nag_tsa_auto_corr (g13abc) Example Program Results
The first 10 coefficients are required
The input array has sample mean 37.4180
The input array has sample variance 1002.0301
The sample autocorrelation coefficients are
Lag Coeff
1 0.8004
2 0.4355
3 0.0328
4 -0.2835
5 -0.4505
6 -0.4242
7 -0.2419
8 0.0550
9 0.3783
10 0.5857
The value of stat is 92.1231