G13ASF Example Program Results
RESIDUAL AUTOCORRELATION FUNCTION
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LAG K 1 2 3 4 5 6 7
R(K) 0.020 -0.040 -0.019 0.068 -0.143 -0.046 -0.205
ST.ERROR 0.007 0.125 0.128 0.150 0.168 0.168 0.178
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LAG K 8 9 10
R(K) -0.108 -0.001 -0.058
ST.ERROR 0.179 0.181 0.183
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BOX - LJUNG PORTMANTEAU STATISTIC = 3.465
SIGNIFICANCE LEVEL = 0.839
(BASED ON 7 DEGREES OF FREEDOM)
VALUE OF IFAIL PARAMETER ON EXIT FROM G13ASF = 0