# Try out NAG Library functions

Explore NAG maths and stats routines with interactive demos
Function ID
G13AAF
Name
nagf_tsa_uni_diff
Description
Univariate time series, seasonal and non-seasonal differencing
Keywords
differencing, time series | non-seasonal differencing | seasonal differencing | time series | univariate time series
This example reads in a set of data consisting of $20$ observations from a time series. Non-seasonal differencing of order $2$ and seasonal differencing of order $1$ (with seasonality of $4$) are applied to the input data, giving an output array holding $14$ differenced values and $6$ values which can be used to reconstitute the output array.
    Program g13aafe

!     G13AAF Example Program Text

!     Mark 26.1 Release. NAG Copyright 2016.

!     .. Use Statements ..
Use nag_library, Only: g13aaf, nag_wp
!     .. Implicit None Statement ..
Implicit None
!     .. Parameters ..
Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
Integer                          :: ifail, nd, nds, ns, nx, nxd
!     .. Local Arrays ..
Real (Kind=nag_wp), Allocatable  :: x(:), xd(:)
!     .. Executable Statements ..
Write (nout,*) 'G13AAF Example Program Results'
Write (nout,*)

!     Skip heading in data file

!     Read in the problem size
Read (nin,*) nx, nd, nds, ns

Allocate (x(nx),xd(nx))

!     Perform differencing
ifail = 0
Call g13aaf(x,nx,nd,nds,ns,xd,nxd,ifail)

!     Display results
Write (nout,99999) 'Non-seasonal differencing of order ', nd,            &
' and seasonal differencing'
Write (nout,99999) 'of order ', nds, ' with seasonality ', ns,           &
' are applied'
Write (nout,*)
Write (nout,99998) 'The output array holds ', nx,                        &
' values, of which the first ', nxd, ' are differenced values'
Write (nout,*)
Write (nout,99997) xd(1:nx)

99999 Format (1X,A,I1,A,I1,A)
99998 Format (1X,A,I2,A,I2,A)
99997 Format (1X,5F9.1)
End Program g13aafe

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