G13DBF Example Program Results

 Number of valid parameters =         3

 Multivariate partial autocorrelations
      0.64498     0.92669     0.84300

 Zero lag predictor error variance determinant
 followed by error variance ratios
      0.00000     0.35502     0.02603     0.00409

 Prediction error variances

 Lag =    1
      0.00811    -0.00511     0.00159    -0.00029
     -0.00511     0.04089     0.00757     0.01843
      0.00159     0.00757     0.03834    -0.01894
     -0.00029     0.01843    -0.01894     0.06760

 Lag =    2
      0.00354    -0.00087    -0.00075    -0.00105
     -0.00087     0.01946     0.00535     0.00566
     -0.00075     0.00535     0.01900    -0.01071
     -0.00105     0.00566    -0.01071     0.04058

 Lag =    3
      0.00301    -0.00087    -0.00054     0.00065
     -0.00087     0.01824     0.00872     0.00247
     -0.00054     0.00872     0.00935    -0.00216
      0.00065     0.00247    -0.00216     0.02254

 Last backward prediction error variances

 Lag =    3
      0.00331    -0.00392    -0.00106     0.00592
     -0.00392     0.01890     0.00348    -0.00330
     -0.00106     0.00348     0.01003    -0.01054
      0.00592    -0.00330    -0.01054     0.03336

 Prediction coefficients

 Lag =    1
      0.81861     0.23399    -0.17097     0.09256
      0.06738    -0.48720    -0.14064     0.04295
      0.15036     0.11924    -0.36725    -0.42092
     -0.70971     0.02998     0.59779     0.34610

 Lag =    2
     -0.34049    -0.13370     0.40610    -0.02183
     -1.27574    -0.13591    -0.65779    -0.11267
     -0.45439     0.19379     0.63420     0.33920
     -0.43237    -0.54848    -0.62897     0.16670

 Lag =    3
      0.16437     0.13858     0.01290     0.03463
      0.39291     0.07407    -0.08802    -0.15361
     -1.29240    -0.24489     0.30235     0.39442
      0.89768    -0.39040     0.25151    -0.28304

 Backward prediction coefficients

 Lag =    1
      0.41541     0.06149     0.15319     0.05079
      0.12370    -0.26471    -0.22721     0.48503
     -0.86933    -0.47373     0.37924     0.13814
      1.30779    -0.09178    -1.45398    -0.21967

 Lag =    2
     -0.06740    -0.12255    -0.13673    -0.09730
     -1.24801     0.03090     0.51706    -0.28925
      0.98045    -0.20194     0.16307    -0.10869
     -1.68389    -0.74589     0.52900     0.41580

 Lag =    3
      0.03794     0.10491    -0.21635     0.08015
      0.75392     0.22603    -0.25661    -0.47450
     -0.00338     0.05636    -0.08818     0.12723
      0.55022    -0.41232     0.71649    -0.14565