/* nag_tsa_multi_diff (g13dlc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 7, 2002.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>
int main(void)
{
/* Scalars */
Integer exit_status, i, j, k, maxd, mind, n, nd, nw,
pdw, pddelta, kmax;
NagError fail;
/* Arrays */
double *delta = 0, *w = 0, *z = 0;
Integer *id = 0, *tr = 0;
#define W(I, J) w[(J-1)*pdw + I - 1]
#define DELTA(I, J) delta[(J-1)*pddelta + I - 1]
#define Z(I, J) z[(J-1)*kmax + I - 1]
INIT_FAIL(fail);
exit_status = 0;
printf("nag_tsa_multi_diff (g13dlc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%ld%ld%*[^\n] ", &k, &n);
if (k > 0 && n > 0)
{
kmax = k;
/* Allocate array id */
if (!(id = NAG_ALLOC(k, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 1; i <= k; ++i)
scanf("%ld", &id[i-1]);
scanf("%*[^\n] ");
mind = 0;
maxd = 0;
for (i = 1; i <= k; ++i)
{
mind = MIN(mind, id[i-1]);
maxd = MAX(maxd, id[i-1]);
}
if (mind >= 0)
{
/* Allocate arrays */
nw = n - maxd;
if (!(tr = NAG_ALLOC(k, Integer)) ||
!(delta = NAG_ALLOC(kmax * maxd, double)) ||
!(w = NAG_ALLOC(kmax * nw, double)) ||
!(z = NAG_ALLOC(kmax * n, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
pdw = kmax;
pddelta = kmax;
for (i = 1; i <= k; ++i)
{
for (j = 1; j <= n; ++j)
scanf("%lf", &Z(i, j));
scanf("%*[^\n] ");
}
for (i = 1; i <= k; ++i)
scanf("%ld", &tr[i-1]);
scanf("%*[^\n] ");
if (maxd > 0)
{
for (i = 1; i <= k; ++i)
{
for (j = 1; j <= id[i-1]; ++j)
scanf("%lf", &DELTA(i, j));
scanf("%*[^\n] ");
}
}
/* nag_tsa_multi_diff (g13dlc).
* Multivariate time series, differences and/or transforms
*/
nag_tsa_multi_diff(k, n, z, tr, id, delta, w, &nd, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_tsa_multi_diff (g13dlc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf(" Transformed/Differenced series\n");
printf(" ------------------------------\n");
for (i = 1; i <= k; ++i)
{
printf("\n");
printf(" Series %2ld\n", i);
printf(" -----------\n");
printf("\n");
printf(" Number of differenced values = %6ld\n",
nd);
printf("\n");
for (j = 1; j <= nd; ++j)
{
printf("%10.3f", W(i, j));
if (j % 8 == 0 || j == nd)
printf("\n");
}
}
}
}
END:
NAG_FREE(tr);
NAG_FREE(delta);
NAG_FREE(w);
NAG_FREE(z);
NAG_FREE(id);
return exit_status;
}