nag_tsa_transf_orders (g13byc) (PDF version)
g13 Chapter Contents
g13 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_tsa_transf_orders (g13byc)

▸▿ Contents

    1  Purpose
    2  Specification
    3  Description
    4  References
    5  Arguments
    6  Error Indicators and Warnings
    7  Accuracy
    8  Parallelism and Performance
    9  Further Comments
    10  Example

1
Purpose

nag_tsa_transf_orders (g13byc) allocates memory to the four pointers in the structure of type Nag_TransfOrder. The structure is used to hold the transfer function model orders of the input series for some functions in Chapter g13. This function must be called before any attempt is made to access this structure.

2
Specification

#include <nag.h>
#include <nagg13.h>
void  nag_tsa_transf_orders (Integer nseries, Nag_TransfOrder *transfv, NagError *fail)

3
Description

The transfer function model orders of the input series are supplied to the time series function in memory allocated to four pointers. These pointers are the constituent members of the structure of type Nag_TransfOrder used by some functions in Chapter g13.
The purpose of nag_tsa_transf_orders (g13byc) is to allocate memory to these four pointers.

4
References

None.

5
Arguments

1:     nseries – IntegerInput
On entry: the total number of input and output series. There may be any number of input series (including none), but always one output series. (See nag_tsa_multi_inp_model_estim (g13bec) or nag_tsa_multi_inp_model_forecast (g13bjc) for details).
Constraint: nseries≥1 .
2:     transfv – Nag_TransfOrder *
Pointer to structure of type Nag_TransfOrder with the following members:
b – Integer *Output
q – Integer *Output
p – Integer *
r – Integer *Output
On exit: each of the pointers will have been allocated sufficient memory. (See nag_tsa_multi_inp_model_estim (g13bec) or nag_tsa_multi_inp_model_forecast (g13bjc) for details).
3:     fail – NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6
Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
NE_INT_ARG_LT
On entry, nseries=value.
Constraint: nseries≥1.

7
Accuracy

Not applicable.

8
Parallelism and Performance

nag_tsa_transf_orders (g13byc) is not threaded in any implementation.

9
Further Comments

None.

10
Example

See nag_tsa_multi_inp_model_estim (g13bec) and nag_tsa_multi_inp_model_forecast (g13bjc) for examples of how nag_tsa_transf_orders (g13byc) is used.
nag_tsa_transf_orders (g13byc) (PDF version)
g13 Chapter Contents
g13 Chapter Introduction
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017