import java.text.*;
import com.imsl.stat.*;
import com.imsl.math.PrintMatrix;
import com.imsl.math.PrintMatrixFormat;

public class ARMAEx3 {
    public static void main(String args[]) throws Exception {
        double[] z = {100.8, 81.6, 66.5, 34.8, 30.6, 7, 19.8, 92.5,
        154.4, 125.9, 84.8, 68.1, 38.5, 22.8, 10.2, 24.1, 82.9,
        132, 130.9, 118.1, 89.9, 66.6, 60, 46.9, 41, 21.3, 16,
        6.4, 4.1, 6.8, 14.5, 34, 45, 43.1, 47.5, 42.2, 28.1, 10.1,
        8.1, 2.5, 0, 1.4, 5, 12.2, 13.9, 35.4, 45.8, 41.1, 30.4,
        23.9, 15.7, 6.6, 4, 1.8, 8.5, 16.6, 36.3, 49.7, 62.5, 67,
        71, 47.8, 27.5, 8.5, 13.2, 56.9, 121.5, 138.3, 103.2,
        85.8, 63.2, 36.8, 24.2, 10.7, 15, 40.1, 61.5, 98.5, 124.3,
        95.9, 66.5, 64.5, 54.2, 39, 20.6, 6.7, 4.3, 22.8, 54.8,
        93.8, 95.7, 77.2, 59.1, 44, 47, 30.5, 16.3, 7.3, 37.3,
        73.9};
        PrintMatrixFormat pmf = new PrintMatrixFormat();
        
        ARMA arma = new ARMA(2, 1, z);
        arma.setRelativeError(0.0);
        arma.setMaxIterations(0);
        arma.compute();
        
        System.out.println("Method of Moments initial estimates:");
        new PrintMatrix("AR estimates are:  ").print(arma.getAR());
        System.out.println();
        new PrintMatrix("MA estimate is:  ").print(arma.getMA());
        arma.setBackwardOrigin(3);
        
        String[] labels = { "Forecast From 1866", "Forecast From 1867",
        "Forecast From 1868", "Forecast From 1869"};
        pmf.setColumnLabels(labels);
        new PrintMatrix("forecasts:  ").print(pmf, arma.forecast(12));
        
        String[] devlabel = {"Dev. for prob. limits"};
        pmf.setColumnLabels(devlabel);
        new PrintMatrix().print(pmf, arma.getDeviations());
        
        pmf = new PrintMatrixFormat();
        String[] psilabel = {"Psi"};
        pmf.setColumnLabels(psilabel);
        new PrintMatrix().print(pmf, arma.getPsiWeights());
    }
}