package com.imsl.test.example.stat;

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

/**
 * <p>
 * Computes autocorrelations of the Wolfer sunspot data. </p>
 * <p>
 * Consider the Wolfer Sunspot Data (Anderson 1971, p. 660) consisting of the
 * number of sunspots observed each year from 1749 through 1924. The data set
 * for this example consists of the number of sunspots observed from 1770
 * through 1869. This example computes the estimated autocovariances, estimated
 * autocorrelations, and estimated standard errors of the autocorrelations using
 * both Bartletts and Moran formulas.</p>
 *
 * @see <a href="AutoCorrelationEx1.java">Code</a>
 * @see <a href="doc-files/AutoCorrelationEx1.out">Output</a>
 */

public class AutoCorrelationEx1 {

    public static void main(String args[]) throws Exception {
        double[] x = {
            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
        };

        AutoCorrelation ac = new AutoCorrelation(x, 20);

        new PrintMatrix("AutoCovariances are:  ").print(
                ac.getAutoCovariances());
        System.out.println();
        new PrintMatrix("AutoCorrelations are:  ").print(
                ac.getAutoCorrelations());
        System.out.println("Mean = " + ac.getMean());
        System.out.println();
        new PrintMatrix("Standard Error using Bartlett are:  ").print(
                ac.getStandardErrors(AutoCorrelation.BARTLETTS_FORMULA));
        System.out.println();
        new PrintMatrix("Standard Error using Moran are:  ").print(
                ac.getStandardErrors(AutoCorrelation.MORANS_FORMULA));
        System.out.println();
        new PrintMatrix("Partial AutoCovariances:  ").print(
                ac.getPartialAutoCorrelations());
        ac.setMean(50);
        new PrintMatrix("AutoCovariances are:  ").print(
                ac.getAutoCovariances());
        System.out.println();
        new PrintMatrix("AutoCorrelations are:  ").print(
                ac.getAutoCorrelations());
        System.out.println();
        new PrintMatrix("Standard Error using Bartlett are:  ").print(
                ac.getStandardErrors(AutoCorrelation.BARTLETTS_FORMULA));
    }
}