NAG Library Manual, Mark 28.7
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NAG FL Interface Introduction
Example description

 G13CEF Example Program Results

       Cross amplitude spectrum

                     Lower     Upper
           Value     bound     bound
     0    6.5499    3.9277   10.9228
     1    1.2382    0.7364    2.0820
     2    0.1299    0.0755    0.2236
     3    0.0099    0.0049    0.0197
     4    0.0005    0.0001    0.0017
     5    0.0004    0.0001    0.0015
     6    0.0003    0.0001    0.0010
     7    0.0002    0.0001    0.0007
     8    0.0001    0.0000    0.0018

 Squared coherency test statistic =      0.1926

          Squared coherency

                     Lower     Upper
           Value     bound     bound
     0    0.9593    0.9185    0.9799
     1    0.9018    0.8093    0.9507
     2    0.7679    0.5811    0.8790
     3    0.3674    0.1102    0.6177
     4    0.0797    0.0000    0.3253
     5    0.0750    0.0000    0.3182
     6    0.1053    0.0000    0.3610
     7    0.0952    0.0000    0.3475
     8    0.0122    0.0000    0.1912