NAG Library Manual, Mark 28.3
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NAG FL Interface Introduction
Example description

 G13CAF Example Program Results

 Covariances
   1152.9733   937.3289   494.9243    14.8648  -342.8548  -514.6479
   -469.2733  -236.6896   109.0608   441.3498   637.4571   641.9954
    454.0505   154.5960  -136.8016  -343.3911  -421.8441  -374.4095
   -241.1943   -55.6140   129.4067   267.4248   311.8293   230.2807
     56.4402  -146.4689  -320.9948  -406.4077  -375.6384  -273.5936
   -132.6214    11.0791   126.4843   171.3391   122.6284   -11.5482
   -169.2623  -285.2358  -331.4567  -302.2945  -215.4832  -107.8732
     -3.4126    73.2521    98.0831    71.8949    17.0985   -27.5632
    -76.7900  -110.5354  -126.1383  -121.1043  -103.9362   -67.4619
    -10.8678    58.5009   116.4587   140.0961   129.5928    66.3211
    -35.5487  -135.3894  -203.7149  -216.2161  -152.7723   -30.4361
     99.3397   188.9594   204.9047   148.4056    34.4975  -103.7840
   -208.5982  -252.4128  -223.7600  -120.8640    23.3565   156.0956
    227.7642   228.5123   172.3820    87.4911   -21.2170  -117.5282
   -176.3634  -165.1218   -75.1308    67.1634   195.7290   279.3039
    290.8258   225.3811   104.0784   -44.4731  -162.7355  -207.7480
   -165.2444   -48.5473   118.8872   265.0045

 Degrees of freedom = 9.0      Bandwidth = 0.1165

 95 percent confidence limits -     Lower = 0.4731  Upper = 3.3329

       Spectrum       Spectrum      Spectrum       Spectrum
       estimate       estimate      estimate       estimate
    1  210.4696    2  428.2020    3  810.1419    4  922.5900
    5  706.1605    6  393.4052    7  207.6481    8  179.0657
    9  170.1320   10  133.0442   11  103.6752   12  103.0644
   13  141.5173   14  194.3041   15  266.5730   16  437.0181
   17  985.3130   18 2023.1574   19 2681.8980   20 2363.7439
   21 1669.9001   22 1012.1320   23  561.4822   24  467.2741
   25  441.9977   26  300.1985   27  172.0184   28  114.7823
   29   79.1533   30   49.4882   31   27.0902   32   16.8081
   33   27.5111   34   59.4429   35   97.0145   36  119.3664
   37  116.6737   38   87.3142   39   54.9570   40   42.9781
   41   46.6097   42   53.6206   43   50.6050   44   36.7780
   45   25.6285   46   24.8555   47   30.2626   48   31.5642
   49   27.3351   50   22.4443   51   18.5418   52   15.2425
   53   12.0207   54   12.6846   55   18.3975   56   19.3058
   57   12.6103   58    7.9511   59    7.1333   60    5.4996
   61    3.4182   62    3.2359   63    5.3836   64    8.5225
   65   10.0610   66    7.9483   67    4.2261   68    3.2631
   69    5.5751   70    7.8491   71    9.3694   72   11.0791
   73   10.1386   74    6.3158   75    3.6375   76    2.6561
   77    1.8026   78    1.0103   79    1.0693   80    2.3950
   81    4.0822   82    4.6221   83    4.0672   84    3.8460
   85    4.8489   86    6.3964   87    6.4762   88    4.9457
   89    4.4444   90    5.2131   91    5.0389   92    4.6141
   93    5.8722   94    7.9268   95    7.9486   96    5.7854
   97    4.5495   98    5.2696   99    6.3893  100    6.5216
  101    6.2129