nag_tsa_multi_regmat_partial (g13dpc) Example Program Results
Partial Autoregression Matrices Indicator Residual Chi-Square Pvalue
Symbols Variances Statistic
------------------------------- --------- --------- ----------- ------
Lag 1 : 0.757 0.062 +. 2.731 49.884 0.000
(0.092) (0.092)
0.061 0.570 .+ 5.440
(0.129) (0.130)
Lag 2 : -0.161 -0.135 .. 2.530 3.347 0.502
(0.145) (0.109)
-0.093 -0.065 .. 5.486
(0.213) (0.160)
Lag 3 : 0.237 0.044 .. 1.755 13.962 0.007
(0.128) (0.095)
0.047 -0.248 .. 5.291
(0.222) (0.165)
Lag 4 : -0.098 0.152 .. 1.661 7.071 0.132
(0.134) (0.099)
0.402 -0.194 .. 4.786
(0.228) (0.168)
Lag 5 : 0.257 -0.026 .. 1.504 5.184 0.269
(0.141) (0.106)
0.400 -0.021 .. 4.447
(0.242) (0.183)
Lag 6 : -0.075 0.112 .. 1.480 2.083 0.721
(0.156) (0.111)
0.196 -0.106 .. 4.425
(0.269) (0.192)
Lag 7 : -0.054 0.097 .. 1.478 5.074 0.280
(0.166) (0.121)
0.574 -0.080 +. 3.838
(0.267) (0.195)
Lag 8 : 0.147 0.041 .. 1.415 10.991 0.027
(0.188) (0.128)
0.916 -0.242 +. 2.415
(0.246) (0.167)
Lag 9 : -0.039 0.099 .. 1.322 3.936 0.415
(0.251) (0.140)
-0.500 0.173 .. 2.196
(0.324) (0.181)
Lag 10 : 0.189 0.131 .. 1.206 3.175 0.529
(0.275) (0.157)
-0.183 -0.040 .. 2.201
(0.371) (0.212)