/* nag_tsa_multi_transf_prelim (g13bdc) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.2, 2021.
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
/* Scalars */
double r0, s;
Integer exit_status, i, iwa, nl, nwds;
/* Arrays */
double *r = 0, *wa = 0, *wds = 0;
Integer isf[3];
Nag_TransfOrder transfv;
NagError fail;
INIT_FAIL(fail);
exit_status = 0;
printf("nag_tsa_multi_transf_prelim (g13bdc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%*[^\n] ", &nl);
scanf("%lf%*[^\n] ", &r0);
if (nl > 0) {
/* Allocate array r */
if (!(r = NAG_ALLOC(nl, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 1; i <= nl; ++i)
scanf("%lf", &r[i - 1]);
scanf("%*[^\n] ");
scanf("%ld %ld %ld", &transfv.nag_b, &transfv.nag_q, &transfv.nag_p);
scanf("%lf%*[^\n] ", &s);
nwds = transfv.nag_q + transfv.nag_p + 1;
iwa = transfv.nag_p * (transfv.nag_p + 1);
/* Allocate arrays wa and wds */
if (!(wa = NAG_ALLOC(iwa, double)) || !(wds = NAG_ALLOC(nwds, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* nag_tsa_multi_transf_prelim (g13bdc).
* Multivariate time series, preliminary estimation of
* transfer function model
*/
nag_tsa_multi_transf_prelim(r0, r, nl, &transfv, s, wds, isf, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_multi_transf_prelim (g13bdc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf("Success/failure indicator%4" NAG_IFMT "%4" NAG_IFMT "\n", isf[0],
isf[1]);
printf("\n");
printf("Transfer function model B, Q, P =");
printf("%4ld %4ld %4ld\n", transfv.nag_b, transfv.nag_q, transfv.nag_p);
printf("\n");
printf("Parameter initial estimates\n");
for (i = 1; i <= nwds; ++i)
printf("%10.4f", wds[i - 1]);
printf("\n");
}
END:
NAG_FREE(r);
NAG_FREE(wa);
NAG_FREE(wds);
return exit_status;
}