nag_tsa_uni_spectrum_daniell (g13cbc) Example Program Results
No smoothing
Degrees of freedom = 2.0 Bandwidth = 0.0480
95 percent confidence limits - Lower =-1.3053 Upper = 3.6762
Spectrum Spectrum Spectrum Spectrum
estimate estimate estimate estimate
1 -5.9354 2 -0.1662 3 -0.8250 4 -0.9452
5 3.2137 6 0.2738 7 -1.0690 8 -1.0401
9 -1.2388 10 -3.5434 11 -5.2568 12 -3.2450
13 -2.4294 14 -3.9987 15 -2.9853 16 -4.6631
17 -4.3317 18 -4.6982 19 -4.6335 20 -3.6732
21 -5.8411 22 -4.7727 23 -3.9747 24 -4.8351
25 -5.9979 26 -6.1169 27 -5.5245 28 -4.4774
29 -5.6331 30 -4.0707 31 -4.6921 32 -5.6515
33 -9.2919 34 -4.6302 35 -4.1700 36 -4.7829
37 -6.6058 38 -5.8145 39 -5.2714 40 -5.8736
41 -10.2188 42 -5.7887 43 -7.0751 44 -7.4055
45 -8.2774 46 -7.8966 47 -6.4435 48 -5.7844
49 -5.4690 50 -6.8709 51 -8.7123
Frequency width of smoothing window = 1/30
Degrees of freedom = 7.0 Bandwidth = 0.1767
95 percent confidence limits - Lower =-0.8275 Upper = 1.4213
Spectrum Spectrum Spectrum Spectrum
estimate estimate estimate estimate
1 -0.1776 2 -0.4561 3 -0.1784 4 1.9042
5 2.1094 6 1.7061 7 -0.7659 8 -1.4734
9 -1.5939 10 -2.1157 11 -2.9151 12 -2.7055
13 -2.8200 14 -3.4077 15 -3.8813 16 -3.6607
17 -4.0601 18 -4.4756 19 -4.2700 20 -4.3092
21 -4.5711 22 -4.8111 23 -4.5658 24 -4.7285
25 -5.4386 26 -5.5081 27 -5.2325 28 -5.0262
29 -4.4539 30 -4.4764 31 -4.9152 32 -5.8492
33 -5.5872 34 -4.9804 35 -4.8904 36 -5.2666
37 -5.7643 38 -5.8620 39 -5.5011 40 -5.7129
41 -6.3894 42 -6.4027 43 -6.1352 44 -6.5766
45 -7.3676 46 -7.1405 47 -6.1674 48 -5.8600
49 -6.1036 50 -6.2673 51 -6.4321