Program g13adfe ! G13ADF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g13adf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: rv, xv Integer :: ifail, nk, npar, nwa, pp, qp ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: par(:), r(:), wa(:) Integer :: isf(4), mr(7) ! .. Intrinsic Procedures .. Intrinsic :: max ! .. Executable Statements .. Write (nout,*) 'G13ADF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) ! Read in problem size and variance Read (nin,*) nk Read (nin,*) xv Allocate (r(nk)) ! Read in data Read (nin,*) r(1:nk) ! Read in the orders Read (nin,*) mr(1:7) ! Calculate NPAR npar = mr(1) + mr(3) + mr(4) + mr(6) pp = max(mr(1),mr(4)) qp = max(mr(3),mr(6)) nwa = max(pp**2+pp,4*(qp+1)) Allocate (par(npar),wa(nwa)) ! Calculate preliminary estimates ifail = -1 Call g13adf(mr,r,nk,xv,npar,wa,nwa,par,rv,isf,ifail) If (ifail/=0) Then If (ifail<7) Then Go To 100 End If End If ! Display results Write (nout,99999) 'Parameter estimation success/failure indicator', & isf(1:4) Write (nout,*) Write (nout,99998) 'ARIMA model parameter values ', par(1:npar) Write (nout,*) Write (nout,99998) 'Residual variance', rv 100 Continue 99999 Format (1X,A,4I4) 99998 Format (1X,A,5F10.5) End Program g13adfe