nag_tsa_multi_corrmat_cross (g13dmc) Example Program Results

 THE MEANS
 ---------
       4.370     7.868

 CROSS-CORRELATION MATRICES
 --------------------------

 Lag =  1
    0.736    0.174
    0.211    0.555

 Lag =  2
    0.456    0.076
    0.069    0.260

 Lag =  3
    0.379    0.014
    0.026   -0.038

 Lag =  4
    0.322    0.110
    0.093   -0.236

 Lag =  5
    0.341    0.269
    0.087   -0.250

 Lag =  6
    0.363    0.344
    0.132   -0.227

 Lag =  7
    0.280    0.425
    0.207   -0.128

 Lag =  8
    0.248    0.522
    0.197   -0.085

 Lag =  9
    0.240    0.266
    0.254    0.075

 Lag = 10
    0.162   -0.020
    0.267    0.005

 Standard error = 1 / SQRT(N) = 0.144

 TABLES OF INDICATOR SYMBOLS
 ---------------------------

 For Lags 1 to 10



Auto-correlation function for series  1

              0.005  : *
        +     0.01   : * * *
              0.05   : * * * * * *
   Sig. Level        : - - - - - - - - - -  Lags
              0.05   :
        -     0.01   :
              0.005  :


Cross-correlation function for series  1 and series 2

              0.005  :               *
        +     0.01   :             * *
              0.05   :           * * *
   Sig. Level        : - - - - - - - - - -  Lags
              0.05   :
        -     0.01   :
              0.005  :


Cross-correlation function for series  2 and series 1

              0.005  :
        +     0.01   :
              0.05   :
   Sig. Level        : - - - - - - - - - -  Lags
              0.05   :
        -     0.01   :
              0.005  :


Auto-correlation function for series  2

              0.005  : *
        +     0.01   : *
              0.05   : *
   Sig. Level        : - - - - - - - - - -  Lags
              0.05   :
        -     0.01   :
              0.005  :