/* nag_tsa_auto_corr_part (g13acc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 2, 1991.
* Mark 8 revised, 2004.
*/
#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nagg13.h>
int main(void)
{
Integer exit_status = 0, i, nk, nl, nvl;
NagError fail;
double *ar = 0, *p = 0, *r = 0, *v = 0;
INIT_FAIL(fail);
printf("nag_tsa_auto_corr_part (g13acc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%ld %ld", &nk, &nl);
if (nl > 0 && nk > 0 && nl <= nk)
{
if (!(ar = NAG_ALLOC(nl, double)) ||
!(p = NAG_ALLOC(nl, double)) ||
!(r = NAG_ALLOC(nk, double)) ||
!(v = NAG_ALLOC(nl, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
else
{
printf("Invalid nl or nk.\n");
exit_status = 1;
return exit_status;
}
for (i = 0; i < nk; ++i)
scanf("%lf", &r[i]);
/* nag_tsa_auto_corr_part (g13acc).
* Partial autocorrelation function
*/
nag_tsa_auto_corr_part(r, nk, nl, p, v, ar, &nvl, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_tsa_auto_corr_part (g13acc).\n%s\n",
fail.message);
exit_status = 1;
}
if (fail.code == NE_CORR_NOT_POS_DEF)
printf(" Only %2ld valid sets were generated\n\n", nvl);
if (fail.code == NE_NOERROR || fail.code == NE_CORR_NOT_POS_DEF)
{
printf("\n Lag Partial Predictor error Autoregressive\n");
printf(" autocorrn variance ratio parameter\n\n");
for (i = 0; i < nvl; ++i)
printf(" %2ld%9.3f%16.3f%14.3f\n", i+1, p[i], v[i],
ar[i]);
}
END:
NAG_FREE(ar);
NAG_FREE(p);
NAG_FREE(r);
NAG_FREE(v);
return exit_status;
}