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

NAG CL Interface Introduction
Example description

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