/* nag_tsa_uni_autocorr (g13abc) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.3, 2021.
*
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
Integer exit_status = 0, i, nk, nx;
NagError fail;
double mean, *r = 0, stat, *x = 0, xv;
INIT_FAIL(fail);
printf("nag_tsa_uni_autocorr (g13abc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT " %" NAG_IFMT "", &nx, &nk);
if (nk > 0 && nx > 1 && nk < nx) {
if (!(r = NAG_ALLOC(nk, double)) || !(x = NAG_ALLOC(nx, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
} else {
printf("Invalid nx or nk.\n");
exit_status = 1;
return exit_status;
}
for (i = 0; i < nx; ++i)
scanf("%lf", &x[i]);
printf("\nThe first %2" NAG_IFMT " coefficients are required\n", nk);
/* nag_tsa_uni_autocorr (g13abc).
* Sample autocorrelation function
*/
nag_tsa_uni_autocorr(x, nx, nk, &mean, &xv, r, &stat, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_uni_autocorr (g13abc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("The input array has sample mean %12.4f\n", mean);
printf("The input array has sample variance %12.4f\n", xv);
printf("The sample autocorrelation coefficients are\n\n");
printf(" Lag Coeff\n");
for (i = 0; i < 10; ++i)
printf("%6" NAG_IFMT "%10.4f\n", i + 1, r[i]);
printf("\nThe value of stat is %12.4f\n", stat);
END:
NAG_FREE(r);
NAG_FREE(x);
return exit_status;
}