nag_tsa_multi_varma_forecast (g13djc) 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