function macra(X);
%This is a GUI shell for running a bidirectional multivariate auto- and 
% cross-regressive analysis on two simultaneous, continuous time series.
% X is a rectangular matrix with two columns.
value=[];
inputPrompt=[];
colname=[];
R=[];
b=[];
TM=[];
G=[];
H=[];
C=[];
P=[];
len=length(X);
userInput=[];
inputPrompt={'Please assign a short name to the first data column: '};
value=inputdlg(inputPrompt);
c1name=value;
inputPrompt={'Please assign a short name to the second data column: '};
value=inputdlg(inputPrompt);
c2name=value;
mm=mean(X);
sd=std(X);
C=ones(1,len);
C=C';
D=C*mm;
S=C*sd;
P=X-D;
R=P./S;
plot(R(:,1),'b-');
hold on
plot(R(:,2),'r-');
xlabel('Time');
ylabel('Standard scores');
title(['Plot of ' char(c1name) ' (blue) and ' char(c2name) ' (red) versus time']);
hold off
fprintf('        \n');
userInput=input('Hit <return> when ready to view serial correlation plots...');
ok=userInput;
fprintf('        \n');
userInput=input('Enter number of lags to compute for correlation plots (Å N/4):  ');
la=userInput;
pacorr(X(:,1),la,c1name);
pacorr(X(:,2),la,c2name);
fprintf('        \n');
userInput=input('Move the 4 stacked plots around to view, hit <return> when finished...');
ok=userInput;
fprintf('        \n');
userInput=input('Select the number of lags to include in regression model (Å 5 recommended):  ');
lr=userInput;

%set up lags
for j=1:lr
	for i=1:len
		if j>=i
			G(i,j)=0;
		else		
		G(i,j)=X((i-j),1);
		end
	end	
end
for j=1:lr
	for i=1:len
		if j>=i
			H(i,j)=0;
		else		
		H(i,j)=X((i-j),2);
		end
	end	
end
G=G((lr+1):len,:);
H=H((lr+1):len,:);
X=X((lr+1):len,:);
newl=length(X);
TM=[G,X(:,2),H];%matrix of independent variables
for i=1:lr  %set up array of column names
	j=num2str(i);
	tx1=strcat(c1name,'-L',j);
	colname{i}=(tx1);
end
for i=(lr+1):(2*lr+1)
	j=num2str(i-lr-1);
	tx2=strcat(c2name,'-L',j);
	colname{i}=(tx2);
end
colname=colname';
fprintf('      \n');
userInput=input(['Analysis with ' char(c1name) ' as dependent variable, independent variables listed below <return>']);
ok=userInput;
cnum=1:(2*lr+1);
for i=1:(2*lr+1)
	C=char(colname{i});
	fprintf('%d\t=\t%s\n',cnum(i),C);
end

stpwise(TM,X(:,1));
fprintf('      \n');
userInput=input('Remove lag terms to find the best minimax model and enter RMSE:  ');
rmse1=userInput;
fprintf('      \n');
userInput=input('Enter number of terms in minimax model:  ');
terms1=userInput;
mse1=rmse1*rmse1;
sse1=mse1*(newl-terms1-1);
Tln1=newl*log(sse1/newl);

fprintf('      \n');
userInput=input('Remove cross-regressive terms for auto-regressive model and enter RMSE:  ');
rmse2=userInput;
fprintf('      \n');
userInput=input('Enter number of terms in auto-regressive model:  ');
terms2=userInput;
mse2=rmse2*rmse2;
sse2=mse2*(newl-terms2-1);
Tln2=newl*log(sse2/newl);
Q1=Tln2-Tln1;
df1=(terms1-terms2);
pdf1=1-(chi2cdf(Q1,df1));

fprintf('      \n');
userInput=input(['Analysis with ' char(c2name) ' as dependent variable, independent variables listed below <return>']);
TM=[H,X(:,1),G];
for i=1:lr  %set up array of column names
	j=num2str(i);
	tx1=strcat(c2name,'-L',j);
	colname{i}=(tx1);
end
for i=(lr+1):(2*lr+1)
	j=num2str(i-lr-1);
	tx2=strcat(c1name,'-L',j);
	colname{i}=(tx2);
end
colname=colname';
ok=userInput;
cnum=1:(2*lr+1);
for i=1:(2*lr+1)
	C=char(colname{i});
	fprintf('%d\t=\t%s\n',cnum(i),C);
end

stpwise(TM,X(:,2));

fprintf('      \n');
userInput=input('Remove lag terms to find the best minimax model and enter RMSE:  ');
rmse3=userInput;
fprintf('      \n');
userInput=input('Enter number of terms in minimax model:  ');
terms3=userInput;
mse3=rmse3*rmse3;
sse3=mse3*(newl-terms3-1);
Tln3=newl*log(sse3/newl);

fprintf('      \n');
userInput=input('Remove cross-regressive terms for auto-regressive model and enter RMSE:  ');
rmse4=userInput;
fprintf('      \n');
userInput=input('Enter number of terms in auto-regressive model:  ');
terms4=userInput;
mse4=rmse4*rmse4;
sse4=mse4*(newl-terms4-1);
Tln4=newl*log(sse4/newl);
Q2=(Tln4-Tln3);
df2=(terms3-terms4);
pdf2=1-(chi2cdf(Q2,df2));

fprintf('      \n');
%fprintf('Effect of\t on\t\t  Q\t\t df\t\t P\n');
fprintf('Results: \n');
fprintf('   \n');
fprintf('Effect of %s on %s: Q(%d) = %6.3f, P = %6.4f\n',char(c2name),char(c1name),df1,Q1,pdf1);
fprintf('      \n');
fprintf('Effect of %s on %s: Q(%d) = %6.3f, P = %6.4f\n',char(c1name),char(c2name),df2,Q2,pdf2);
%fprintf('%s\t\t%s\t%6.3f\t%3.0f\t%8.4f\n',char(c2name),char(c1name),Q2,df2,pdf2);
fprintf('      \n');
fprintf('ALL DONE!\n');