G13BEF Example Program Results
The number of iterations carried out is 11
Final values of the parameters and their standard deviations
I PARA(I) SD
1 0.380924 0.166379
2 -0.257786 0.178178
3 8.956084 0.948061
4 0.659641 0.060239
5 -75.435521 33.505341
The correlation matrix is
1 2 3 4 5
1 1.0000 -0.1839 -0.1775 -0.0340 0.1394
2 -0.1839 1.0000 0.0518 0.2547 -0.2860
3 -0.1775 0.0518 1.0000 -0.3070 -0.2926
4 -0.0340 0.2547 -0.3070 1.0000 -0.8185
5 0.1394 -0.2860 -0.2926 -0.8185 1.0000
The residuals and the z and n values are
I RES(I) z(t) n(t)
1 0.397 180.567 -75.567
2 3.086 191.430 -72.430
3 -2.818 196.302 -77.302
4 -9.941 195.460 -86.460
5 -5.061 201.594 -84.594
6 14.053 199.076 -64.076
7 2.624 195.211 -69.211
8 -5.823 193.450 -81.450
9 -2.147 197.179 -81.179
10 -0.216 196.217 -74.217
11 -2.517 191.812 -76.812
12 7.916 184.544 -69.544
13 1.423 194.322 -72.322
14 11.936 200.369 -62.369
15 5.117 200.990 -65.990
16 -5.672 200.468 -75.468
17 -5.681 195.763 -80.763
18 -1.637 184.025 -76.025
19 -1.019 175.360 -75.360
20 -2.623 175.492 -79.492
21 3.283 182.162 -75.162
22 6.896 183.857 -68.857
23 5.395 190.797 -67.797
24 0.875 194.327 -72.327
25 -4.153 205.558 -77.558
26 6.206 204.261 -68.261
27 4.208 207.104 -67.104
28 -2.387 196.423 -74.423
29 -11.803 189.924 -87.924
30 6.435 175.158 -72.158
31 1.342 160.761 -71.761
32 -4.924 156.575 -79.575
33 4.799 164.256 -75.256
34 -0.074 167.783 -73.783
35 -6.023 184.483 -80.483
36 -6.427 193.055 -85.055
37 -2.527 199.390 -80.390
38 2.039 201.302 -75.302
39 0.243 195.695 -76.695
40 -3.166 183.738 -80.738
The state set consists of 6 values
6.0530 183.7384 -5.7855 -0.1645 0.1800 -3.0977
The number of degrees of freedom is 34