```!   G13DJF Example Program Text
!   Mark 26.2 Release. NAG Copyright 2017.

Module g13djfe_mod

!     G13DJF Example Program Module:
!            Parameters and User-defined Routines

!     .. Use Statements ..
Use nag_library, Only: nag_wp
!     .. Implicit None Statement ..
Implicit None
!     .. Accessibility Statements ..
Private
Public                           :: fprint
!     .. Parameters ..
Integer, Parameter, Public       :: iset = 1, nin = 5, nout = 6
Contains
Subroutine fprint(k,nm,lmax,predz,sefz,ldsefz,nout)

!       .. Scalar Arguments ..
Integer, Intent (In)           :: k, ldsefz, lmax, nm, nout
!       .. Array Arguments ..
Real (Kind=nag_wp), Intent (In) :: predz(ldsefz,lmax),                 &
sefz(ldsefz,lmax)
!       .. Local Scalars ..
Integer                        :: i, i2, j, l, l2, loop
!       .. Intrinsic Procedures ..
Intrinsic                      :: min, mod
!       .. Executable Statements ..
Write (nout,*) ' FORECAST SUMMARY TABLE'
Write (nout,*) ' ----------------------'
Write (nout,*)
Write (nout,99999) ' Forecast origin is set at t = ', nm
Write (nout,*)
loop = lmax/5
If (mod(lmax,5)/=0) Then
loop = loop + 1
End If

Do j = 1, loop
i2 = (j-1)*5
l2 = min(i2+5,lmax)
Write (nout,99998) 'Lead Time ', (i,i=i2+1,l2)
Write (nout,*)
i = 1
Write (nout,99997) 'Series ', i, ' : Forecast    ',                  &
(predz(1,l),l=i2+1,l2)
Write (nout,99996) ' : Standard Error ', (sefz(1,l),l=i2+1,l2)
Do i = 2, k
Write (nout,99997) 'Series ', i, ' : Forecast    ',                &
(predz(i,l),l=i2+1,l2)
Write (nout,99996) ' : Standard Error ', (sefz(i,l),l=i2+1,l2)
End Do
Write (nout,*)
End Do
Return

99999   Format (1X,A,I4)
99998   Format (1X,A,12X,5I10)
99997   Format (1X,A,I2,A,5F10.2)
99996   Format (10X,A,4(F7.2,3X),F7.2)
End Subroutine fprint
End Module g13djfe_mod
Program g13djfe

!     G13DJF Example Main Program

!     .. Use Statements ..
Use g13djfe_mod, Only: fprint, iset, nin, nout
Use nag_library, Only: g13ddf, g13djf, g13dlf, nag_wp, x04abf
!     .. Implicit None Statement ..
Implicit None
!     .. Local Scalars ..
Real (Kind=nag_wp)               :: cgetol, rlogl
Integer                          :: d, i, ifail, ip, iprint, iq, ishow,  &
k, kmax, ldcm, liwork, lmax, lpar,   &
lref, lwork, maxcal, n, nadv, nd,    &
niter, r, tddelta
Logical                          :: exact, meanl
Character (1)                    :: mean
!     .. Local Arrays ..
Real (Kind=nag_wp), Allocatable  :: cm(:,:), delta(:,:), g(:), par(:),   &
predz(:,:), qq(:,:), ref(:),         &
sefz(:,:), v(:,:), w(:,:), work(:),  &
workl(:), z(:,:)
Integer, Allocatable             :: id(:), iwork(:)
Logical, Allocatable             :: parhld(:)
Character (1), Allocatable       :: tr(:)
!     .. Intrinsic Procedures ..
Intrinsic                        :: max, maxval
!     .. Executable Statements ..
Write (nout,*) 'G13DJF Example Program Results'
Write (nout,*)

!     Skip heading in data file

!     Read in the problem size
Read (nin,*) k, n

Allocate (tr(k),id(k))

!     Read in differencing

d = maxval(id(1:k))
tddelta = max(d,1)
nd = n - d
kmax = k
Allocate (delta(kmax,tddelta),w(kmax,nd),workl(k*n),z(kmax,n))

!     Read in series and the transformation flag

!     If required, read in delta
If (d>0) Then
End If

!     Difference and / or transform series
ifail = 0
Call g13dlf(k,n,z,kmax,tr,id,delta,w,nd,workl,ifail)

!     Read in information on the VARMA
Read (nin,*) ip, iq, mean, lmax

!     Calculate number of parameters for the VARMA
lpar = (ip+iq)*k*k
meanl = .False.
If (mean=='M' .Or. mean=='m') Then
lpar = lpar + k
meanl = .True.
End If

!     Read in control parameters
Read (nin,*) iprint, cgetol, maxcal, ishow

!     Read in exact likelihood flag

ldcm = lpar
kmax = k
Allocate (par(lpar),qq(kmax,k),v(kmax,nd),g(lpar),cm(ldcm,lpar),         &
parhld(lpar))

!     Read in initial parameter estimates and free parameter flags

!     Read in initial values for covariance matrix Q

!     Set the advisory channel to NOUT for monitoring information
If (iprint>=0 .Or. ishow/=0) Then
End If

!     Fit a VARMA model
ifail = -1
Call g13ddf(k,nd,ip,iq,meanl,par,lpar,qq,kmax,w,parhld,exact,iprint,     &
cgetol,maxcal,ishow,niter,rlogl,v,g,cm,ldcm,ifail)
If (ifail/=0) Then
If (ifail<4) Then
Go To 100
End If
End If

lref = (lmax-1)*k*k + 2*k*lmax + k
r = max(ip,iq)
lwork = max(k*r*(k*r+2),(ip+d+2)*k**2+(n+lmax)*k)
liwork = k*max(ip,iq)
Allocate (predz(kmax,lmax),sefz(kmax,lmax),ref(lref),work(lwork),        &
iwork(liwork))

!     Perform forecast
ifail = 0
Call g13djf(k,n,z,kmax,tr,id,delta,ip,iq,mean,par,lpar,qq,v,lmax,predz,  &
sefz,ref,lref,work,lwork,iwork,liwork,ifail)

!     Display results
Call fprint(k,n,lmax,predz,sefz,kmax,nout)

100   Continue

End Program g13djfe
```