Program g13bcfe
! G13BCF Example Program Text
! Mark 28.3 Release. NAG Copyright 2022.
! .. Use Statements ..
Use nag_library, Only: g13bcf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: r0xy, r0yx, statxy, statyx, sxy, syx
Integer :: i, ifail, nl, nxy
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: rxy(:), ryx(:), x(:), y(:)
! .. Executable Statements ..
Write (nout,*) 'G13BCF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read series length and number of lags
Read (nin,*) nxy, nl
Allocate (x(nxy),y(nxy),rxy(nl),ryx(nl))
! Read series
Read (nin,*) x(1:nxy)
Read (nin,*) y(1:nxy)
! Call routine to calculate cross correlations between X and Y
ifail = 0
Call g13bcf(x,y,nxy,nl,sxy,r0xy,rxy,statxy,ifail)
! Call routine to calculate cross correlations between Y and X
ifail = 0
Call g13bcf(y,x,nxy,nl,syx,r0yx,ryx,statyx,ifail)
! Display results
Write (nout,*) ' Between Between'
Write (nout,*) ' X and Y Y and X'
Write (nout,*)
Write (nout,99999) 'Standard deviation ratio', sxy, syx
Write (nout,*)
Write (nout,*) 'Cross correlation at lag'
Write (nout,99999) ' 0', r0xy, r0yx
Write (nout,99998)(i,rxy(i),ryx(i),i=1,nl)
Write (nout,*)
Write (nout,99997) 'Test statistic ', statxy, statyx
99999 Format (1X,A,F10.4,F15.4)
99998 Format (21X,I4,F10.4,F15.4)
99997 Format (1X,A,F10.4,F15.4)
End Program g13bcfe