nag_tsa_resid_corr (g13asc) Example Program Results Parameters to g13bec ____________________ nseries...................... 1 criteria............... Nag_Exact cfixed................. Nag_FALSE alpha.................. 1.00e-02 beta................... 1.00e+01 delta.................. 1.00e+03 gamma.................. 1.00e-07 print_level............. Nag_Soln outfile................ stdout The number of iterations carried out is 15 The final values of the parameters and their standard deviations are i para[i] sd 1 -0.094096 0.361543 2 -0.579152 0.295984 3 -0.611889 0.182241 4 9.932425 7.050207 The residual sum of squares = 9.436281e+03 The objective function = 9.762154e+03 The degrees of freedom = 25.00 RESIDUAL AUTOCORRELATION FUNCTION --------------------------------- LAG K 1 2 3 4 5 6 7 R(K) 0.030 0.026 -0.039 0.043 -0.129 -0.062 -0.218 ST.ERROR 0.011 0.116 0.122 0.147 0.171 0.171 0.179 --------------------------------------------------------- LAG K 8 9 10 R(K) -0.105 -0.024 -0.072 ST.ERROR 0.182 0.182 0.184 ---------------------------------------------------------