! G13DNF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
Module g13dnfe_mod
! G13DNF Example Program Module:
! Parameters and User-defined Routines
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: zprint
! .. Parameters ..
Integer, Parameter, Public :: nin = 5, nout = 6
Contains
Subroutine zprint(k,n,m,ldpar,parlag,x,pvalue,nout)
! .. Use Statements ..
Use nag_library, Only: x04cbf
! .. Scalar Arguments ..
Integer, Intent (In) :: k, ldpar, m, n, nout
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (In) :: parlag(ldpar,ldpar,m), pvalue(m), &
x(m)
! .. Local Scalars ..
Real (Kind=nag_wp) :: c1, c2, c3, c5, c6, c7, inv_sqrt_n, &
sum_nag
Integer :: i, i2, ifail, j, l, ll
! .. Local Arrays ..
Character (1) :: clabs(1), rlabs(1)
Character (79) :: rec(7)
! .. Intrinsic Procedures ..
Intrinsic :: real, sqrt
! .. Executable Statements ..
! Print the partial lag correlation matrices.
inv_sqrt_n = 1.0E0_nag_wp/sqrt(real(n,kind=nag_wp))
Write (nout,*)
Write (nout,*) ' PARTIAL LAG CORRELATION MATRICES'
Write (nout,*) ' --------------------------------'
Do l = 1, m
Write (nout,99999) ' Lag = ', l
Flush (nout)
ifail = 0
Call x04cbf('G','N',k,k,parlag(1,1,l),ldpar,'F9.3',' ','N',rlabs, &
'N',clabs,80,5,ifail)
End Do
Write (nout,99998) ' Standard error = 1 / SQRT(N) =', inv_sqrt_n
! Print indicator symbols to indicate significant elements.
Write (nout,*)
Write (nout,*) ' TABLES OF INDICATOR SYMBOLS'
Write (nout,*) ' ---------------------------'
Write (nout,99999) ' For Lags 1 to ', m
! Set up annotation for the plots.
Write (rec(1),99997) ' 0.005 :'
Write (rec(2),99997) ' + 0.01 :'
Write (rec(3),99997) ' 0.05 :'
Write (rec(4)(1:23),99997) ' Sig. Level :'
Write (rec(4)(24:),99997) '- - - - - - - - - - Lags'
Write (rec(5),99997) ' 0.05 :'
Write (rec(6),99997) ' - 0.01 :'
Write (rec(7),99997) ' 0.005 :'
! Set up the critical values
c1 = 3.29E0_nag_wp*inv_sqrt_n
c2 = 2.58E0_nag_wp*inv_sqrt_n
c3 = 1.96E0_nag_wp*inv_sqrt_n
c5 = -c3
c6 = -c2
c7 = -c1
Do i = 1, k
Do j = 1, k
Write (nout,*)
If (i==j) Then
Write (nout,99996) ' Auto-correlation function for', ' series ', &
i
Else
Write (nout,99995) ' Cross-correlation function for', &
' series ', i, ' and series', j
End If
Do l = 1, m
ll = 23 + 2*l
sum_nag = parlag(i,j,l)
! Clear the last plot with blanks
Do i2 = 1, 7
If (i2/=4) Then
rec(i2)(ll:ll) = ' '
End If
End Do
! Check for significance
If (sum_nag>c1) Then
rec(1)(ll:ll) = '*'
End If
If (sum_nag>c2) Then
rec(2)(ll:ll) = '*'
End If
If (sum_nag>c3) Then
rec(3)(ll:ll) = '*'
End If
If (sum_nag<c5) Then
rec(5)(ll:ll) = '*'
End If
If (sum_nag<c6) Then
rec(6)(ll:ll) = '*'
End If
If (sum_nag<c7) Then
rec(7)(ll:ll) = '*'
End If
End Do
! Print
Write (nout,99997)(rec(i2),i2=1,7)
End Do
End Do
! Print the chi-square statistics and p-values.
Write (nout,*)
Write (nout,*)
Write (nout,*) ' Lag Chi-square statistic P-value'
Write (nout,*) ' --- -------------------- -------'
Write (nout,*)
Write (nout,99994)(l,x(l),pvalue(l),l=1,m)
Return
99999 Format (/,1X,A,I2)
99998 Format (/,1X,A,F6.3,A)
99997 Format (1X,A)
99996 Format (/,/,1X,A,A,I2,/)
99995 Format (/,/,1X,A,A,I2,A,I2,/)
99994 Format (1X,I4,10X,F8.3,11X,F8.4)
End Subroutine zprint
End Module g13dnfe_mod
Program g13dnfe
! G13DNF Example Main Program
! .. Use Statements ..
Use g13dnfe_mod, Only: nin, nout, zprint
Use nag_library, Only: g13dmf, g13dnf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Integer :: i, ifail, k, kmax, lwork, m, maxlag, &
n
Character (1) :: matrix
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: parlag(:,:,:), pvalue(:), r(:,:,:), &
r0(:,:), w(:,:), wmean(:), work(:), &
x(:)
! .. Executable Statements ..
Write (nout,*) 'G13DNF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) k, n, m, matrix
kmax = k
lwork = (5*m+6)*k**2 + k
Allocate (w(kmax,n),wmean(k),r0(kmax,k),r(kmax,kmax,m), &
parlag(kmax,kmax,m),x(m),pvalue(m),work(lwork))
! Read in series
Read (nin,*)(w(i,1:n),i=1,k)
! Calculate cross correlations
ifail = 0
Call g13dmf(matrix,k,n,m,w,kmax,wmean,r0,r,ifail)
! Calculate sample partial lag correlation matrices
ifail = 0
Call g13dnf(k,n,m,kmax,r0,r,maxlag,parlag,x,pvalue,work,lwork,ifail)
! Display results
Call zprint(k,n,m,kmax,parlag,x,pvalue,nout)
End Program g13dnfe