*     G05PAF Example Program Text
*     Mark 20 Release. NAG Copyright 2001.
*     .. Parameters ..
      INTEGER          IP, IQ, N, NR
      PARAMETER        (IP=2,IQ=0,N=10,NR=IP+IQ+5+IP)
      INTEGER          NOUT
      PARAMETER        (NOUT=6)
*     .. Local Scalars ..
      DOUBLE PRECISION AVAR, VAR, XMEAN
      INTEGER          I, IFAIL, IGEN
*     .. Local Arrays ..
      DOUBLE PRECISION PHI(IP), R(NR), THETA(1), X(N)
      INTEGER          ISEED(4)
*     .. External Subroutines ..
      EXTERNAL         G05KBF, G05PAF
*     .. Executable Statements ..
      WRITE (NOUT,*) 'G05PAF Example Program Results'
      WRITE (NOUT,*)
*     Set the ARMA model parameters
      XMEAN = 0.0D0
      PHI(1) = 0.4D0
      PHI(2) = 0.2D0
      AVAR = 1.0D0
*     Initialise the seed to a repeatable sequence
      ISEED(1) = 1762543
      ISEED(2) = 9324783
      ISEED(3) = 4234401
      ISEED(4) = 742355
*     IGEN identifies the stream.
      IGEN = 1
      CALL G05KBF(IGEN,ISEED)
      IFAIL = 0
*     Set up the reference vector
      CALL G05PAF(0,XMEAN,IP,PHI,IQ,THETA,AVAR,VAR,N,X,IGEN,ISEED,R,NR,
     +            IFAIL)
*     Generate a sample of 10 observations
      CALL G05PAF(1,XMEAN,IP,PHI,IQ,THETA,AVAR,VAR,N,X,IGEN,ISEED,R,NR,
     +            IFAIL)
      DO 20 I = 1, N
         WRITE (NOUT,99999) X(I)
   20 CONTINUE
      STOP
*
99999 FORMAT (1X,F12.4)
      END