nag_tsa_multi_noise_bivar (g13cgc) Example Program Results

           Noise spectrum

     0          0.9012
     1          0.9074
     2          0.5925
     3          0.3101
     4          0.2915
     5          0.3019
     6          0.3041
     7          0.2183
     8          0.1700
     9          0.0952
    10          0.0597
    11          0.0493
    12          0.0356
    13          0.0299
    14          0.0200
    15          0.0128
    16          0.0084
    17          0.0042
    18          0.0025
    19          0.0022
    20          0.0022
    21          0.0022
    22          0.0023
    23          0.0024
    24          0.0021
    25          0.0017
    26          0.0014
    27          0.0014
    28          0.0014
    29          0.0010
    30          0.0011
    31          0.0010
    32          0.0009
    33          0.0011
    34          0.0009
    35          0.0009
    36          0.0008
    37          0.0007
    38          0.0011
    39          0.0016
    40          0.0017

Noise spectrum bounds multiplying factors

Lower =    0.6298     Upper =    1.8291

Impulse response function

     0         -0.0478
     1          0.0564
     2         -0.0530
     3         -0.5944
     4         -0.7189
     5         -0.8270
     6         -0.4772
     7         -0.2705
     8         -0.0322
     9          0.0165
    10         -0.0810
    11         -0.0289
    12         -0.0107
    13         -0.0395
    14          0.0475
    15          0.0136
    16          0.0153
    17         -0.0050
    18         -0.0033
    19         -0.0403
    20          0.0260
    21         -0.0023
    22          0.0066
    23          0.0094
    24         -0.0010
    25         -0.0130
    26          0.0014
    27          0.0107
    28         -0.0023
    29         -0.0076
    30          0.0313
    31         -0.0074
    32          0.0028
    33          0.0012
    34          0.0012
    35          0.0081
    36         -0.0071
    37         -0.0104
    38         -0.0093
    39          0.0083
    40          0.0028
    41         -0.0096
    42         -0.0001
    43         -0.0024
    44          0.0028
    45         -0.0103
    46          0.0089
    47         -0.0031
    48         -0.0002
    49          0.0068
    50         -0.0025
    51         -0.0063
    52          0.0124
    53         -0.0092
    54         -0.0026
    55         -0.0011
    56          0.0128
    57          0.0136
    58          0.0132
    59         -0.0144
    60         -0.0181
    61          0.0048
    62          0.0114
    63          0.0084
    64         -0.0205
    65         -0.0150
    66          0.0126
    67          0.0057
    68         -0.0284
    69          0.0020
    70          0.0296
    71          0.0287
    72         -0.0396
    73          0.0476
    74         -0.0992
    75         -0.0004
    76         -0.0164
    77         -0.0273
    78          0.0298
    79         -0.0858

Impulse response function standard error =    0.0809