Program g13bdfe
! G13BDF Example Program Text
! Mark 27.1 Release. NAG Copyright 2020.
! .. Use Statements ..
Use nag_library, Only: g13bdf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: r0, s
Integer :: ifail, iwa, nl, nwds
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: r(:), wa(:), wds(:)
Integer :: isf(2), nna(3)
! .. Executable Statements ..
Write (nout,*) 'G13BDF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in problem size and cross-correlation at lag 0
Read (nin,*) nl, r0
Allocate (r(nl))
! Read in rest of cross-correlations
Read (nin,*) r(1:nl)
! Read in transfer function model orders
Read (nin,*) nna(1:3)
! Read in standard deviation ratio
Read (nin,*) s
nwds = nna(2) + nna(3) + 1
iwa = 0
Allocate (wa(iwa),wds(nwds))
! Calculate parameter estimates
ifail = 0
Call g13bdf(r0,r,nl,nna,s,nwds,wa,iwa,wds,isf,ifail)
! Display results
Write (nout,99999) 'Success/failure indicator', isf(1), isf(2)
Write (nout,*)
Write (nout,99999) 'Transfer function model B, Q, P =', nna(1:3)
Write (nout,*)
Write (nout,*) 'Parameter initial estimates'
Write (nout,99998) wds(1:nwds)
99999 Format (1X,A,3I4)
99998 Format (1X,4F10.4)
End Program g13bdfe