NAG Library Manual, Mark 28.6
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NAG CL Interface Introduction
Example description
nag_tsa_uni_autocorr_part (g13acc) Example Program Results

 Lag  Partial    Predictor error  Autoregressive
      autocorrn  variance ratio   parameter

  1    0.800           0.359         1.108
  2   -0.571           0.242        -0.290
  3   -0.239           0.228        -0.193
  4   -0.049           0.228        -0.014
  5   -0.032           0.228        -0.032