//#include <oxstd.h>  
//#include <packages/gnudraw/gnudraw.h>


#import <packages/Garch40/garch>


main()
{

    
//*** PARAMETER INPUT ***//


    decl garchobj; 
    decl 
        i_csts1, i_csts2, 
        i_distri,
        i_arma_orders1, i_arma_orders2,
        i_arfima,
        i_garch_orders1, i_garch_orders2,
        i_model,
        i_arch_in_mean,
        i_trunc,
        i_nt;
    decl file;    
    file = fopen("OxParameter.txt");   
    fscan(file, 
        &i_csts1, &i_csts2, 
        &i_distri, 
        &i_arma_orders1, &i_arma_orders2,
        &i_arfima,
        &i_garch_orders1, &i_garch_orders2,
        &i_model,
        &i_arch_in_mean,
        &i_trunc,
        &i_nt);  
    fclose(file);
    garchobj = new Garch();
    
    
//*** DATA INPUT ***//
    
    garchobj.Load("OxSeries.csv");          
    // garchobj.Info();                                         
    garchobj.Select(Y_VAR, {"X", 0, 0} );                    
    garchobj.SetSelSample(-1, 1, i_nt, 1);  
                    

//*** SPECIFICATIONS ***//
    

    garchobj.CSTS(i_csts1, i_csts2);            
    
        //  cst in Mean (1 or 0), cst in Variance (1 or 0)  
    
    garchobj.DISTRI(i_distri);              
    
        //  0 for Gauss, 1 for Student, 2 for GED, 3 for Skewed-Student
    
    garchobj.ARMA_ORDERS(i_arma_orders1, i_arma_orders2);       
    
        //  AR order (p), MA order (q).
    
    garchobj.ARFIMA(i_arfima);              
    
        //  1 if Arfima wanted, 0 otherwise
    
    garchobj.GARCH_ORDERS(i_garch_orders1, i_garch_orders2);        
    
        //  p order, q order
    
    garchobj.ARCH_IN_MEAN(i_arch_in_mean);      
    
        //  ARCH-in-mean: 1 or 2 to add the variance 
        //      or std. dev in the  cond. mean                      
    
    garchobj.MODEL(i_model);        
    
        //  0: RISKMETRICS  
        //  1:GARCH     
        //  2:EGARCH    
        //  3:GJR   
        //  4:APARCH    
        //  5:IGARCH
        //  6:FIGARCH-BBM   
        //  7:FIGARCH-CHUNG   
        //  8:FIEGARCH
        //  9:FIAPARCH-BBM  
        //  10: FIAPARCH-CHUNG  
        //  11: HYGARCH
    
    garchobj.TRUNC(i_trunc);
                
        // Truncation order (only F.I. models with BBM method)

    
//*** TESTS & FORECASTS ***//   


    garchobj.BOXPIERCE(<10;15;20>); 
    
        //  Lags for the Box-Pierce Q-statistics, <> otherwise
        
    garchobj.ARCHLAGS(<2;5;10>);    
    
        //  Lags for Engle's LM ARCH test, <> otherwise
    
    garchobj.NYBLOM(1);             
    
        //  1 to compute the Nyblom stability test, 0 otherwise  
    
    garchobj.SBT(1);                
    
        //  1 to compute the Sign Bias test, 0 otherwise  
    
    garchobj.PEARSON(<40;50;60>);   
            
        //  Cells (<40;50;60>) for the adjusted Pearson Chi-square 
        //  Goodness-of-fit test, <> otherwise //G@RCH1.12
    
    garchobj.RBD(<10;15;20>);       
    
        //  Lags for the Residual-Based Diagnostic test of Tse, <> otherwise

                        
//*** FORECASTS ***//
    

    garchobj.FORECAST(1,15,1);      
    
        // Arg.1 : 1 to launch the forecasting procedure, 0 otherwize 
        // Arg.2 : Number of forecasts
        // Arg.3 : 1 to Print the forecasts, 0 otherwise 

            
//*** OUTPUT ***//  


    garchobj.MLE(0);                
        
        //  0 : MLE (Second derivatives), 
        //  1 : MLE (OPG Matrix), 
        //  2 : QMLE
        
    garchobj.COVAR(1);              
    
        // if 1, prints variance-covariance matrix of the parameters.
        
    garchobj.ITER(5);               
    
        //  Interval of iterations between printed intermediary 
        //      results (if no intermediary results wanted, enter '0')
    
    garchobj.TESTS(0,1);            
    
        //  Arg. 1 : 1 to run tests PRIOR to estimation, 0 otherwise
        //  Arg. 2 : 1 to run tests AFTER estimation, 0 otherwise
        

//*** PARAMETERS ***//  


    garchobj.BOUNDS(1);             
    
        //  1 if bounded parameters wanted, 0 otherwise
    
    garchobj.FIXPARAM(0,<0;0;0;0;1;0>);
            
        //  Arg.1 : 1 to fix some parameters to their starting 
        //          values, 0 otherwize
        //  Arg.2 : 1 to fix (see garchobj.DoEstimation(<>)) 
        //          and 0 to estimate the corresponding parameter
        
        
//*** ESTIMATION ***//


    // garchobj.MAXSA(0,5,0.5,20,5,2,1);  
    
        //  Arg.1 : 1 to use the MaxSA algorithm of Goffe, 
        //          Ferrier and Rogers (1994) 
        //          and implemented in Ox by Charles Bos 
        //  Arg.2 : dT=initial temperature 
        //  Arg.3 : dRt=temperature reduction factor 
        //  Arg.4 : iNS=number of cycles 
        //  Arg.5 : iNT=Number of iterations before temperature reduction 
        //  Arg.6 : vC=step length adjustment    
        //  Arg.7 : vM=step length vector used in initial step 

    garchobj.Initialization(<>);
    
        // m_vPar = m_clevel | m_vbetam |  m_dARFI | m_vAR | m_vMA | 
        //      m_calpha0 | m_vgammav | m_dD |  m_vbetav |
        //      m_valphav | m_vleverage | m_vtheta1 | m_vtheta2 | 
        //      m_vpsy | m_ddelta | m_cA | m_cV | m_vHY | m_v_in_mean

    garchobj.PrintStartValues(1);   
      
        //  1: Prints the S.V. in a table form; 
        //  2: Individually;  
        //  3: in a Ox code to use in StartValues
        
    garchobj.PrintBounds(1);
    
    garchobj.DoEstimation();
    
    garchobj.Output();
            
    // garchobj.STORE(0,0,0,1,1,"01",0);  
    
        //  Arg.1,2,3,4,5 : 
        //          if 1 -> stored. (Res-SqRes-CondV-MeanFor-VarFor)
        //  Arg.6 : Suffix. The name of the saved series will be "Res_ARG6" 
        //          (or "MeanFor_ARG6", ...).   
        //  Arg.7 : if 0, saves as an Excel spreadsheet (.xls). If 1, saves 
        //          as a GiveWin dataset (.in7)
    
        
    decl estpar, m_vPar, m_vStdErrors; 
    m_vPar = garchobj.GetValue("m_vPar");
    m_vStdErrors = garchobj.GetValue("m_vStdErrors");
    estpar = (m_vPar)~(m_vStdErrors)'~(m_vPar./(m_vStdErrors)');  
    
    file = fopen("OxParameters.csv", "w");                     
    fprint(file, estpar );                              // Parameters
    fclose(file);
    
    file = fopen("OxResiduals.csv", "w"); 
    fprint(file, garchobj.GetValue("m_vE") );           // Residuals
    fclose(file);
    
    file = fopen("OxCondVars.csv", "w"); 
    fprint(file, garchobj.GetValue("m_vSigma2") );      // Conditional Variances
    fclose(file);
    
    delete garchobj;
}