Program g13asfe
! G13ASF Example Program Text
! Mark 28.3 Release. NAG Copyright 2022.
! .. Use Statements ..
Use nag_library, Only: g13aff, g13asf, nag_wp, x04abf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: iset = 1, nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: c, chi, s, siglev
Integer :: idf, ifail, ires, ishow, itc, kfc, &
kpiv, ldcm, ldrcm, liw, lwork, m, n, &
nadv, ndf, nit, npar, nppc, nst, nx, &
pp, qp
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: cm(:,:), par(:), r(:), rcm(:,:), &
sd(:), st(:), v(:), work(:), x(:)
Integer :: isf(4), mr(7)
Integer, Allocatable :: iw(:)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'G13ASF Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
! Read in problem size
Read (nin,*) nx, kfc, c
! Read in the orders
Read (nin,*) mr(1:7)
! Calculate NPAR and various array sizes
npar = mr(1) + mr(3) + mr(4) + mr(6)
nppc = npar + kfc
ldcm = nppc
pp = mr(1) + mr(4)*mr(7)
qp = mr(3) + mr(6)*mr(7)
ires = 15*qp + 11*nx + 13*nppc + 8*pp + 12 + 2*(qp+nppc)**2
Allocate (par(npar),x(nx),sd(nppc),cm(ldcm,nppc),st(nx),v(ires))
! Read in data
Read (nin,*) x(1:nx)
! Read in initial values
Read (nin,*) par(1:npar)
! Read in control parameters
Read (nin,*) kpiv, nit
! Set the advisory channel to NOUT for monitoring information
If (kpiv/=0) Then
nadv = nout
Call x04abf(iset,nadv)
End If
! Fit ARIMA model
ifail = -1
Call g13aff(mr,par,npar,c,kfc,x,nx,s,ndf,sd,nppc,cm,ldcm,st,nst,kpiv, &
nit,itc,isf,v,ires,n,ifail)
If (ifail/=0) Then
If (ifail/=9) Then
Go To 100
End If
End If
! Read in parameters for G13ASF
Read (nin,*) m, ishow
ldrcm = m
liw = max(mr(1),mr(3),mr(4),mr(6))
lwork = npar*(n+npar+1) + liw*max(mr(7),1) + m
Allocate (r(m),rcm(ldrcm,m),iw(liw),work(lwork))
! Set the advisory channel to NOUT for monitoring information
! if it has not been set previously
If (ishow/=0 .And. kpiv==0) Then
nadv = nout
Call x04abf(iset,nadv)
End If
! Perform diagnostic checks
ifail = 0
Call g13asf(n,v,mr,m,par,npar,ishow,r,rcm,ldrcm,chi,idf,siglev,iw,liw, &
work,lwork,ifail)
100 Continue
End Program g13asfe