G13BJF Example Program Results
After processing 40 sets of observations
6 values of the state set are derived
6.0530 193.8741 2.0790 -2.8580 -3.5906 -2.5203
The residual mean square for the output
series is also derived and its value is 20.7599
The forecast values and their standard errors are
I FVA FSD
1 93.398 4.5563
2 96.958 6.2172
3 86.046 7.0933
4 77.589 7.3489
5 82.139 7.3941
6 96.276 7.5823
7 98.345 8.1445
8 93.577 8.8536
The values of z(t) and n(t) are
1 2 3 4 5 6
1 -0.3391 -3.8886 0.0000 0.0000 188.6028 -79.3751
2 -0.3391 -0.0000 4.5139 0.0000 199.4379 -84.6127
3 -0.3391 -0.0000 0.0000 2.4789 204.6834 -87.8232
4 -0.3391 3.8886 -4.5139 -2.4789 204.3834 -91.9402
5 -0.6782 -3.8886 0.0000 0.0000 210.6229 -89.0560
6 -0.6782 -0.0000 4.5139 0.0000 208.5905 -77.4262
7 -0.6782 -0.0000 0.0000 2.4789 205.0696 -80.8703
8 -0.6782 3.8886 -4.5139 -2.4789 203.4065 -87.6242
9 -1.0173 -3.8886 0.0000 0.0000 206.9738 -86.0678
10 -1.0173 -0.0000 4.5139 0.0000 206.1317 -87.6283
11 -1.0173 -0.0000 0.0000 2.4789 201.9196 -88.3812
12 -1.0173 3.8886 -4.5139 -2.4789 194.8194 -75.6979
13 -1.3564 -3.8886 0.0000 0.0000 203.9738 -76.7287
14 -1.3564 -0.0000 4.5139 0.0000 209.8837 -75.0412
15 -1.3564 -0.0000 0.0000 2.4789 210.7052 -76.8277
16 -1.3564 3.8886 -4.5139 -2.4789 210.3730 -80.9125
17 -1.6955 -3.8886 0.0000 0.0000 205.9421 -85.3580
18 -1.6955 -0.0000 4.5139 0.0000 194.5753 -89.3937
19 -1.6955 -0.0000 0.0000 2.4789 185.8662 -86.6496
20 -1.6955 3.8886 -4.5139 -2.4789 185.5090 -84.7094
21 -2.0346 -3.8886 0.0000 0.0000 191.6056 -78.6824
22 -2.0346 -0.0000 4.5139 0.0000 193.1941 -80.6734
23 -2.0346 -0.0000 0.0000 2.4789 199.8958 -77.3402
24 -2.0346 3.8886 -4.5139 -2.4789 203.4970 -76.3583
25 -2.3737 -3.8886 0.0000 0.0000 214.5519 -80.2896
26 -2.3737 -0.0000 4.5139 0.0000 213.7702 -79.9104
27 -2.3737 -0.0000 0.0000 2.4789 216.7963 -76.9015
28 -2.3737 3.8886 -4.5139 -2.4789 206.7803 -79.3024
29 -2.7128 -3.8886 0.0000 0.0000 200.4157 -91.8142
30 -2.7128 -0.0000 4.5139 0.0000 185.9409 -84.7420
31 -2.7128 -0.0000 0.0000 2.4789 171.4951 -82.2613
32 -2.7128 3.8886 -4.5139 -2.4789 166.6735 -83.8565
33 -3.0519 -3.8886 0.0000 0.0000 173.4176 -77.4771
34 -3.0519 -0.0000 4.5139 0.0000 176.5733 -84.0353
35 -3.0519 -0.0000 0.0000 2.4789 192.5940 -88.0211
36 -3.0519 3.8886 -4.5139 -2.4789 201.2606 -87.1045
37 -3.3910 -3.8886 0.0000 0.0000 207.8790 -81.5993
38 -3.3910 -0.0000 4.5139 0.0000 210.2493 -85.3721
39 -3.3910 -0.0000 0.0000 2.4789 205.2616 -85.3495
40 -3.3910 3.8886 -4.5139 -2.4789 193.8741 -84.3790
41 -3.7301 -3.8886 0.0000 0.0000 185.6167 -84.6003
42 -3.7301 0.0000 4.5139 0.0000 178.9692 -82.7953
43 -3.7301 0.0000 0.0000 2.4789 169.6066 -82.3091
44 -3.7301 3.8886 -4.5139 -2.4789 166.8325 -82.4095
45 -4.0692 -3.8886 0.0000 0.0000 172.7331 -82.6360
46 -4.0692 0.0000 4.5139 0.0000 178.5789 -82.7481
47 -4.0692 0.0000 0.0000 2.4789 182.7389 -82.8036
48 -4.0692 3.8886 -4.5139 -2.4789 183.5818 -82.8311
The first 5 columns hold the z(t) and the last column the n(t)