G13DMF Example Program Results


  THE MEANS
  ---------

       4.370      7.868

  CROSS-CORRELATION MATRICES
  --------------------------

  Lag =  0
           2.818    0.249
           0.249    2.815

  Lag =  1
           0.736    0.174
           0.211    0.555

  Lag =  2
           0.456    0.076
           0.069    0.260

  Lag =  3
           0.379    0.014
           0.026   -0.038

  Lag =  4
           0.322    0.110
           0.093   -0.236

  Lag =  5
           0.341    0.269
           0.087   -0.250

  Lag =  6
           0.363    0.344
           0.132   -0.227

  Lag =  7
           0.280    0.425
           0.207   -0.128

  Lag =  8
           0.248    0.522
           0.197   -0.085

  Lag =  9
           0.240    0.266
           0.254    0.075

  Lag = 10
           0.162   -0.020
           0.267    0.005

  Standard error = 1 / SQRT(N) = 0.144

  TABLES OF INDICATOR SYMBOLS
  ---------------------------

  For Lags 1 to 10



  Auto-correlation function for series  1

                0.005  : *                                                      
          +     0.01   : * * *                                                  
                0.05   : * * * * * *                                            
     Sig. Level        : - - - - - - - - - -  Lags                              
                0.05   :                                                        
          -     0.01   :                                                        
                0.005  :                                                        



  Cross-correlation function for series  1 and series 2

                0.005  :               *                                        
          +     0.01   :             * *                                        
                0.05   :           * * *                                        
     Sig. Level        : - - - - - - - - - -  Lags                              
                0.05   :                                                        
          -     0.01   :                                                        
                0.005  :                                                        



  Cross-correlation function for series  2 and series 1

                0.005  :                                                        
          +     0.01   :                                                        
                0.05   :                                                        
     Sig. Level        : - - - - - - - - - -  Lags                              
                0.05   :                                                        
          -     0.01   :                                                        
                0.005  :                                                        



  Auto-correlation function for series  2

                0.005  : *                                                      
          +     0.01   : *                                                      
                0.05   : *                                                      
     Sig. Level        : - - - - - - - - - -  Lags                              
                0.05   :                                                        
          -     0.01   :                                                        
                0.005  :