/* nag_tsa_multi_regmat_partial (g13dpc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.0, 2024.
*/
#include <nag.h>
#include <stdio.h>
static void zprint(Integer, Integer, double *, double *, double *, double *,
double *);
int main(void) {
/* Scalars */
Integer exit_status, i, j, k, m, maxlag, n, kmax;
NagError fail;
/* Arrays */
double *loglhd = 0, *parlag = 0, *pvalue = 0, *qq = 0, *se = 0, *z = 0;
double *x = 0;
#define Z(I, J) z[(J - 1) * kmax + I - 1]
INIT_FAIL(fail);
exit_status = 0;
printf("nag_tsa_multi_regmat_partial (g13dpc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &k, &n, &m);
if (k > 0 && n >= 1 && m >= 1) {
/* Allocate arrays */
if (!(loglhd = NAG_ALLOC(m, double)) ||
!(parlag = NAG_ALLOC(k * k * m, double)) ||
!(pvalue = NAG_ALLOC(m, double)) ||
!(qq = NAG_ALLOC(k * k * m, double)) ||
!(se = NAG_ALLOC(k * k * m, double)) ||
!(z = NAG_ALLOC(k * n, double)) || !(x = NAG_ALLOC(m, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
kmax = k;
for (i = 1; i <= k; ++i) {
for (j = 1; j <= n; ++j)
scanf("%lf", &Z(i, j));
scanf("%*[^\n] ");
}
/* nag_tsa_multi_regmat_partial (g13dpc).
* Multivariate time series, partial autoregression matrices
*/
nag_tsa_multi_regmat_partial(k, n, z, m, &maxlag, parlag, se, qq, x, pvalue,
loglhd, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_multi_regmat_partial (g13dpc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
zprint(k, maxlag, parlag, se, qq, x, pvalue);
}
END:
NAG_FREE(loglhd);
NAG_FREE(parlag);
NAG_FREE(pvalue);
NAG_FREE(qq);
NAG_FREE(se);
NAG_FREE(z);
NAG_FREE(x);
return exit_status;
}
static void zprint(Integer k, Integer maxlag, double *parlag, double *se,
double *qq, double *x, double *pvalue) {
/* Scalars */
double sum;
Integer i2, i, j, lf;
/* Arrays */
char st[7];
#define SE(I, J, K) se[((K - 1) * k + (J - 1)) * k + I - 1]
#define QQ(I, J, K) qq[((K - 1) * k + (J - 1)) * k + I - 1]
#define PARLAG(I, J, K) parlag[((K - 1) * k + (J - 1)) * k + I - 1]
if (k > 1) {
printf("\n");
printf(" Partial Autoregression Matrices Indicator"
" Residual Chi-Square Pvalue\n");
printf(" Symbols"
" Variances Statistic\n");
printf(" ------------------------------- ---------"
" --------- ----------- ------\n");
}
if (k == 1) {
printf("\n");
printf(" Partial Autoregression Function Indicator"
" Residual Chi-Square Pvalue\n");
printf(" Symbols");
printf(" Variances");
printf(" Statistic\n");
printf(" ------------------------------- ---------"
" --------- ----------- ------\n");
}
for (lf = 1; lf <= maxlag; ++lf) {
for (j = 1; j <= k; ++j) {
sum = PARLAG(1, j, lf);
st[j] = '.';
if (sum > SE(1, j, lf) * 1.96)
st[j] = '+';
if (sum < SE(1, j, lf) * -1.96)
st[j] = '-';
}
if (k == 1) {
printf("\n");
printf(" Lag %2" NAG_IFMT " :", lf);
for (j = 1; j <= k; ++j) {
printf("%6.3f", PARLAG(1, j, lf));
printf("%14s", "");
}
for (i2 = 1; i2 <= k; ++i2)
printf("%c", st[i2]);
printf("%14.3f%13.3f%9.3f\n", QQ(1, 1, lf), x[lf - 1], pvalue[lf - 1]);
printf(" ");
for (j = 1; j <= k; ++j)
printf("(%6.3f ) ", SE(1, j, lf));
printf("\n");
} else if (k == 2) {
printf("\n");
printf(" Lag %2" NAG_IFMT " :", lf);
for (j = 1; j <= k; ++j)
printf("%8.3f", PARLAG(1, j, lf));
printf("%14s", "");
for (i2 = 1; i2 <= k; ++i2)
printf("%c", st[i2]);
printf("%13.3f %12.3f %8.3f\n", QQ(1, 1, lf), x[lf - 1], pvalue[lf - 1]);
printf(" ");
for (j = 1; j <= k; ++j)
printf("(%5.3f) ", SE(1, j, lf));
printf("\n");
} else if (k == 3) {
printf("\n");
printf(" Lag %2" NAG_IFMT " :", lf);
for (j = 1; j <= k; ++j)
printf("%8.3f ", PARLAG(1, j, lf));
for (i2 = 1; i2 <= k; ++i2)
printf("%c", st[i2]);
printf("%12.3f%13.3f%9.3f\n", QQ(1, 1, lf), x[lf - 1], pvalue[lf - 1]);
printf(" ");
for (j = 1; j <= k; ++j)
printf("(%5.3f) ", SE(1, j, lf));
printf("\n");
} else if (k == 4) {
printf("\n");
printf(" Lag %2" NAG_IFMT "\n", lf);
for (j = 1; j <= k; ++j)
printf("%8.3f ", PARLAG(1, j, lf));
for (i2 = 1; i2 <= k; ++i2)
printf("%c", st[i2]);
printf("%12.3f%13.3f%9.3f\n", QQ(1, 1, lf), x[lf - 1], pvalue[lf - 1]);
printf(" ");
for (j = 1; j <= k; ++j)
printf("(%5.3f) ", SE(1, j, lf));
printf("\n");
}
for (i = 2; i <= k; ++i) {
for (j = 1; j <= k; ++j) {
sum = PARLAG(i, j, lf);
st[j] = '.';
if (sum > SE(i, j, lf) * 1.96)
st[j] = '+';
if (sum < SE(i, j, lf) * -1.96)
st[j] = '-';
}
if (k == 2) {
printf(" ");
for (j = 1; j <= k; ++j)
printf("%8.3f", PARLAG(i, j, lf));
printf(" ");
for (i2 = 1; i2 <= k; ++i2)
printf("%c", st[i2]);
printf("%13.3f\n", QQ(i, i, lf));
printf(" ");
for (j = 1; j <= k; ++j)
printf("(%5.3f) ", SE(i, j, lf));
printf("\n");
} else if (k == 3) {
printf(" ");
for (j = 1; j <= k; ++j)
printf("%8.3f ", PARLAG(i, j, lf));
for (i2 = 1; i2 <= k; ++i2)
printf("%c", st[i2]);
printf("%12.3f\n", QQ(i, i, lf));
printf(" ");
for (j = 1; j <= k; ++j)
printf("(%5.3f) ", SE(i, j, lf));
printf("\n");
} else if (k == 4) {
for (j = 1; j <= k; ++j)
printf("%8.3f ", PARLAG(i, j, lf));
for (i2 = 1; i2 <= k; ++i2)
printf("%c", st[i2]);
printf("%12.3f\n", QQ(i, i, lf));
printf(" ");
for (j = 1; j <= k; ++j)
printf("(%5.3f) ", SE(i, j, lf));
printf("\n");
}
}
}
return;
}