/* nag_tsa_transf_prelim_fit (g13bdc) Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.1, 2017.
 */

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>

int main(void)
{
  /* Scalars */
  double r0, s;
  Integer exit_status, i, iwa, nl, nwds;

  /* Arrays */
  double *r = 0, *wa = 0, *wds = 0;
  Integer isf[3];
  Nag_TransfOrder transfv;
  NagError fail;

  INIT_FAIL(fail);

  exit_status = 0;

  printf("nag_tsa_transf_prelim_fit (g13bdc) Example Program Results\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");
  scanf("%" NAG_IFMT "%*[^\n] ", &nl);
  scanf("%lf%*[^\n] ", &r0);

  if (nl > 0) {
    /* Allocate array r */
    if (!(r = NAG_ALLOC(nl, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

    for (i = 1; i <= nl; ++i)
      scanf("%lf", &r[i - 1]);
    scanf("%*[^\n] ");
    scanf("%ld %ld %ld", &transfv.nag_b, &transfv.nag_q, &transfv.nag_p);
    scanf("%lf%*[^\n] ", &s);

    nwds = transfv.nag_q + transfv.nag_p + 1;
    iwa = transfv.nag_p * (transfv.nag_p + 1);

    /* Allocate arrays wa and wds */
    if (!(wa = NAG_ALLOC(iwa, double)) || !(wds = NAG_ALLOC(nwds, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

    /* nag_tsa_transf_prelim_fit (g13bdc).
     * Multivariate time series, preliminary estimation of
     * transfer function model
     */
    nag_tsa_transf_prelim_fit(r0, r, nl, &transfv, s, wds, isf, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_tsa_transf_prelim_fit (g13bdc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    printf("\n");
    printf("Success/failure indicator%4" NAG_IFMT "%4" NAG_IFMT "\n",
           isf[0], isf[1]);
    printf("\n");
    printf("Transfer function model B, Q, P =");

    printf("%4ld %4ld %4ld\n", transfv.nag_b, transfv.nag_q, transfv.nag_p);

    printf("\n");
    printf("Parameter initial estimates\n");

    for (i = 1; i <= nwds; ++i)
      printf("%10.4f", wds[i - 1]);
    printf("\n");
  }

END:
  NAG_FREE(r);
  NAG_FREE(wa);
  NAG_FREE(wds);

  return exit_status;
}