NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* 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;
}