static int *arma_info_get_x_list (arma_info *ainfo)
{
int *xlist = NULL;
int start = arma_list_y_position(ainfo);
int i;
xlist = gretl_list_new(ainfo->nexo);
if (xlist != NULL) {
for (i=1; i<=xlist[0]; i++) {
xlist[i] = ainfo->alist[i + start];
}
}
return xlist;
}
static int arma_adjust_sample (arma_info *ainfo,
const DATASET *dset,
int *missv, int *misst)
{
int *list = ainfo->alist;
int ypos = arma_list_y_position(ainfo);
int t0, t1 = dset->t1, t2 = dset->t2;
int i, vi, vlmax, k, t;
int missing;
int err = 0;
#if ARMA_DEBUG
fprintf(stderr, "arma_adjust_sample: at start, t1=%d, t2=%d, maxlag = %d\n",
t1, t2, ainfo->maxlag);
#endif
t0 = t1 - ainfo->maxlag;
if (t0 < 0) {
t1 -= t0;
}
/* list position of last var to check for lags */
if (arma_xdiff(ainfo)) {
vlmax = list[0];
} else {
vlmax = ypos;
}
/* advance the starting point if need be */
for (t=t1; t<=t2; t++) {
missing = 0;
for (i=ypos; i<=list[0] && !missing; i++) {
vi = list[i];
if (na(dset->Z[vi][t])) {
/* current value missing */
missing = 1;
}
if (i <= vlmax) {
for (k=1; k<=ainfo->maxlag && !missing; k++) {
if (na(dset->Z[vi][t-k])) {
/* lagged value missing */
missing = 1;
}
}
}
}
if (missing) {
t1++;
} else {
break;
}
}
/* retard the ending point if need be */
for (t=t2; t>=t1; t--) {
missing = 0;
for (i=ypos; i<=list[0] && !missing; i++) {
vi = list[i];
if (na(dset->Z[vi][t])) {
missing = 1;
}
}
if (missing) {
t2--;
} else {
break;
}
}
if (t2 < t1) {
gretl_errmsg_set(_("No usable data were found"));
return E_MISSDATA;
}
missing = 0;
/* check for missing obs within the adjusted sample range */
for (t=t1; t<t2; t++) {
int tmiss = 0;
for (i=ypos; i<=list[0]; i++) {
vi = list[i];
if (na(dset->Z[vi][t])) {
if (missv != NULL && misst != NULL && *missv == 0) {
/* record info on first missing obs */
*missv = vi;
*misst = t + 1;
}
tmiss = 1;
}
}
if (tmiss) {
missing++;
}
}
if (missing > 0 && !arma_na_ok(ainfo)) {
err = E_MISSDATA;
}
if (!err) {
ainfo->fullT = t2 - t1 + 1;
ainfo->T = ainfo->fullT - missing;
if (ainfo->T <= ainfo->nc) {
/* insufficient observations */
err = E_DF;
}
}
if (!err) {
#if ARMA_DEBUG
fprintf(stderr, "arma_adjust_sample: at end, t1=%d, t2=%d\n",
t1, t2);
#endif
ainfo->t1 = t1;
ainfo->t2 = t2;
}
return err;
}
