This manual relates to an old release of the Library.
The documentation for the current release is also available on this site.
NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
 G13FEF Example Program Results

                Parameter        Standard
                estimates         errors 
 Alpha0             0.08            0.12
 Alpha1             0.00            0.85

  Beta1             0.67            0.19

  Gamma             0.35            0.63

     DF             5.03            5.13

     B0            50.22            3.33
     B1           -18.48            1.43
     B2             6.45            0.54


 Volatility forecast =         0.61