Program g05phfe ! G05PHF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g05kff, g05phf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: lseed = 1, nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: avar, var, xmean Integer :: genid, ifail, ip, iq, lr, lstate, & mode, n, subid ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: phi(:), r(:), theta(:), x(:) Integer :: seed(lseed) Integer, Allocatable :: state(:) ! .. Intrinsic Procedures .. Intrinsic :: max ! .. Executable Statements .. Write (nout,*) 'G05PHF Example Program Results' Write (nout,*) ! Skip heading in data file Read (nin,*) ! Read in the base generator information and seed Read (nin,*) genid, subid, seed(1) ! Initial call to initialiser to get size of STATE array lstate = 0 Allocate (state(lstate)) ifail = 0 Call g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Reallocate STATE Deallocate (state) Allocate (state(lstate)) ! Initialize the generator to a repeatable sequence ifail = 0 Call g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Read in sample size Read (nin,*) n ! Read in number of coefficients Read (nin,*) ip, iq lr = ip + iq + 6 + max(ip,iq+1) Allocate (phi(ip),theta(iq),x(n),r(lr)) ! Read in mean Read (nin,*) xmean ! Read in autoregressive coefficients If (ip>0) Then Read (nin,*) phi(1:ip) End If ! Read in moving average coefficients If (iq>0) Then Read (nin,*) theta(1:iq) End If ! Read in variance Read (nin,*) avar ! Using a single call to G05PHF, so set up reference vector ! and generate values in one go mode = 2 ifail = 0 Call g05phf(mode,n,xmean,ip,phi,iq,theta,avar,r,lr,state,var,x,ifail) ! Display the variates Write (nout,99999) x(1:n) 99999 Format (1X,F12.4) End Program g05phfe