nag_tsa_uni_spectrum_lag (g13cac) Example Program Results
Covariances
1152.9733 937.3289 494.9243 14.8648 -342.8548 -514.6479
-469.2733 -236.6896 109.0608 441.3498 637.4571 641.9954
454.0505 154.5960 -136.8016 -343.3911 -421.8441 -374.4095
-241.1943 -55.6140 129.4067 267.4248 311.8293 230.2807
56.4402 -146.4689 -320.9948 -406.4077 -375.6384 -273.5936
-132.6214 11.0791 126.4843 171.3391 122.6284 -11.5482
-169.2623 -285.2358 -331.4567 -302.2945 -215.4832 -107.8732
-3.4126 73.2521 98.0831 71.8949 17.0985 -27.5632
-76.7900 -110.5354 -126.1383 -121.1043 -103.9362 -67.4619
-10.8678 58.5009 116.4587 140.0961 129.5928 66.3211
-35.5487 -135.3894 -203.7149 -216.2161 -152.7723 -30.4361
99.3397 188.9594 204.9047 148.4056 34.4975 -103.7840
-208.5982 -252.4128 -223.7600 -120.8640 23.3565 156.0956
227.7642 228.5123 172.3820 87.4911 -21.2170 -117.5282
-176.3634 -165.1218 -75.1308 67.1634 195.7290 279.3039
290.8258 225.3811 104.0784 -44.4731 -162.7355 -207.7480
-165.2444 -48.5473 118.8872 265.0045
Degrees of freedom = 9.0 Bandwidth = 0.1165
95 percent confidence limits - Lower = 0.4731 Upper = 3.3329
Spectrum Spectrum Spectrum Spectrum
estimate estimate estimate estimate
1 210.4696 2 428.2020 3 810.1419 4 922.5900
5 706.1605 6 393.4052 7 207.6481 8 179.0657
9 170.1320 10 133.0442 11 103.6752 12 103.0644
13 141.5173 14 194.3041 15 266.5730 16 437.0181
17 985.3130 18 2023.1574 19 2681.8980 20 2363.7439
21 1669.9001 22 1012.1320 23 561.4822 24 467.2741
25 441.9977 26 300.1985 27 172.0184 28 114.7823
29 79.1533 30 49.4882 31 27.0902 32 16.8081
33 27.5111 34 59.4429 35 97.0145 36 119.3664
37 116.6737 38 87.3142 39 54.9570 40 42.9781
41 46.6097 42 53.6206 43 50.6050 44 36.7780
45 25.6285 46 24.8555 47 30.2626 48 31.5642
49 27.3351 50 22.4443 51 18.5418 52 15.2425
53 12.0207 54 12.6846 55 18.3975 56 19.3058
57 12.6103 58 7.9511 59 7.1333 60 5.4996
61 3.4182 62 3.2359 63 5.3836 64 8.5225
65 10.0610 66 7.9483 67 4.2261 68 3.2631
69 5.5751 70 7.8491 71 9.3694 72 11.0791
73 10.1386 74 6.3158 75 3.6375 76 2.6561
77 1.8026 78 1.0103 79 1.0693 80 2.3950
81 4.0822 82 4.6221 83 4.0672 84 3.8460
85 4.8489 86 6.3964 87 6.4762 88 4.9457
89 4.4444 90 5.2131 91 5.0389 92 4.6141
93 5.8722 94 7.9268 95 7.9486 96 5.7854
97 4.5495 98 5.2696 99 6.3893 100 6.5216
101 6.2129