G13ASF Example Program Results RESIDUAL AUTOCORRELATION FUNCTION --------------------------------- LAG K 1 2 3 4 5 6 7 R(K) 0.020 -0.040 -0.019 0.068 -0.143 -0.046 -0.205 ST.ERROR 0.007 0.125 0.128 0.150 0.168 0.168 0.178 --------------------------------------------------------- LAG K 8 9 10 R(K) -0.108 -0.001 -0.058 ST.ERROR 0.179 0.181 0.183 --------------------------------------------------------- BOX - LJUNG PORTMANTEAU STATISTIC = 3.465 SIGNIFICANCE LEVEL = 0.839 (BASED ON 7 DEGREES OF FREEDOM) VALUE OF IFAIL PARAMETER ON EXIT FROM G13ASF = 0