nag_tsa_multi_inp_model_forecast (g13bjc) Example Program Results Parameters to g13bjc ____________________ nseries...................... 6 cfixed.................. Nag_TRUE outfile................ stdout 40 sets of observations were processed. The residual mean square for the output series is 20.0902 The forecast values and their standard errors are i fva fsd 1 93.398 4.4822 2 96.958 6.1498 3 86.046 7.0315 4 77.589 7.2885 5 82.139 7.3327 6 96.276 7.5220 7 98.345 8.0883 8 93.577 8.8020 The values of z(t) and noise(t) are i z1 z2 z3 z4 z5 noise 1 -0.339 -3.889 0.000 0.000 188.603 -79.375 2 -0.339 -0.000 4.514 0.000 199.438 -84.613 3 -0.339 -0.000 0.000 2.479 204.683 -87.823 4 -0.339 3.889 -4.514 -2.479 204.383 -91.940 5 -0.678 -3.889 0.000 0.000 210.623 -89.056 6 -0.678 -0.000 4.514 0.000 208.591 -77.426 7 -0.678 -0.000 0.000 2.479 205.070 -80.870 8 -0.678 3.889 -4.514 -2.479 203.407 -87.624 9 -1.017 -3.889 0.000 0.000 206.974 -86.068 10 -1.017 -0.000 4.514 0.000 206.132 -87.628 11 -1.017 -0.000 0.000 2.479 201.920 -88.381 12 -1.017 3.889 -4.514 -2.479 194.819 -75.698 13 -1.356 -3.889 0.000 0.000 203.974 -76.729 14 -1.356 -0.000 4.514 0.000 209.884 -75.041 15 -1.356 -0.000 0.000 2.479 210.705 -76.828 16 -1.356 3.889 -4.514 -2.479 210.373 -80.912 17 -1.695 -3.889 0.000 0.000 205.942 -85.358 18 -1.695 -0.000 4.514 0.000 194.575 -89.394 19 -1.695 -0.000 0.000 2.479 185.866 -86.650 20 -1.695 3.889 -4.514 -2.479 185.509 -84.709 21 -2.035 -3.889 0.000 0.000 191.606 -78.682 22 -2.035 -0.000 4.514 0.000 193.194 -80.673 23 -2.035 -0.000 0.000 2.479 199.896 -77.340 24 -2.035 3.889 -4.514 -2.479 203.497 -76.358 25 -2.374 -3.889 0.000 0.000 214.552 -80.290 26 -2.374 -0.000 4.514 0.000 213.770 -79.910 27 -2.374 -0.000 0.000 2.479 216.796 -76.901 28 -2.374 3.889 -4.514 -2.479 206.780 -79.302 29 -2.713 -3.889 0.000 0.000 200.416 -91.814 30 -2.713 -0.000 4.514 0.000 185.941 -84.742 31 -2.713 -0.000 0.000 2.479 171.495 -82.261 32 -2.713 3.889 -4.514 -2.479 166.673 -83.857 33 -3.052 -3.889 0.000 0.000 173.418 -77.477 34 -3.052 -0.000 4.514 0.000 176.573 -84.035 35 -3.052 -0.000 0.000 2.479 192.594 -88.021 36 -3.052 3.889 -4.514 -2.479 201.261 -87.105 37 -3.391 -3.889 0.000 0.000 207.879 -81.599 38 -3.391 -0.000 4.514 0.000 210.249 -85.372 39 -3.391 -0.000 0.000 2.479 205.262 -85.350 40 -3.391 3.889 -4.514 -2.479 193.874 -84.379 41 -3.730 -3.889 0.000 0.000 185.617 -84.600 42 -3.730 0.000 4.514 0.000 178.969 -82.795 43 -3.730 0.000 0.000 2.479 169.607 -82.309 44 -3.730 3.889 -4.514 -2.479 166.832 -82.409 45 -4.069 -3.889 0.000 0.000 172.733 -82.636 46 -4.069 0.000 4.514 0.000 178.579 -82.748 47 -4.069 0.000 0.000 2.479 182.739 -82.804 48 -4.069 3.889 -4.514 -2.479 183.582 -82.831