nag_tsa_uni_arima_resid (g13asc) Example Program Results


Parameters to g13bec
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nseries......................   1

criteria............... Nag_Exact    cfixed................. Nag_FALSE
alpha..................  1.00e-02    beta...................  1.00e+01
delta..................  1.00e+03    gamma..................  1.00e-07
print_level............. Nag_Soln
outfile................    stdout



The number of iterations carried out is   15

The final values of the parameters and their standard deviations are

   i            para[i]                 sd
   1           -0.094096            0.361543
   2           -0.579152            0.295984
   3           -0.611889            0.182241
   4            9.932425            7.050207


The residual sum of squares =     9.436281e+03

The objective function =     9.762154e+03

The degrees of freedom =    25.00

RESIDUAL AUTOCORRELATION FUNCTION
---------------------------------

LAG  K      1      2      3      4      5      6      7  
R(K)      0.030  0.026 -0.039  0.043 -0.129 -0.062 -0.218
ST.ERROR  0.011  0.116  0.122  0.147  0.171  0.171  0.179
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LAG  K      8      9     10  
R(K)     -0.105 -0.024 -0.072
ST.ERROR  0.182  0.182  0.184
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