NAG Library Manual, Mark 28.4
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
    Program g13affe

!     G13AFF Example Program Text

!     Mark 28.4 Release. NAG Copyright 2022.

!     .. Use Statements ..
      Use nag_library, Only: g13aff, nag_wp, x04abf, x04caf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: c, s
      Integer                          :: ifail, ipd, iqd, ires, itc, kfc,     &
                                          kpiv, ldcm, nadv, ndf, nit, npar,    &
                                          nppc, nres, nst, nx
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: cm(:,:), par(:), res(:), sd(:),      &
                                          st(:), x(:)
      Integer                          :: isf(4), mr(7)
!     .. Executable Statements ..
      Write (nout,*) 'G13AFF Example Program Results'
      Write (nout,*)

!     Skip heading in data file
      Read (nin,*)

!     Read in the problem size etc
      Read (nin,*) nx, kfc, c

!     Read in the orders
      Read (nin,*) mr(1:7)

!     Calculate NPAR and various array lengths
      npar = mr(1) + mr(3) + mr(4) + mr(6)
      nppc = npar + kfc
      iqd = mr(6)*mr(7) + mr(3)
      ipd = mr(4)*mr(7) + mr(1)
      ires = 15*iqd + 11*nx + 13*nppc + 8*ipd + 12 + 2*(iqd+nppc)**2

      ldcm = nppc
      Allocate (x(nx),par(npar),sd(nppc),cm(ldcm,nppc),st(nx),res(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(1,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,    &
      If (ifail/=0) Then
        If (ifail<7) Then
          Go To 100
        End If
      End If

!     Display results
      If (ifail==0) Then
        Write (nout,99999) 'Convergence was achieved after', itc, ' cycles'
        Write (nout,99999) 'Iterative process ran for', itc, ' cycles'
      End If
      Write (nout,*)
      Write (nout,*)                                                           &
        'Final values of the PAR parameters and the constant are as follows'
      Write (nout,99996) par(1:npar), c
      Write (nout,*)
      Write (nout,99995) 'Residual sum of squares is', s, '  with', ndf,       &
        ' degrees of freedom'
      If ((ifail==0 .Or. ifail==9) .And. itc>0) Then
        Write (nout,*)
        Write (nout,*) 'The corresponding SD array holds'
        Write (nout,99994) sd(1:nppc)
        Write (nout,*)
        Flush (nout)
        ifail = 0
        Call x04caf('General',' ',nppc,nppc,cm,ldcm,                           &
          'The correlation matrix is as follows',ifail)
      End If
      If (ifail==0 .Or. ifail==9) Then
        Write (nout,*)
        Write (nout,99999) 'The residuals consist of', nres, ' values'
        Write (nout,99998) res(1:nres)
        Write (nout,*)
        Write (nout,99997) 'The state set consists of', nst, ' values'
        Write (nout,99993) st(1:nst)
      End If

100   Continue

99999 Format (1X,A,I4,A)
99998 Format (1X,5F10.4)
99997 Format (1X,A,I3,A)
99996 Format (1X,4F10.4)
99995 Format (1X,A,F10.3,A,I4,A)
99994 Format (1X,10F9.4)
99993 Format (1X,6F11.3)
    End Program g13affe