nag_tsa_multi_part_regsn (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)