/* nag_tsa_uni_spectrum_lag (g13cac) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.2, 2021.
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
/* Scalars */
double px;
Integer exit_status, i, ic, iw, kc, lf, mtx, mw, nc, ng, nx, nxg;
NagError fail;
/* Arrays */
double *c = 0, *xg = 0;
double stats[4];
INIT_FAIL(fail);
exit_status = 0;
printf("nag_tsa_uni_spectrum_lag (g13cac) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &nx, &nc);
if (nx > 0 && nc > 0) {
mtx = 1;
px = 0.1;
iw = 4;
mw = 100;
ic = 0;
kc = 360;
lf = 200;
if (ic == 0)
nxg = MAX(kc, lf);
else
nxg = lf;
/* Allocate memory */
if (!(c = NAG_ALLOC(nc, double)) || !(xg = NAG_ALLOC(nxg, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 1; i <= nx; ++i)
scanf("%lf", &xg[i - 1]);
scanf("%*[^\n] ");
/* nag_tsa_uni_spectrum_lag (g13cac).
* Univariate time series, smoothed sample spectrum using
* rectangular, Bartlett, Tukey or Parzen lag window
*/
nag_tsa_uni_spectrum_lag(nx, mtx, px, iw, mw, ic, nc, c, kc, lf,
Nag_Unlogged, nxg, xg, &ng, stats, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_uni_spectrum_lag (g13cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf("Covariances\n");
for (i = 1; i <= nc; ++i) {
printf("%11.4f", c[i - 1]);
if (i % 6 == 0 || i == nc)
printf("\n");
}
printf("\n");
printf("Degrees of freedom =%4.1f Bandwidth =%7.4f\n", stats[0],
stats[3]);
printf("\n");
printf("95 percent confidence limits - Lower =%7.4f "
"Upper =%7.4f\n",
stats[1], stats[2]);
printf("\n");
printf(" Spectrum Spectrum Spectrum"
" Spectrum\n");
printf(" estimate estimate estimate"
" estimate\n");
for (i = 1; i <= ng; ++i) {
printf("%4" NAG_IFMT "%10.4f", i, xg[i - 1]);
if (i % 4 == 0 || i == ng)
printf("\n");
}
}
END:
NAG_FREE(c);
NAG_FREE(xg);
return exit_status;
}