NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_tsa_uni_autocorr_part (g13acc) Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 *
 * Mark 27.2, 2021.
 */

#include <nag.h>
#include <stdio.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_uni_autocorr_part (g13acc) Example Program Results\n");
  /* Skip heading in data file */
  scanf("%*[^\n]");
  scanf("%" NAG_IFMT " %" NAG_IFMT "", &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_uni_autocorr_part (g13acc).
   * Partial autocorrelation function
   */
  nag_tsa_uni_autocorr_part(r, nk, nl, p, v, ar, &nvl, &fail);

  if (fail.code != NE_NOERROR) {
    printf("Error from nag_tsa_uni_autocorr_part (g13acc).\n%s\n",
           fail.message);
    exit_status = 1;
  }
  if (fail.code == NE_CORR_NOT_POS_DEF)
    printf("   Only %2" NAG_IFMT " 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(" %2" NAG_IFMT "%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;
}