nag_tsa_multi_corrmat_cross (g13dmc) Example Program Data
2 48 10 :  k, no. of series,  n, no. of obs in each series,  m, no. of lags
-1.490 -1.620  5.200  6.230  6.210  5.860  4.090  3.180
 2.620  1.490  1.170  0.850 -0.350  0.240  2.440  2.580
 2.040  0.400  2.260  3.340  5.090  5.000  4.780  4.110
 3.450  1.650  1.290  4.090  6.320  7.500  3.890  1.580
 5.210  5.250  4.930  7.380  5.870  5.810  9.680  9.070
 7.290  7.840  7.550  7.320  7.970  7.760  7.000  8.350
 7.340  6.350  6.960  8.540  6.620  4.970  4.550  4.810
 4.750  4.760 10.880 10.010 11.620 10.360  6.400  6.240
 7.930  4.040  3.730  5.600  5.350  6.810  8.270  7.680
 6.650  6.080 10.250  9.140 17.750 13.300  9.630  6.800
 4.080  5.060  4.940  6.650  7.940 10.760 11.890  5.850
 9.010  7.500 10.020 10.380  8.150  8.370 10.730 12.140 : End of time series