G13AEF Example Program Results
Convergence was achieved after 16 cycles
Final values of the PAR parameters and the constant are as follows
-0.0547 -0.5568 -0.6636 9.9807
Residual sum of squares is 9397.924 with 25 degrees of freedom
The final values of ZSP were
0.1000E-14 0.1000E+02 0.1000E+04 0.1000E-03
The number of parameters estimated was 6
( backward forecasts, PAR and C, in that order )
The corresponding G array holds
-0.1512 -0.2343 -6.4097 13.5617 -72.6232 -0.1642
The corresponding SD array holds
14.8379 15.1887 0.3507 0.2709 0.1695 7.3893
Corresponding H matrix
1 2 3 4 5
1 1.9416E+00 -6.1794E-01 2.4409E-01 1.7942E+00 -8.3579E-01
2 3.4176E-01 1.9446E+00 -1.6544E-01 -2.5084E-01 1.7952E+00
3 -1.0544E-02 5.5643E-03 9.0416E+03 -9.6825E+03 5.4626E+02
4 -1.2113E-02 5.6011E-03 8.1322E-01 1.7031E+04 -5.6761E+03
5 -2.3216E-03 -1.1495E-03 3.6741E-01 4.7942E-01 1.7028E+04
6 -1.4580E-01 -2.6004E-01 -4.0877E-02 -4.8389E-02 -3.7442E-02
6
1 2.4106E-01
2 8.5926E-01
3 8.1847E-01
4 6.9417E+00
5 6.3308E+00
6 7.4339E+00
Holds second derivatives in the upper half (including the main diagonal)
and correlation coefficients in the lower triangle
EX, EXR, and AL each hold 32 values made up of 2 back forecast(s),
29 differenced values, and
1 element(s) of reconstituted information
EX
19.5250 5.8753 40.0000 11.0000 30.0000
26.0000 15.0000 31.0000 27.0000 23.0000
-11.0000 -26.0000 -11.0000 -11.0000 -15.0000
-25.0000 -7.0000 37.0000 50.0000 14.0000
40.0000 -4.0000 27.0000 0.0000 34.0000
10.0000 34.0000 4.0000 -12.0000 -29.0000
-21.0000 64.0000
EXR
19.5250 -3.9279 19.5711 -5.6291 10.2221
15.1582 -9.3276 16.4285 15.2115 -5.4211
-27.3444 -18.3061 5.3890 -12.9812 -22.4767
-15.2183 4.4944 33.6867 19.7586 -27.1470
32.2426 -12.2765 1.6941 -1.8465 23.3772
-10.4576 14.3302 -5.7061 -28.6401 -20.4502
-2.7215 0.0000
AL
19.5250 5.8753 30.0193 1.0193 20.0193
16.0193 5.0193 21.0193 17.0193 13.0193
-20.9807 -35.9807 -20.9807 -20.9807 -24.9807
-34.9807 -16.9807 27.0193 40.0193 4.0193
30.0193 -13.9807 17.0193 -9.9807 24.0193
0.0193 24.0193 -5.9807 -21.9807 -38.9807
-30.9807 0.0000
The state set consists of 4 values
64.0000 -30.9807 -20.4502 -2.7215