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

public class ARAutoUnivariateEx1 {
    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};

        ARAutoUnivariate autoAR = new ARAutoUnivariate(20, z);
        System.out.println("");
        System.out.println("    Method of Moments ");
        System.out.println("");

        autoAR.setEstimationMethod(autoAR.METHOD_OF_MOMENTS);
        autoAR.compute();
       
        System.out.println("Order Selected: "+ autoAR.getOrder());
        System.out.println("AIC = "+autoAR.getAIC()+"       Variance = "+ 
                autoAR.getInnovationVariance());
        System.out.println("Constant = "+autoAR.getConstant());
        System.out.println("");
        new PrintMatrix("AR estimates are:  ").print(autoAR.getAR());
        
        
        /* try another method */
        System.out.println("");
        System.out.println("");
        System.out.println("    Least Squares ");
        System.out.println("");
        autoAR.setEstimationMethod(autoAR.LEAST_SQUARES);
        autoAR.compute();
        
        System.out.println("Order Selected: "+ autoAR.getOrder());
        System.out.println("AIC = "+autoAR.getAIC()+"       Variance = "+ 
                autoAR.getInnovationVariance());
        System.out.println("Constant = "+autoAR.getConstant());
        System.out.println();
        new PrintMatrix("AR estimates are:  ").print(autoAR.getAR());

        System.out.println("");
        System.out.println("");
        System.out.println("    Maximum Likelihood ");
        System.out.println("");
        autoAR.setEstimationMethod(autoAR.MAX_LIKELIHOOD);
        autoAR.compute();
        
        System.out.println("Order Selected: "+ autoAR.getOrder());
        System.out.println("AIC = "+autoAR.getAIC()+"       Variance = "+ 
                autoAR.getInnovationVariance());
        System.out.println("Constant = "+autoAR.getConstant());
        System.out.println();
        new PrintMatrix("AR estimates are:  ").print(autoAR.getAR());
     }
}