nag_rngs_varma_time_series (g05pcc) Example Program Data
 2 1 0 48                    : k, ip, iq, n
 0.80 0.07                   : phi(,,1)
 0.00 0.58                   : 
 5.00 9.00                   : xmean
 2.97                        : var
 0.64 5.38