/* 
 *  gretl -- Gnu Regression, Econometrics and Time-series Library
 *  Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
 * 
 *  This program is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
 *  (at your option) any later version.
 * 
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 * 
 *  You should have received a copy of the GNU General Public License
 *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
 * 
 */

/* Sample program to estimate an ARMA model via libgretl and
   produce a few forecast values */

#include <gretl/libgretl.h>
#include <gretl/forecast.h>

int main (void)
{
	libgretl_init();

	PRN *prn = gretl_print_new(GRETL_PRINT_STDOUT, NULL);
	int err, i;

	int size = 11;
	int interStart = 4;
	int interEnd = 6;
	double data[] = {0, 0.1, 0.2, 0.3, 0, 0, 0, 0.3, 0.2, 0.1, 0};
	double lags[] = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10};

	DATASET *gretlData = create_new_dataset(3, size, 0);
	for(i = 0; i < size; i++)
	{
		gretlData->Z[1][i] = data[i];
		gretlData->Z[2][i] = lags[i];
	}

	int *list = gretl_list_new(7);
	list[1] = 1;        /* AR order */
	list[2] = 0;        /* order of integration */
	list[3] = 0;        /* MA order */
	list[4] = LISTSEP;  /* separator */
	list[5] = 1;        /* position of dependent variable in dataset */
	list[6] = 0;        /* add constant */
	list[7] = 2;        /* position of independent variable in dataset */

	MODEL *model = gretl_model_new();
	*model = arma(list, NULL, gretlData, OPT_C, prn);

	if(model->errcode) printf("Could not estimate model.\n");
	else
	{
		FITRESID *forecast = get_forecast(model, interStart, interEnd, 0, gretlData, OPT_NONE, &err);
		if(err) printf("Could not forecast.\n");
		else
		{
			printf("Interpolated samples: ");
			for(i = interStart; i <= interEnd; ++i)
			{
				printf("%f\t", forecast->fitted[i]);
			}
			printf("\n");
			free_fit_resid(forecast);
		}
	}

	gretl_model_free(model);
	destroy_dataset(gretlData);
	gretl_print_destroy(prn);

	libgretl_cleanup();

	return 0;
}