NAG Library Manual, Mark 28.5
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G13BCF Example Program Results

                            Between        Between
                            X and Y        Y and X

 Standard deviation ratio    2.0053         0.4987

 Cross correlation at lag
                        0    0.0568         0.0568
                        1    0.0438        -0.0151
                        2   -0.3762         0.3955
                        3   -0.4864         0.3417
                        4   -0.6294         0.5486
                        5   -0.3871         0.2291
                        6   -0.1690         0.3190
                        7   -0.0678         0.1980
                        8    0.0962         0.0438
                        9    0.0788        -0.1428
                       10    0.2910        -0.1376
                       11    0.0950        -0.0387
                       12    0.0547        -0.0380
                       13    0.1855        -0.1551
                       14    0.0243        -0.1536
                       15    0.0034        -0.0696

 Test statistic             22.1269        17.2917