nag_tsa_multi_spectrum_lag (g13ccc) Example Program Results
Returned cross covariances
Lag XY YX Lag XY YX Lag XY YX
0 -1.6700 -1.6700 1 -2.0581 -1.3606 2 -2.4859 -1.1383
3 -2.8793 -0.9926 4 -3.1473 -0.9009 5 -3.2239 -0.8382
6 -3.0929 -0.7804 7 -2.7974 -0.7074 8 -2.4145 -0.6147
9 -2.0237 -0.5080 10 -1.6802 -0.4032 11 -1.4065 -0.3159
12 -1.2049 -0.2554 13 -1.0655 -0.2250 14 -0.9726 -0.2238
15 -0.9117 -0.2454 16 -0.8658 -0.2784 17 -0.8180 -0.3081
18 -0.7563 -0.3257 19 -0.6750 -0.3315 20 -0.5754 -0.3321
21 -0.4701 -0.3308 22 -0.3738 -0.3312 23 -0.3023 -0.3332
24 -0.2665 -0.3384 25 -0.2645 -0.3506 26 -0.2847 -0.3727
27 -0.3103 -0.3992 28 -0.3263 -0.4152 29 -0.3271 -0.4044
30 -0.3119 -0.3621 31 -0.2837 -0.2919 32 -0.2568 -0.2054
33 -0.2427 -0.1185 34 -0.2490 -0.0414 35 -0.2774 0.0227
36 -0.3218 0.0697 37 -0.3705 0.1039 38 -0.4083 0.1356
39 -0.4197 0.1805 40 -0.3920 0.2460 41 -0.3241 0.3319
42 -0.2273 0.4325 43 -0.1216 0.5331 44 -0.0245 0.6199
45 0.0528 0.6875 46 0.1074 0.7329 47 0.1448 0.7550
48 0.1713 0.7544 49 0.1943 0.7349
Returned sample spectrum
Real Imaginary Real Imaginary Real Imaginary
Lag part part Lag part part Lag part part
0 -6.5500 0.0000 1 -5.4267 -1.9842 2 -3.1323 -2.7307
3 -1.2649 -2.3998 4 -0.2102 -1.7520 5 0.3411 -1.1903
6 0.6063 -0.7420 7 0.6178 -0.3586 8 0.4391 -0.1008
9 0.2422 0.0061 10 0.1233 0.0409 11 0.0574 0.0529
12 0.0174 0.0452 13 -0.0008 0.0289 14 -0.0058 0.0161
15 -0.0051 0.0084 16 -0.0027 0.0040 17 -0.0010 0.0015
18 -0.0006 0.0006 19 -0.0005 0.0003 20 -0.0003 0.0003
21 -0.0003 0.0004 22 -0.0003 0.0003 23 -0.0003 0.0002
24 -0.0004 0.0001 25 -0.0004 -0.0000 26 -0.0003 -0.0001
27 -0.0002 -0.0001 28 -0.0001 0.0001 29 -0.0002 0.0003
30 -0.0003 0.0002 31 -0.0002 0.0001 32 -0.0001 0.0000
33 -0.0000 -0.0000 34 0.0001 -0.0001 35 0.0001 -0.0002
36 0.0001 -0.0001 37 0.0001 -0.0001 38 0.0001 -0.0001
39 0.0001 -0.0001 40 0.0001 0.0000