NAG Library Manual, Mark 30.1
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G13AEF Example Program Results

 Convergence was achieved after 16 cycles

 Final values of the PAR parameters and the constant are as follows
    -0.0547   -0.5568   -0.6636    9.9807

 Residual sum of squares is  9397.924  with  25 degrees of freedom

 The final values of ZSP were
      0.1000E-14     0.1000E+02     0.1000E+04     0.1000E-03

 The number of parameters estimated was    6
 ( backward forecasts, PAR and C, in that order )

 The corresponding G array holds
   -0.1512  -0.2343  -6.4097  13.5617 -72.6232  -0.1642

 The corresponding SD array holds
   14.8379  15.1887   0.3507   0.2709   0.1695   7.3893

 Corresponding H matrix
               1            2            3            4            5
 1    1.9416E+00  -6.1794E-01   2.4409E-01   1.7942E+00  -8.3579E-01
 2    3.4176E-01   1.9446E+00  -1.6544E-01  -2.5084E-01   1.7952E+00
 3   -1.0544E-02   5.5643E-03   9.0416E+03  -9.6825E+03   5.4626E+02
 4   -1.2113E-02   5.6011E-03   8.1322E-01   1.7031E+04  -5.6761E+03
 5   -2.3216E-03  -1.1495E-03   3.6741E-01   4.7942E-01   1.7028E+04
 6   -1.4580E-01  -2.6004E-01  -4.0877E-02  -4.8389E-02  -3.7442E-02
 
               6
 1    2.4106E-01
 2    8.5926E-01
 3    8.1847E-01
 4    6.9417E+00
 5    6.3308E+00
 6    7.4339E+00
 Holds second derivatives in the upper half (including the main diagonal)
 and correlation coefficients in the lower triangle

 EX, EXR, and AL each hold   32 values made up of    2 back forecast(s),
    29 differenced values, and
     1 element(s) of reconstituted information

   EX
     19.5250     5.8753    40.0000    11.0000    30.0000
     26.0000    15.0000    31.0000    27.0000    23.0000
    -11.0000   -26.0000   -11.0000   -11.0000   -15.0000
    -25.0000    -7.0000    37.0000    50.0000    14.0000
     40.0000    -4.0000    27.0000     0.0000    34.0000
     10.0000    34.0000     4.0000   -12.0000   -29.0000
    -21.0000    64.0000

   EXR
     19.5250    -3.9279    19.5711    -5.6291    10.2221
     15.1582    -9.3276    16.4285    15.2115    -5.4211
    -27.3444   -18.3061     5.3890   -12.9812   -22.4767
    -15.2183     4.4944    33.6867    19.7586   -27.1470
     32.2426   -12.2765     1.6941    -1.8465    23.3772
    -10.4576    14.3302    -5.7061   -28.6401   -20.4502
     -2.7215     0.0000

   AL
     19.5250     5.8753    30.0193     1.0193    20.0193
     16.0193     5.0193    21.0193    17.0193    13.0193
    -20.9807   -35.9807   -20.9807   -20.9807   -24.9807
    -34.9807   -16.9807    27.0193    40.0193     4.0193
     30.0193   -13.9807    17.0193    -9.9807    24.0193
      0.0193    24.0193    -5.9807   -21.9807   -38.9807
    -30.9807     0.0000

 The state set consists of  4 values
     64.0000   -30.9807   -20.4502    -2.7215