NAG Library Manual, Mark 29
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NAG CL Interface Introduction
Example description

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