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 {
        /* sunspots from 1770 to 1869 */
        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};
        int backwardOrigin = 3;
        double[][] printTable     = new double[15][4];
        double[][] printEstimates = new double[1][4];
        double[] forecasts;
        double[] deviations;
        PrintMatrixFormat pmf = new PrintMatrixFormat();
        PrintMatrix pm        = new PrintMatrix();
        NumberFormat nf = NumberFormat.getNumberInstance();
        pm.setColumnSpacing(3);
        
        ARMA arma = new ARMA(2, 1, z);
        arma.setRelativeError(0.0);
        arma.setMaxIterations(0);
        arma.compute();
        
        System.out.println("ARMA ESTIMATES");
        double[] ar = arma.getAR();
        double[] ma = arma.getMA();
        printEstimates[0][0] = arma.getConstant();
        printEstimates[0][1] = ar[0];
        printEstimates[0][2] = ar[1];
        printEstimates[0][3] = ma[0];
        String[] estimateLabels = {"Constant", "AR(1)", "AR(2)", "MA(1)"};
        pmf.setColumnLabels(estimateLabels);
        nf.setMinimumFractionDigits(5);
        nf.setMaximumFractionDigits(5);
        pmf.setNumberFormat(nf);
        pm.setTitle("ARMA ESTIMATES");
        pm.print(pmf, printEstimates);
        arma.setBackwardOrigin(backwardOrigin);
        
        String[] labels = { "From 1866", "From 1867",
        "From 1868", "From 1869"};
        pmf.setColumnLabels(labels);
        pmf.setFirstRowNumber(1);
        nf.setMinimumFractionDigits(1);
        nf.setMaximumFractionDigits(1);
        pmf.setNumberFormat(nf);
        pm.setTitle("FORECASTS");
        pm.print(pmf, arma.forecast(5));
        
        /* FORECASTING - An example of forecasting using the ARMA estimates
         * In this case, forecasts are returned for the last 10 values in the 
         * series followed by the forecasts for the next 5 values.
         */
        String[] forecastLabels={"Observed", "Forecast", "Residual", "UCL(90%)"};
        pmf.setColumnLabels(forecastLabels);
        backwardOrigin = 10;
        arma.setBackwardOrigin(backwardOrigin);
        int n_forecast = 5;
        arma.setConfidence(0.9);
        forecasts  = arma.getForecast(n_forecast);
        deviations = arma.getDeviations();
        for(int i=0; i<backwardOrigin; i++){
            printTable[i][0] = z[z.length-backwardOrigin+i];
            printTable[i][1] = forecasts[i];
            printTable[i][2] = z[z.length-backwardOrigin+i]-forecasts[i];
            printTable[i][3] = forecasts[i] + deviations[0];
        }
        for(int i=backwardOrigin; i<n_forecast+backwardOrigin; i++){
            printTable[i][0] = Double.NaN;
            printTable[i][1] = forecasts[i];
            printTable[i][2] = Double.NaN;
            printTable[i][3] = forecasts[i] + deviations[i-backwardOrigin];
        }
        pmf.setFirstRowNumber(1869-backwardOrigin+1);
        pm.setTitle("ARMA ONE-STEP AHEAD FORECASTS");
        pm.print(pmf, printTable);
        
        //new PrintMatrix("getForecast").print(arma.getForecast(15));
        //new PrintMatrix("getDeviations").print(arma.getDeviations());
        
        
    }
}