NAG Library Manual, Mark 29.3
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NAG FL Interface Introduction
Example description

 G13DNF Example Program Results


  PARTIAL LAG CORRELATION MATRICES
  --------------------------------

  Lag =  1
           0.736    0.174
           0.211    0.555

  Lag =  2
          -0.187   -0.083
          -0.180   -0.072

  Lag =  3
           0.278   -0.007
           0.084   -0.213

  Lag =  4
          -0.084    0.227
           0.128   -0.176

  Lag =  5
           0.236    0.238
          -0.047   -0.046

  Lag =  6
          -0.016    0.087
           0.100   -0.081

  Lag =  7
          -0.036    0.261
           0.126    0.012

  Lag =  8
           0.077    0.381
           0.027   -0.149

  Lag =  9
          -0.065   -0.387
           0.189    0.057

  Lag = 10
          -0.026   -0.286
           0.028   -0.173

  Standard error = 1 / SQRT(N) = 0.144

  TABLES OF INDICATOR SYMBOLS
  ---------------------------

  For Lags 1 to 10



  Auto-correlation function for series  1

                0.005  : *                                                      
          +     0.01   : *                                                      
                0.05   : *                                                      
     Sig. Level        : - - - - - - - - - -  Lags                              
                0.05   :                                                        
          -     0.01   :                                                        
                0.005  :                                                        



  Cross-correlation function for series  1 and series 2

                0.005  :                                                        
          +     0.01   :               *                                        
                0.05   :               *                                        
     Sig. Level        : - - - - - - - - - -  Lags                              
                0.05   :                 * *                                    
          -     0.01   :                 *                                      
                0.005  :                                                        



  Cross-correlation function for series  2 and series 1

                0.005  :                                                        
          +     0.01   :                                                        
                0.05   :                                                        
     Sig. Level        : - - - - - - - - - -  Lags                              
                0.05   :                                                        
          -     0.01   :                                                        
                0.005  :                                                        



  Auto-correlation function for series  2

                0.005  : *                                                      
          +     0.01   : *                                                      
                0.05   : *                                                      
     Sig. Level        : - - - - - - - - - -  Lags                              
                0.05   :                                                        
          -     0.01   :                                                        
                0.005  :                                                        


  Lag     Chi-square statistic     P-value
  ---     --------------------     -------

    1            44.362             0.0000
    2             3.824             0.4304
    3             6.219             0.1834
    4             5.094             0.2778
    5             5.609             0.2303
    6             1.170             0.8830
    7             4.098             0.3929
    8             8.371             0.0789
    9             9.244             0.0553
   10             5.435             0.2455