```    Program g13fafe

!     G13FAF Example Program Text

!     Mark 25 Release. NAG Copyright 2014.

!     .. Use Statements ..
Use nag_library, Only: g13faf, g13fbf, nag_wp
!     .. Implicit None Statement ..
Implicit None
!     .. Parameters ..
Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
Real (Kind=nag_wp)               :: gamma, hp, lgf, tol
Integer                          :: i, ifail, ip, iq, isym, l, ldcovr,   &
ldx, lwork, maxit, mn, npar, nreg,   &
nt, num, pgamma
Logical                          :: tdist
Character (1)                    :: dist
!     .. Local Arrays ..
Real (Kind=nag_wp), Allocatable  :: covr(:,:), et(:), fht(:), ht(:),     &
sc(:), se(:), theta(:), work(:),     &
x(:,:), yt(:)
Logical                          :: copts(2)
!     .. Executable Statements ..
Write (nout,*) 'G13FAF Example Program Results'
Write (nout,*)

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

!     Read in the problem size
Read (nin,*) num, mn, nreg

ldx = num
Allocate (yt(num),x(ldx,nreg))

!     Read in the series
Read (nin,*) yt(1:num)

!     Read in the exogenous variables
If (nreg>0) Then
Read (nin,*,Iostat=ifail)(x(i,1:nreg),i=1,num)
End If

!     Read in details of the model to fit
Read (nin,*) dist, ip, iq, isym

!     Read in control parameters
Read (nin,*) copts(1:2), maxit, tol

!     Calculate NPAR
npar = 1 + iq + ip + isym + mn + nreg
If (dist=='T' .Or. dist=='t') Then
npar = npar + 1
tdist = .True.
Else
tdist = .False.
End If

ldcovr = npar
lwork = (nreg+3)*num + npar + 403
Allocate (theta(npar),se(npar),sc(npar),covr(ldcovr,npar),et(num), &
ht(num),work(lwork))

!     Read in initial values
!     alpha_0
Read (nin,*) theta(1)
l = 2
!     alpha_i
If (iq>0) Then
Read (nin,*) theta(l:(l+iq-1))
l = l + iq
End If
!     beta_i
If (ip>0) Then
Read (nin,*) theta(l:(l+ip-1))
l = l + ip
End If
!     gamma
If (isym==1) Then
Read (nin,*) theta(l)
pgamma = l
l = l + 1
End If
!     degrees of freedom
If (tdist) Then
Read (nin,*) theta(l)
l = l + 1
End If
!     mean
If (mn==1) Then
Read (nin,*) theta(l)
l = l + 1
End If
!     Regression parameters and pre-observed conditional variance
If (.Not. copts(2)) Then
Read (nin,*) theta(l:(l+nreg-1))
Read (nin,*) hp
End If

!     Fit the GARCH model
ifail = -1
Call g13faf(dist,yt,x,ldx,num,ip,iq,nreg,mn,isym,npar,theta,se,sc,covr, &
ldcovr,hp,et,ht,lgf,copts,maxit,tol,work,lwork,ifail)
If (ifail/=0) Then
If (ifail/=5 .And. ifail/=6) Then
Go To 100
End If
End If

!     Read in forecast horizon
Read (nin,*) nt

Allocate (fht(nt))

!     Extract the estimate of the asymmetry parameter from theta
If (isym==1) Then
gamma = theta(pgamma)
Else
gamma = 0.0E0_nag_wp
End If

!     Calculate the volatility forecast
ifail = 0
Call g13fbf(num,nt,ip,iq,theta,gamma,fht,ht,et,ifail)

!     Output the results
Write (nout,*) '               Parameter        Standard'
Write (nout,*) '               estimates         errors'
!     Output the coefficient alpha_0
Write (nout,99999) 'Alpha', 0, theta(1), se(1)
l = 2
!     Output the coefficients alpha_i
If (iq>0) Then
Write (nout,99999)('Alpha',i-1,theta(i),se(i),i=l,l+iq-1)
l = l + iq
End If
Write (nout,*)
!     Output the coefficients beta_j
If (ip>0) Then
Write (nout,99999)(' Beta',i-l+1,theta(i),se(i),i=l,l+ip-1)
l = l + ip
Write (nout,*)
End If
!     Output the estimated asymmetry parameter, gamma
If (isym==1) Then
Write (nout,99998) ' Gamma', theta(l), se(l)
Write (nout,*)
l = l + 1
End If
!     Output the estimated degrees of freedom, df
If (dist=='T') Then
Write (nout,99998) '    DF', theta(l), se(l)
Write (nout,*)
l = l + 1
End If
!     Output the estimated mean term, b_0
If (mn==1) Then
Write (nout,99999) '    B', 0, theta(l), se(l)
l = l + 1
End If
!     Output the estimated linear regression coefficients, b_i
If (nreg>0) Then
Write (nout,99999)('    B',i-l+1,theta(i),se(i),i=l,l+nreg-1)
End If
Write (nout,*)

!     Display the volatility forecast
Write (nout,99997) 'Volatility forecast = ', fht(nt)
Write (nout,*)

100   Continue

99999 Format (1X,A,I0,1X,2F16.2)
99998 Format (1X,A,1X,2F16.2)
99997 Format (1X,A,F12.2)
End Program g13fafe
```