx, statxy, statyx, sxy, syx INTEGER :: i, ifail, nl, nxy ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: rxy(:), ryx(:), x(:), y(:) ! .. Executable Statements .. WRITE (nout,*) 'G13BCF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) ! Read series length and number of lags READ (nin,*) nxy, nl ALLOCATE (x(nxy),y(nxy),rxy(nl),ryx(nl)) ! Read series READ (nin,*) x(1:nxy) READ (nin,*) y(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) ! Call routine to calculate cross correlations between Y and X ifail = 0 CALL g13bcf(y,x,nxy,nl,syx,r0yx,ryx,statyx,ifail) ! Display results 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 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 PROGRAM g13bcfe