/*****************************************************************************

    Function: ar1.c Autoregressive function of order 1

    Description:
    Parameters: ar1 [phi] [x0] [ZSigma] [seed] [number]
    Return:  a list of the x1...xN values

*****************************************************************************/
#include <stdio.h>
#include <time.h>
#include "random.h"

float rannorm(long *);

int main(int argc, char *argv[])
{
long seed;
unsigned long  i,n;
double phi,x,stdev;

if (argc >5)
  { n = atof(argv[5]);
  }
else
  { n=10;
  }

if (argc > 4)
  { seed = -atol(argv[4]);
  }
else
  { seed = -1964;
  }
if ( argc >3 )
  { stdev = atof(argv[3]);
  }
else
  { stdev = 1;
  }
if (argc > 2)
  { x = atof(argv[2]);
  }
else
  {
   x = 0;
  }

if (argc > 1)
  {
        phi = atof(argv[1]);
  }
else
  { phi = 0.1;
  }

 printf("# ar1.c [phi] [x0] [zsigma] [seed] [number]\n");
 printf("# generates data from an AR(1) process: X(t)=phi * X(t-1) + Zt\n");
 printf("# dforrest@virginia.edu 1997\n");
 printf("# AR(1) phi=%g X0=%g Zsigma=%g seed=%li n=%li\n",phi,x,stdev,-seed,n);

 for (i=1;i<=n ;i++ )
    {
     x = phi * x + rannorm(&seed)*stdev;
     printf("%g\n",x);
    }

 return 0;
}