nag_tsa_multi_varma_update (g13dkc) Example Program Results
Forecast summary table
----------------------
Forecast origin is set at t = 48
Lead Time 1 2 3 4 5
Series 1: Forecast 7.82 7.28 6.77 6.33 5.95
: Standard Error 1.72 2.23 2.51 2.68 2.79
Series 2: Forecast 10.31 9.25 8.65 8.30 8.10
: Standard Error 2.32 2.68 2.78 2.82 2.83
Forecast summary table
----------------------
Forecast origin is set at t = 49
Lead Time 1 2 3 4 5
Series 1: Forecast 8.10 7.49 6.94 6.46 6.06
: Standard Error 0.00 1.72 2.23 2.51 2.68
Series 2: Forecast 10.20 9.19 8.61 8.28 8.08
: Standard Error 0.00 2.32 2.68 2.78 2.82
Forecast summary table
----------------------
Forecast origin is set at t = 50
Lead Time 1 2 3 4 5
Series 1: Forecast 8.10 8.50 7.80 7.18 6.65
: Standard Error 0.00 0.00 1.72 2.23 2.51
Series 2: Forecast 10.20 10.00 9.08 8.54 8.24
: Standard Error 0.00 0.00 2.32 2.68 2.78