NAG Library Manual, Mark 28.4
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G13FCF Example Program Results

                Parameter        Standard
                estimates         errors
 Alpha0             6.82            1.68
 Alpha1             0.00            1.00

  Beta1             0.00            3.17

  Gamma            -0.36            1.01

     DF             2.10            0.33

     B0           -25.14            4.80
     B1            -0.95            0.90
     B2            14.41            2.08


 Volatility forecast =         6.82