/* nag_tsa_dickey_fuller_unit (g13awc) Example Program.
 *
 * Copyright 2014 Numerical Algorithms Group.
 *
 * Mark 25, 2014.
 */

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg01.h>
#include <nagg13.h>

int main(void)
{
  /* Integer scalar and array declarations */
  Integer n, nsamp=0, p, i;
  Integer exit_status = 0;
  Integer *state = 0;

  /* NAG structures and types */
  NagError fail;
  Nag_TS_URProbMethod method;
  Nag_TS_URTestType type;

  /* Double scalar and array declarations */
  double   pvalue, ts;
  double   *y = 0;

  /* Character scalar and array declarations */
  char ctype[30];

  /* Initialise the error structure */
  INIT_FAIL(fail);

  printf("nag_tsa_dickey_fuller_unit (g13awc) Example Program Results\n\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");

  /* Read in the problem size, test type, order of the AR process */
  scanf("%ld%29s%ld%*[^\n] ", &n, ctype, &p);
  type = (Nag_TS_URTestType) nag_enum_name_to_value(ctype);

  /* Allocate memory */
  if (!(y = NAG_ALLOC(n, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Read in the time series */
  for (i = 0; i < n; i++)
    scanf("%lf", &y[i]);
  scanf("%*[^\n] ");

  /* nag_tsa_dickey_fuller_unit (g13awc):
     Calculate the Dickey-Fuller test statistic */
  ts = nag_tsa_dickey_fuller_unit(type,p,n,y,&fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_tsa_dickey_fuller_unit (g13awc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

  /* g01ewc: Get the associated p-value using simulation */
  method = Nag_ViaLookUp;
  pvalue = nag_prob_dickey_fuller_unit(method,type,n,ts,nsamp,state,&fail);
  if (fail.code != NE_NOERROR && fail.code != NW_EXTRAPOLATION)
    {
      printf("Error from nag_prob_dickey_fuller_unit (g01ewc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

  /* Display the results */
  printf("Dickey-Fuller test statistic     = %6.3f\n",ts);
  printf("associated p-value               = %6.3f\n",pvalue); 
  if (fail.code == NW_EXTRAPOLATION) 
    {
      printf("NB: p-value obtained via extrapolation\n");
    }

 END:
  NAG_FREE(y);

  return exit_status;
}