Program g13bcfe ! G13BCF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. 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