NAG Library Manual, Mark 30
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NAG FL Interface Introduction
Example description

 G05PMF Example Program Results

 Initial values used:
     168.018
       3.800

Mean Deviation     =   0.2547E+02
Absolute Deviation =   0.2123E+02

          Observed      1-Step
  Period   Values      Forecast      Residual

   1      180.000      171.818        8.182
   2      135.000      175.782      -40.782
   3      213.000      178.848       34.152
   4      181.000      183.005       -2.005
   5      148.000      186.780      -38.780
   6      204.000      189.800       14.200
   7      228.000      193.492       34.508
   8      225.000      197.732       27.268
   9      198.000      202.172       -4.172
  10      200.000      206.256       -6.256
  11      187.000      210.256      -23.256

                                            Simulated CI         Simulated CI
 Obs.  Forecast      Estimated CI        (Gaussian Errors)    (Bootstrap Errors)
 12    213.854    163.928    263.781    161.431    258.001    173.073    248.363
 13    217.685    167.748    267.622    172.660    262.100    177.311    252.638
 14    221.516    171.556    271.475    169.259    263.107    179.344    256.921
 15    225.346    175.347    275.345    180.721    272.776    183.672    260.804
 16    229.177    179.115    279.238    184.790    263.591    186.398    264.173
  95.0% CIs were produced