MEAN OF THE DATA = 8.0323383143023688E-03 VARIANCE OF THE DATA = 1.1509037978586862E-04 MEAN REMOVED FROM DATA START VALUES ARE D = 0.0000000000000000E+00 VAR = 1.000000000000000 P = 0 Q = 0 AUTO REGRESSIVE COEFFICIENTS A( 1) = 0.0000 MOVING AVERAGE COEFFICIENTS B( 1) = 0.0000 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 2 MX= 1 IPT= 2 ITERL= 50 NVAR1= 2 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.334701D+02 INITIAL X VECTOR = 0.100000D-01 0.100000D+01 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 3 5.334701D+02 X= 1.000000D-02 1.000000D+00 1 NORM 15 5.412616D+02 X= 2.876403D-01 9.971326D-01 2 NORM 29 5.417058D+02 X= 2.999206D-01 8.999110D-01 3 NORM 38 5.417179D+02 X= 2.888201D-01 8.972033D-01 4 NORM 45 5.417179D+02 X= 2.887608D-01 8.976054D-01 5 NORM 52 5.417179D+02 X= 2.887589D-01 8.976048D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 57 ITERATION COUNT = 6 FUNCTION VALUE = 5.4171791335D+02 0 X VECTOR X1 2.8875886588D-01 X2 8.9760493458D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 0.41786304D+01 X2 0.92894326D+01 ARRAY H FROM ROUTINE OUT 2 BY 2 ARRAY -4.77532278D-03 3.69107070D-04 3.69107070D-04-9.33667163D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 2 ARRAY 1.56756382D-06 4.11425083D-07 ARRAY SRCH FROM ROUTINE OUT 1 BY 2 ARRAY -4.37258134D-08 1.71832426D-07 ARRAY D2ND FROM ROUTINE OUT 1 BY 2 ARRAY -2.10051784D+02-1.07432832D+02 LOG LIKELIHOOD AT OPTIMUM = 541.7179133477899 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1083.43583 1081.43583 1078.29416 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 3 MX= 1 IPT= 2 ITERL= 50 NVAR1= 3 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.415623D+02 INITIAL X VECTOR = 0.288759D+00 -0.100000D-01 0.897605D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 4 5.415623D+02 X= 2.887589D-01 -1.000000D-02 8.976049D-01 1 NORM 11 5.417559D+02 X= 2.899773D-01 2.717365D-03 8.977363D-01 2 NORM 25 5.426249D+02 X= 1.477559D-01 1.158496D-01 8.831975D-01 3 NORM 38 5.426909D+02 X= 1.518678D-01 1.253449D-01 8.542080D-01 4 NORM 49 5.429321D+02 X= 1.553510D-01 1.612759D-01 8.854713D-01 5 NORM 57 5.429326D+02 X= 1.582022D-01 1.585348D-01 8.869924D-01 6 NORM 65 5.429326D+02 X= 1.580815D-01 1.586431D-01 8.872097D-01 7 NORM 75 5.429326D+02 X= 1.580861D-01 1.586464D-01 8.872099D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 82 ITERATION COUNT = 8 FUNCTION VALUE = 5.4293263788D+02 0 X VECTOR X1 1.5808604652D-01 X2 1.5864636727D-01 X3 8.8721013564D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 0.15195348D+01 X2 0.16501918D+01 X3 0.92453653D+01 ARRAY H FROM ROUTINE OUT 3 BY 3 ARRAY -1.08234519D-02 7.39149503D-03 1.35377507D-04 7.39149503D-03-9.24254119D-03-8.32477364D-05 1.35377507D-04-8.32477364D-05-9.20883821D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 3 ARRAY -6.17002306D-07-6.82577819D-07 2.64678625D-08 ARRAY SRCH FROM ROUTINE OUT 1 BY 3 ARRAY -1.36903013D-08 8.62196878D-09 2.14643745D-07 ARRAY D2ND FROM ROUTINE OUT 1 BY 3 ARRAY -2.03592539D+02-2.38392044D+02-1.08611542D+02 LOG LIKELIHOOD AT OPTIMUM = 542.9326378808283 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1085.86528 1081.86528 1075.58195 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 4 MX= 1 IPT= 2 ITERL= 50 NVAR1= 4 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.426070D+02 INITIAL X VECTOR = 0.158086D+00 0.158646D+00 -0.100000D-01 0.887210D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 5 5.426070D+02 X= 1.580860D-01 1.586464D-01 -1.000000D-02 8.872101D-01 1 NORM 32 5.463624D+02 X= 1.609395D-01 1.553817D-01 2.148665D-01 8.896621D-01 2 NORM 50 5.475409D+02 X= 1.108174D-02 2.311393D-01 2.838238D-01 8.274509D-01 3 NORM 62 5.478665D+02 X= -1.251083D-02 3.048000D-01 3.048546D-01 8.189598D-01 4 NORM 73 5.479148D+02 X= -2.717524D-02 3.151971D-01 3.074278D-01 8.436726D-01 5 NORM 85 5.480283D+02 X= -3.359790D-02 3.309753D-01 2.797918D-01 8.359582D-01 6 NORM 94 5.480287D+02 X= -3.319526D-02 3.287734D-01 2.790926D-01 8.360654D-01 7 NORM 103 5.480287D+02 X= -3.303750D-02 3.286973D-01 2.789606D-01 8.361245D-01 8 NORM 113 5.480287D+02 X= -3.305635D-02 3.287150D-01 2.789509D-01 8.361198D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 122 ITERATION COUNT = 9 FUNCTION VALUE = 5.4802869616D+02 0 X VECTOR X1 -3.3056579143D-02 X2 3.2871540717D-01 X3 2.7895087832D-01 X4 8.3612054742D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.31152785D+00 X2 0.28873083D+01 X3 0.38446809D+01 X4 0.89528047D+01 ARRAY H FROM ROUTINE OUT 4 BY 4 ARRAY -1.12595767D-02 9.09523135D-03 3.80369241D-03 1.24073145D-03 9.09523135D-03-1.29614563D-02-3.51798853D-03-1.12873690D-03 3.80369241D-03-3.51798853D-03-5.26423008D-03-1.68300030D-03 1.24073145D-03-1.12873690D-03-1.68300030D-03-8.72206999D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 4 ARRAY -2.95982196D-07-4.83766707D-07 3.63713810D-05 2.02845892D-06 ARRAY SRCH FROM ROUTINE OUT 1 BY 4 ARRAY -2.30062305D-07 3.67529596D-07-3.02313305D-09 7.48486565D-07 ARRAY D2ND FROM ROUTINE OUT 1 BY 4 ARRAY -2.24031654D+02-1.79706099D+02-2.65903738D+02-1.22191212D+02 LOG LIKELIHOOD AT OPTIMUM = 548.0286961613361 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1096.05739 1090.05739 1080.63240 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 5 MX= 1 IPT= 2 ITERL= 50 NVAR1= 5 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.478394D+02 INITIAL X VECTOR = -0.330566D-01 0.328715D+00 0.278951D+00 -0.100000D-01 0.836121D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 6 5.478394D+02 X= -3.305658D-02 3.287154D-01 2.789509D-01 -1.000000D-02 8.361205D-01 1 NORM 35 5.488607D+02 X= -3.210178D-02 3.277573D-01 2.739131D-01 8.027288D-02 8.371130D-01 2 NORM 49 5.495113D+02 X= -5.327979D-02 3.451197D-01 3.783148D-01 1.505556D-01 8.245915D-01 3 NORM 67 5.503044D+02 X= -1.941339D-01 4.491662D-01 4.577510D-01 2.304282D-01 8.013868D-01 4 NORM 82 5.503966D+02 X= -1.979840D-01 4.825988D-01 4.678994D-01 2.407084D-01 8.025128D-01 5 NORM 94 5.504001D+02 X= -1.993068D-01 4.831822D-01 4.688638D-01 2.410883D-01 8.096583D-01 6 NORM 106 5.504236D+02 X= -1.971984D-01 4.815258D-01 4.583166D-01 2.456157D-01 8.114170D-01 7 NORM 116 5.504239D+02 X= -1.963050D-01 4.802983D-01 4.588517D-01 2.465677D-01 8.116724D-01 8 NORM 127 5.504239D+02 X= -1.964622D-01 4.803756D-01 4.589541D-01 2.466914D-01 8.116745D-01 9 NORM 140 5.504239D+02 X= -1.964602D-01 4.803662D-01 4.589473D-01 2.466827D-01 8.116816D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 151 ITERATION COUNT = 10 FUNCTION VALUE = 5.5042385338D+02 0 X VECTOR X1 -1.9646021251D-01 X2 4.8036642299D-01 X3 4.5894739463D-01 X4 2.4668294453D-01 X5 8.1168212821D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.19181745D+01 X2 0.46813632D+01 X3 0.47274157D+01 X4 0.23847715D+01 X5 0.92767875D+01 ARRAY H FROM ROUTINE OUT 5 BY 5 ARRAY -1.04899395D-02 7.65245798D-03 6.38379381D-03 6.13563844D-03-8.17579217D-05 7.65245798D-03-1.05293271D-02-6.06848204D-03-5.53048296D-03 3.40490231D-05 6.38379381D-03-6.06848204D-03-9.42493229D-03-7.38407359D-03 7.29121913D-05 6.13563844D-03-5.53048296D-03-7.38407359D-03-1.07000229D-02 3.64324200D-05 -8.17579217D-05 3.40490231D-05 7.29121913D-05 3.64324200D-05-7.65555615D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 5 ARRAY 1.20123123D-06 1.35854429D-06-8.60166571D-07 1.31016482D-06 1.27256779D-07 ARRAY SRCH FROM ROUTINE OUT 1 BY 5 ARRAY -5.99572719D-08 2.20780804D-07 6.58468261D-08 2.85997914D-07 4.88957802D-07 ARRAY D2ND FROM ROUTINE OUT 1 BY 5 ARRAY -2.40158108D+02-2.18160047D+02-2.85048597D+02-2.12639530D+02-1.30642713D+02 LOG LIKELIHOOD AT OPTIMUM = 550.4238533802421 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1100.84771 1092.84771 1080.28105 START VALUES ARE D = 0.0000000000000000E+00 VAR = 0.8639554776884550 P = 1 Q = 3 AUTO REGRESSIVE COEFFICIENTS A( 1) = 0.0000 A( 2) = -0.3688 MOVING AVERAGE COEFFICIENTS B( 1) = 0.0000 B( 2) = 0.0000 B( 3) = 0.0000 B( 4) = 0.0000 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 3 MX= 1 IPT= 2 ITERL= 50 NVAR1= 3 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.451906D+02 INITIAL X VECTOR = 0.100000D-01 -0.368842D+00 0.863955D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 4 5.451906D+02 X= 1.000000D-02 -3.688421D-01 8.639555D-01 1 NORM 30 5.451908D+02 X= 9.981866D-03 -3.688381D-01 8.639556D-01 2 NORM 41 5.453335D+02 X= -1.676454D-02 -3.644648D-01 8.902858D-01 3 NORM 56 5.456671D+02 X= -1.098808D-01 -4.932684D-01 9.431904D-01 4 NORM 76 5.471839D+02 X= -4.269157D-01 -7.774253D-01 9.048706D-01 5 NORM 89 5.474763D+02 X= -4.351339D-01 -7.539847D-01 8.558703D-01 6 NORM 103 5.475088D+02 X= -4.583670D-01 -7.772257D-01 8.411563D-01 7 NORM 112 5.475120D+02 X= -4.478736D-01 -7.714158D-01 8.385485D-01 8 NORM 121 5.475120D+02 X= -4.481464D-01 -7.717955D-01 8.385558D-01 9 NORM 130 5.475120D+02 X= -4.481588D-01 -7.718029D-01 8.385449D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 137 ITERATION COUNT = 10 FUNCTION VALUE = 5.4751199098D+02 0 X VECTOR X1 -4.4815808274D-01 X2 -7.7180221831D-01 X3 8.3854470727D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.28982662D+01 X2 -0.64819220D+01 X3 0.92901424D+01 ARRAY H FROM ROUTINE OUT 3 BY 3 ARRAY -2.39103495D-02-1.68067759D-02 1.44740271D-04 -1.68067759D-02-1.41776563D-02 1.16182590D-05 1.44740271D-04 1.16182590D-05-8.14718740D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 3 ARRAY 2.26449783D-06-1.41871973D-06 4.27692718D-06 ARRAY SRCH FROM ROUTINE OUT 1 BY 3 ARRAY 7.06936786D-07 7.20284070D-07-2.25193192D-07 ARRAY D2ND FROM ROUTINE OUT 1 BY 3 ARRAY -2.50955552D+02-4.23183488D+02-1.22809023D+02 LOG LIKELIHOOD AT OPTIMUM = 547.5119909762528 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1095.02398 1091.02398 1084.74065 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 4 MX= 1 IPT= 2 ITERL= 50 NVAR1= 4 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.475346D+02 INITIAL X VECTOR = -0.448158D+00 -0.771802D+00 -0.100000D-01 0.838545D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 5 5.475346D+02 X= -4.481581D-01 -7.718022D-01 -1.000000D-02 8.385447D-01 1 NORM 19 5.475451D+02 X= -4.432602D-01 -7.766245D-01 -1.313391D-02 8.384682D-01 2 NORM 30 5.475638D+02 X= -4.359391D-01 -7.781596D-01 -3.188671D-02 8.382142D-01 3 NORM 41 5.475989D+02 X= -3.777136D-01 -7.452224D-01 -5.258769D-02 8.379477D-01 4 NORM 52 5.475989D+02 X= -3.776864D-01 -7.452069D-01 -5.259663D-02 8.384902D-01 5 NORM 63 5.475990D+02 X= -3.780879D-01 -7.449360D-01 -5.158986D-02 8.384804D-01 6 NORM 72 5.475990D+02 X= -3.779463D-01 -7.448226D-01 -5.164909D-02 8.384842D-01 7 NORM 83 5.475990D+02 X= -3.779497D-01 -7.448242D-01 -5.164786D-02 8.384840D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 92 ITERATION COUNT = 8 FUNCTION VALUE = 5.4759896452D+02 0 X VECTOR X1 -3.7794970414D-01 X2 -7.4482379295D-01 X3 -5.1647576241D-02 X4 8.3848384199D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.21569436D+01 X2 -0.66282106D+01 X3 -0.44194363D+00 X4 0.92680823D+01 ARRAY H FROM ROUTINE OUT 4 BY 4 ARRAY -3.07036818D-02-1.60816517D-02 1.40368236D-02 3.72515118D-04 -1.60816517D-02-1.26274159D-02 3.89966960D-03 2.11507945D-04 1.40368236D-02 3.89966960D-03-1.36573403D-02-5.42396227D-05 3.72515118D-04 2.11507945D-04-5.42396227D-05-8.18482941D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 4 ARRAY 1.35351417D-05-5.38769182D-06 7.42178009D-06 1.52219790D-06 ARRAY SRCH FROM ROUTINE OUT 1 BY 4 ARRAY 2.46978732D-08 4.32210473D-07 2.81329898D-07-1.20516299D-07 ARRAY D2ND FROM ROUTINE OUT 1 BY 4 ARRAY -2.76642255D+02-3.90944507D+02-2.27071462D+02-1.22281435D+02 LOG LIKELIHOOD AT OPTIMUM = 547.5989645171777 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1095.19793 1089.19793 1079.77294 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 5 MX= 1 IPT= 2 ITERL= 50 NVAR1= 5 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.473694D+02 INITIAL X VECTOR = -0.377950D+00 -0.744824D+00 -0.516476D-01 -0.100000D-01 0.838484D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 6 5.473694D+02 X= -3.779497D-01 -7.448238D-01 -5.164758D-02 -1.000000D-02 8.384838D-01 1 NORM 30 5.492463D+02 X= -3.738034D-01 -7.520131D-01 -5.286637D-02 1.504833D-01 8.403192D-01 2 NORM 42 5.498333D+02 X= -4.024101D-01 -7.062732D-01 -5.173735D-02 2.028329D-01 8.346745D-01 3 NORM 56 5.504082D+02 X= -4.101465D-01 -6.558011D-01 4.536026D-02 2.538413D-01 8.085663D-01 4 NORM 66 5.504110D+02 X= -4.123353D-01 -6.561126D-01 4.773098D-02 2.537801D-01 8.148770D-01 5 NORM 80 5.504259D+02 X= -4.487147D-01 -6.781573D-01 5.876606D-02 2.489706D-01 8.108330D-01 6 NORM 90 5.504548D+02 X= -4.212260D-01 -6.605378D-01 5.665014D-02 2.321239D-01 8.098249D-01 7 NORM 102 5.504556D+02 X= -4.135787D-01 -6.519646D-01 5.766765D-02 2.343563D-01 8.097641D-01 8 NORM 111 5.504556D+02 X= -4.134711D-01 -6.516764D-01 5.729920D-02 2.342764D-01 8.097307D-01 9 NORM 124 5.504556D+02 X= -4.134393D-01 -6.516492D-01 5.729826D-02 2.342733D-01 8.097250D-01 10 NORM 135 5.504556D+02 X= -4.134365D-01 -6.516459D-01 5.729856D-02 2.342744D-01 8.097258D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 146 ITERATION COUNT = 11 FUNCTION VALUE = 5.5045558993D+02 0 X VECTOR X1 -4.1343694140D-01 X2 -6.5164624436D-01 X3 5.7298624595D-02 X4 2.3427447235D-01 X5 8.0972586941D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.14151145D+01 X2 -0.25710048D+01 X3 0.50321553D+00 X4 0.25670782D+01 X5 0.92188871D+01 ARRAY H FROM ROUTINE OUT 5 BY 5 ARRAY -8.53562589D-02-6.93573129D-02 1.49497151D-02-4.85473766D-03-1.24855851D-03 -6.93573129D-02-6.42418464D-02 5.97154798D-03-7.87271267D-03-8.51308504D-04 1.49497151D-02 5.97154798D-03-1.29652329D-02-1.61312687D-03 4.37952267D-04 -4.85473766D-03-7.87271267D-03-1.61312687D-03-8.32859508D-03-6.66978945D-05 -1.24855851D-03-8.51308504D-04 4.37952267D-04-6.66978945D-05-7.71469993D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 5 ARRAY 9.84509933D-07-5.48568640D-07 2.05592282D-08-4.68877666D-07-6.28117136D-07 ARRAY SRCH FROM ROUTINE OUT 1 BY 5 ARRAY -4.59917408D-07-3.53161152D-07 6.12643689D-08 5.48396850D-08 8.15991167D-08 ARRAY D2ND FROM ROUTINE OUT 1 BY 5 ARRAY -2.46960285D+02-2.95073663D+02-1.83601168D+02-1.65924810D+02-1.30025491D+02 LOG LIKELIHOOD AT OPTIMUM = 550.4555899272127 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1100.91118 1092.91118 1080.34453 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 6 MX= 1 IPT= 2 ITERL= 50 NVAR1= 6 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.503752D+02 INITIAL X VECTOR = -0.413437D+00 -0.651646D+00 0.572986D-01 0.234274D+00 -0.100000D-01 0.809726D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 7 5.503752D+02 X= -4.134369D-01 -6.516462D-01 5.729862D-02 2.342745D-01 -1.000000D-02 8.097259D-01 1 NORM 17 5.504424D+02 X= -4.131200D-01 -6.521354D-01 5.676825D-02 2.337602D-01 -1.855893D-03 8.098087D-01 2 NORM 31 5.505278D+02 X= -4.314317D-01 -6.261400D-01 7.713235D-02 2.561088D-01 2.196085D-02 8.057432D-01 3 NORM 45 5.507724D+02 X= -4.552903D-01 -5.769054D-01 1.702741D-01 3.382549D-01 9.072285D-02 7.946071D-01 4 NORM 60 5.508203D+02 X= -4.544548D-01 -5.565978D-01 2.010656D-01 3.357674D-01 1.042648D-01 8.009698D-01 5 NORM 81 5.509456D+02 X= -3.715460D-01 -4.525737D-01 2.252522D-01 3.670604D-01 1.352350D-01 8.294205D-01 6 NORM 98 5.510020D+02 X= -3.248691D-01 -3.974102D-01 2.393536D-01 3.749475D-01 1.505304D-01 8.140265D-01 7 NORM 110 5.510367D+02 X= -3.491356D-01 -4.140749D-01 2.403815D-01 3.706931D-01 1.597534D-01 8.028634D-01 8 NORM 123 5.510426D+02 X= -3.407305D-01 -3.876267D-01 2.540656D-01 3.825183D-01 1.717491D-01 8.061337D-01 9 NORM 137 5.510460D+02 X= -3.353353D-01 -3.712897D-01 2.644124D-01 3.857665D-01 1.730637D-01 8.044116D-01 10 NORM 148 5.510460D+02 X= -3.345764D-01 -3.705374D-01 2.642245D-01 3.856208D-01 1.729697D-01 8.044348D-01 11 NORM 160 5.510460D+02 X= -3.346116D-01 -3.705679D-01 2.642107D-01 3.855999D-01 1.729604D-01 8.044491D-01 12 NORM 175 5.510460D+02 X= -3.346084D-01 -3.705507D-01 2.642236D-01 3.856072D-01 1.729693D-01 8.044493D-01 13 NORM 189 5.510460D+02 X= -3.346054D-01 -3.705455D-01 2.642257D-01 3.856085D-01 1.729702D-01 8.044493D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 203 ITERATION COUNT = 14 FUNCTION VALUE = 5.5104604253D+02 0 X VECTOR X1 -3.3460533620D-01 X2 -3.7054648306D-01 X3 2.6422481145D-01 X4 3.8560798859D-01 X5 1.7296943974D-01 X6 8.0444922858D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.17310729D+01 X2 -0.10366055D+01 X3 0.11717968D+01 X4 0.26013177D+01 X5 0.11735370D+01 X6 0.90265146D+01 ARRAY H FROM ROUTINE OUT 6 BY 6 ARRAY -3.73624190D-02-5.57130211D-02-1.81595593D-02-7.98029943D-03-7.21594300D-03 -5.57130211D-02-1.27778679D-01-6.74676008D-02-3.71020314D-02-3.60657161D-02 -1.81595593D-02-6.74676008D-02-5.08443353D-02-2.77085208D-02-2.84547001D-02 -7.98029943D-03-3.71020314D-02-2.77085208D-02-2.19738048D-02-1.83887673D-02 -7.21594300D-03-3.60657161D-02-2.84547001D-02-1.83887673D-02-2.17242686D-02 -3.78761020D-04-4.99104027D-04-1.66566952D-04-4.20555602D-05 2.56949641D-05 -3.78761020D-04 -4.99104027D-04 -1.66566952D-04 -4.20555602D-05 2.56949641D-05 -7.94249769D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 6 ARRAY 2.76070454D-07-1.26880715D-08-1.13938764D-07-9.50319521D-07 9.15641807D-07 -1.80694517D-07 ARRAY SRCH FROM ROUTINE OUT 1 BY 6 ARRAY 2.85892978D-08-9.88613888D-07-9.03946809D-07-5.21013882D-07-7.13080379D-07 -4.20649628D-08 ARRAY D2ND FROM ROUTINE OUT 1 BY 6 ARRAY -2.52594637D+02-1.97593821D+02-2.08446938D+02-2.02179347D+02-2.26924874D+02 -1.25992289D+02 LOG LIKELIHOOD AT OPTIMUM = 551.0460425273492 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1102.09209 1092.09209 1076.38377 START VALUES ARE D = 0.0000000000000000E+00 VAR = 0.8492743689118982 P = 2 Q = 3 AUTO REGRESSIVE COEFFICIENTS A( 1) = 0.0000 A( 2) = -0.3208 A( 3) = -0.1304 MOVING AVERAGE COEFFICIENTS B( 1) = 0.0000 B( 2) = 0.0000 B( 3) = 0.0000 B( 4) = 0.0000 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 4 MX= 1 IPT= 2 ITERL= 50 NVAR1= 4 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.466515D+02 INITIAL X VECTOR = 0.100000D-01 -0.320761D+00 -0.130357D+00 0.849274D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 5 5.466515D+02 X= 1.000000D-02 -3.207611D-01 -1.303568D-01 8.492744D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 32 ITERATION COUNT = 1 FUNCTION VALUE = 5.4665151990D+02 0 X VECTOR X1 1.0000000000D-02 X2 -3.2076105044D-01 X3 -1.3035681685D-01 X4 8.4927436891D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 0.10000000D-01 X2 -0.32076105D+00 X3 -0.13035682D+00 X4 0.84927437D+00 ARRAY H FROM ROUTINE OUT 4 BY 4 ARRAY -1.00000000D+00 0.00000000D+00 0.00000000D+00 0.00000000D+00 0.00000000D+00-1.00000000D+00 0.00000000D+00 0.00000000D+00 0.00000000D+00 0.00000000D+00-1.00000000D+00 0.00000000D+00 0.00000000D+00 0.00000000D+00 0.00000000D+00-1.00000000D+00 ARRAY GRAD FROM ROUTINE OUT 1 BY 4 ARRAY -9.33016276D+00 2.12446948D+00 9.20018096D-01 5.75063752D-02 ARRAY SRCH FROM ROUTINE OUT 1 BY 4 ARRAY -9.32982780D+00 2.12170873D+00 9.19173408D-01 5.27450261D-02 ARRAY D2ND FROM ROUTINE OUT 1 BY 4 ARRAY -1.00000000D+00-1.00000000D+00-1.00000000D+00-1.00000000D+00 LOG LIKELIHOOD AT OPTIMUM = 546.6515199021210 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1093.30304 1087.30304 1077.87805 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 5 MX= 1 IPT= 2 ITERL= 50 NVAR1= 5 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.466263D+02 INITIAL X VECTOR = 0.100000D-01 -0.320761D+00 -0.130357D+00 -0.100000D-01 0.849274D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 6 5.466263D+02 X= 1.000000D-02 -3.207611D-01 -1.303568D-01 -1.000000D-02 8.492744D-01 1 34 5.466263D+02 X= 9.999995D-03 -3.207611D-01 -1.303568D-01 -9.999998D-03 8.492744D-01 2 NORM 56 5.469741D+02 X= -6.041240D-02 -3.170217D-01 -1.196983D-01 2.153455D-02 8.500971D-01 3 NORM 69 5.476643D+02 X= -1.873240D-01 -3.671576D-01 -1.428939D-01 1.436744D-01 8.492431D-01 4 NORM 81 5.481908D+02 X= -3.117061D-01 -3.958134D-01 -2.322337D-01 1.983779D-01 8.406762D-01 5 NORM 93 5.482178D+02 X= -3.111687D-01 -3.751632D-01 -2.424207D-01 2.163348D-01 8.206116D-01 6 NORM 113 5.484557D+02 X= -2.810016D-01 -1.191982D-01 -3.704564D-01 4.156973D-01 8.333136D-01 7 NORM 126 5.485711D+02 X= -2.530986D-01 -3.506632D-02 -4.203851D-01 4.866384D-01 8.286649D-01 8 NORM 139 5.486530D+02 X= -2.691074D-01 -7.403627D-02 -4.159797D-01 4.880855D-01 8.275551D-01 9 NORM 151 5.486624D+02 X= -2.878110D-01 -5.604465D-02 -4.437951D-01 5.245163D-01 8.280809D-01 10 NORM 164 5.486638D+02 X= -2.894557D-01 -6.370581D-02 -4.434149D-01 5.175184D-01 8.287023D-01 11 NORM 175 5.486638D+02 X= -2.904865D-01 -6.513587D-02 -4.431958D-01 5.169925D-01 8.288038D-01 12 NORM 188 5.486638D+02 X= -2.904890D-01 -6.511300D-02 -4.432013D-01 5.170156D-01 8.287988D-01 13 NORM 201 5.486638D+02 X= -2.904874D-01 -6.510921D-02 -4.432025D-01 5.170182D-01 8.287990D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 212 ITERATION COUNT = 14 FUNCTION VALUE = 5.4866383356D+02 0 X VECTOR X1 -2.9048737906D-01 X2 -6.5109397223D-02 X3 -4.4320250910D-01 X4 5.1701809696D-01 X5 8.2879907215D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.15609802D+01 X2 -0.22443818D+00 X3 -0.21013748D+01 X4 0.16509854D+01 X5 0.90592840D+01 ARRAY H FROM ROUTINE OUT 5 BY 5 ARRAY -3.46305774D-02-1.14476694D-02-2.10437547D-02 1.93319204D-02-2.52080337D-04 -1.14476694D-02-8.41576994D-02 3.88225664D-02-7.48427578D-02-9.59146895D-06 -2.10437547D-02 3.88225664D-02-4.44833387D-02 6.03148233D-02-2.91981698D-04 1.93319204D-02-7.48427578D-02 6.03148233D-02-9.80674828D-02 3.89870392D-04 -2.52080337D-04-9.59146895D-06-2.91981698D-04 3.89870392D-04-8.36971689D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 5 ARRAY -6.33422503D-07 4.93447464D-07 5.67460944D-07-8.28243248D-08 1.28256329D-07 ARRAY SRCH FROM ROUTINE OUT 1 BY 5 ARRAY -6.34386027D-09-1.84574252D-07-8.14840564D-09-1.46021542D-07 2.89920198D-08 ARRAY D2ND FROM ROUTINE OUT 1 BY 5 ARRAY -2.18899976D+02-2.13177938D+02-2.17409868D+02-2.36337012D+02-1.19590903D+02 LOG LIKELIHOOD AT OPTIMUM = 548.6638335560854 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1097.32767 1089.32767 1076.76101 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 6 MX= 1 IPT= 2 ITERL= 50 NVAR1= 6 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.485659D+02 INITIAL X VECTOR = -0.290487D+00 -0.651094D-01 -0.443203D+00 0.517018D+00 -0.100000D-01 0.828799D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 7 5.485659D+02 X= -2.904874D-01 -6.510940D-02 -4.432025D-01 5.170181D-01 -1.000000D-02 8.287991D-01 1 NORM 27 5.487826D+02 X= -2.885906D-01 -6.393831D-02 -4.493865D-01 5.132876D-01 2.925395D-02 8.292255D-01 2 NORM 42 5.491730D+02 X= -3.069978D-01 -7.547493D-02 -3.836289D-01 5.522911D-01 1.152449D-01 8.274888D-01 3 NORM 58 5.492087D+02 X= -3.176733D-01 -7.331084D-02 -3.747676D-01 5.478806D-01 1.232320D-01 8.262080D-01 4 NORM 76 5.494731D+02 X= -3.924426D-01 -2.491833D-01 -3.075965D-01 4.481526D-01 1.785730D-01 7.847581D-01 5 NORM 90 5.496191D+02 X= -4.341661D-01 -3.582152D-01 -2.608149D-01 3.795285D-01 2.104447D-01 8.152118D-01 6 NORM 116 5.503837D+02 X= -2.340728D-01 -5.564071D-01 9.988064D-02 -2.989193D-02 2.829567D-01 8.201312D-01 7 NORM 144 5.504952D+02 X= -2.105204D-01 -6.582198D-01 2.042650D-01 -1.582922D-01 3.121979D-01 8.172280D-01 8 NORM 164 5.508092D+02 X= -2.750563D-01 -8.254247D-01 2.708276D-01 -2.617990D-01 3.390994D-01 8.104669D-01 9 NORM 178 5.508616D+02 X= -2.854871D-01 -7.989995D-01 2.364932D-01 -2.107143D-01 3.324978D-01 8.066355D-01 10 NORM 189 5.508652D+02 X= -2.842844D-01 -8.045068D-01 2.479125D-01 -2.154437D-01 3.407092D-01 8.068471D-01 11 NORM 201 5.508696D+02 X= -2.756379D-01 -7.972541D-01 2.532892D-01 -2.220516D-01 3.540639D-01 8.055981D-01 12 NORM 215 5.508731D+02 X= -2.543038D-01 -7.757734D-01 2.571477D-01 -2.218033D-01 3.649849D-01 8.067081D-01 13 NORM 227 5.508739D+02 X= -2.484658D-01 -7.789529D-01 2.641133D-01 -2.292192D-01 3.690750D-01 8.068634D-01 14 NORM 239 5.508739D+02 X= -2.487840D-01 -7.792233D-01 2.643708D-01 -2.291118D-01 3.693361D-01 8.069736D-01 15 NORM 253 5.508739D+02 X= -2.485858D-01 -7.790713D-01 2.644985D-01 -2.291945D-01 3.695208D-01 8.069586D-01 16 NORM 268 5.508739D+02 X= -2.485881D-01 -7.790760D-01 2.644999D-01 -2.291959D-01 3.695184D-01 8.069580D-01 17 NORM 282 5.508739D+02 X= -2.485861D-01 -7.790742D-01 2.645008D-01 -2.291958D-01 3.695191D-01 8.069577D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 297 ITERATION COUNT = 18 FUNCTION VALUE = 5.5087388143D+02 0 X VECTOR X1 -2.4858508748D-01 X2 -7.7907266595D-01 X3 2.6450064421D-01 X4 -2.2919543103D-01 X5 3.6951989049D-01 X6 8.0695783856D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.78661849D+00 X2 -0.27955031D+01 X3 0.10386550D+01 X4 -0.91982997D+00 X5 0.14373030D+01 X6 0.90204460D+01 ARRAY H FROM ROUTINE OUT 6 BY 6 ARRAY -9.98669624D-02-5.53361692D-02-5.70931045D-02 4.51382026D-02-6.83620823D-02 -5.53361692D-02-7.76669026D-02 2.79300399D-04-1.63155792D-02-3.57690047D-02 -5.70931045D-02 2.79300399D-04-6.48501263D-02 5.62933536D-02-5.22400140D-02 4.51382026D-02-1.63155792D-02 5.62933536D-02-6.20864456D-02 3.63326880D-02 -6.83620823D-02-3.57690047D-02-5.22400140D-02 3.63326880D-02-6.60965763D-02 -1.04262887D-03-5.25257623D-04-6.08029814D-04 6.61827923D-04-4.78235669D-04 -1.04262887D-03 -5.25257623D-04 -6.08029814D-04 6.61827923D-04 -4.78235669D-04 -8.00286821D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 6 ARRAY -1.86514788D-06 2.03931412D-06 3.86727555D-07-1.92001262D-06-4.07950544D-07 -9.74722845D-07 ARRAY SRCH FROM ROUTINE OUT 1 BY 6 ARRAY 1.00191981D-06 1.54621545D-06-1.79592853D-07 3.83700303D-07 7.51483168D-07 9.79691643D-08 ARRAY D2ND FROM ROUTINE OUT 1 BY 6 ARRAY -2.48162107D+02-2.92625972D+02-2.96791922D+02-2.14494190D+02-1.66751537D+02 -1.25349878D+02 LOG LIKELIHOOD AT OPTIMUM = 550.8738814315344 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1101.74776 1091.74776 1076.03944 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 7 MX= 1 IPT= 2 ITERL= 50 NVAR1= 7 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.508269D+02 INITIAL X VECTOR = -0.248585D+00 -0.779073D+00 0.264501D+00 -0.229195D+00 0.369520D+00 -0.100000D-01 0.806958D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 8 5.508269D+02 X= -2.485851D-01 -7.790727D-01 2.645006D-01 -2.291954D-01 3.695199D-01 -1.000000D-02 8.069578D-01 1 NORM 26 5.508762D+02 X= -2.474300D-01 -7.806353D-01 2.607532D-01 -2.316617D-01 3.702436D-01 4.493728D-03 8.070796D-01 2 NORM 40 5.508921D+02 X= -2.499076D-01 -7.774175D-01 2.660635D-01 -2.309513D-01 3.672799D-01 1.191441D-02 8.070684D-01 3 NORM 54 5.509083D+02 X= -2.486090D-01 -7.784211D-01 2.740597D-01 -2.204607D-01 3.669887D-01 2.090017D-02 8.069131D-01 4 NORM 69 5.509506D+02 X= -2.693996D-01 -7.606508D-01 2.880685D-01 -1.843066D-01 4.042164D-01 4.610871D-02 8.054308D-01 5 NORM 102 5.513438D+02 X= -2.335444D-01 -4.657616D-01 2.630257D-01 7.541128D-02 5.427079D-01 1.761884D-01 8.082348D-01 6 NORM 131 5.513506D+02 X= -2.289064D-01 -4.556284D-01 2.648394D-01 8.096206D-02 5.491487D-01 1.803381D-01 7.990624D-01 7 NORM 147 5.513625D+02 X= -2.102976D-01 -4.389914D-01 2.781044D-01 7.912275D-02 5.667617D-01 1.862666D-01 8.037066D-01 8 NORM 162 5.514326D+02 X= -1.872548D-01 -4.185662D-01 2.853510D-01 7.818759D-02 5.573315D-01 1.954720D-01 8.005806D-01 9 NORM 177 5.514721D+02 X= -1.724940D-01 -3.697389D-01 3.119808D-01 1.094844D-01 5.873633D-01 2.145703D-01 8.043855D-01 10 NORM 194 5.515204D+02 X= -1.328338D-01 -3.931548D-01 3.791223D-01 3.981069D-02 6.163933D-01 1.902334D-01 8.039532D-01 11 NORM 208 5.515263D+02 X= -1.354934D-01 -4.051829D-01 3.901424D-01 3.195704D-02 6.238409D-01 1.886853D-01 8.010811D-01 12 NORM 221 5.515265D+02 X= -1.340258D-01 -4.046303D-01 3.922878D-01 3.126323D-02 6.256955D-01 1.893572D-01 8.008726D-01 13 NORM 233 5.515265D+02 X= -1.341108D-01 -4.051990D-01 3.921577D-01 3.095922D-02 6.253192D-01 1.892644D-01 8.008175D-01 14 NORM 252 5.515265D+02 X= -1.341620D-01 -4.051977D-01 3.920855D-01 3.101154D-02 6.252862D-01 1.892870D-01 8.008229D-01 15 NORM 269 5.515265D+02 X= -1.341617D-01 -4.051959D-01 3.920922D-01 3.101230D-02 6.252913D-01 1.892908D-01 8.008240D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 284 ITERATION COUNT = 16 FUNCTION VALUE = 5.5152646253D+02 0 X VECTOR X1 -1.3416173650D-01 X2 -4.0519522807D-01 X3 3.9209199697D-01 X4 3.1013099550D-02 X5 6.2529111773D-01 X6 1.8929104532D-01 X7 8.0082389339D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.79153120D+00 X2 -0.17166819D+01 X3 0.14699559D+01 X4 0.11622919D+00 X5 0.34495024D+01 X6 0.15040118D+01 X7 0.91066567D+01 ARRAY H FROM ROUTINE OUT 7 BY 7 ARRAY -2.87290500D-02-4.74149345D-03-3.33045068D-02 2.23348726D-02-2.10087764D-02 -4.74149345D-03-5.57120282D-02 1.37613378D-02-4.77868904D-02-6.50262552D-03 -3.33045068D-02 1.37613378D-02-7.11487590D-02 4.60487992D-02-4.20868780D-02 2.23348726D-02-4.77868904D-02 4.60487992D-02-7.11967069D-02 1.53371064D-02 -2.10087764D-02-6.50262552D-03-4.20868780D-02 1.53371064D-02-3.28587930D-02 6.01115481D-03-1.92239871D-02 6.44831703D-03-2.62610841D-02-2.27518460D-03 -2.47614247D-04-1.79366381D-04-3.53136612D-05-2.95726676D-05 2.06136549D-05 6.01115481D-03-2.47614247D-04 -1.92239871D-02-1.79366381D-04 6.44831703D-03-3.53136612D-05 -2.62610841D-02-2.95726676D-05 -2.27518460D-03 2.06136549D-05 -1.58400899D-02 5.47656070D-05 5.47656070D-05-7.73314431D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 7 ARRAY -7.06482743D-07 1.49468376D-07 2.81687789D-06 1.88919268D-06-2.77242257D-06 -1.45771657D-06-7.63853064D-07 ARRAY SRCH FROM ROUTINE OUT 1 BY 7 ARRAY -6.81952346D-08 6.36735652D-07-2.37811204D-07 7.96875918D-07-1.77451053D-07 2.69684531D-07-1.42937696D-07 ARRAY D2ND FROM ROUTINE OUT 1 BY 7 ARRAY -2.37699656D+02-2.14591436D+02-2.17160893D+02-3.10626736D+02-2.78033891D+02 -3.42411197D+02-1.29422155D+02 LOG LIKELIHOOD AT OPTIMUM = 551.5264625324247 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1103.05293 1091.05293 1072.20294 START VALUES ARE D = 0.0000000000000000E+00 VAR = 0.8304701850401607 P = 3 Q = 3 AUTO REGRESSIVE COEFFICIENTS A( 1) = 0.0000 A( 2) = -0.3402 A( 3) = -0.1781 A( 4) = 0.1488 MOVING AVERAGE COEFFICIENTS B( 1) = 0.0000 B( 2) = 0.0000 B( 3) = 0.0000 B( 4) = 0.0000 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 5 MX= 1 IPT= 2 ITERL= 50 NVAR1= 5 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.485318D+02 INITIAL X VECTOR = 0.100000D-01 -0.340158D+00 -0.178086D+00 0.148800D+00 0.830470D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 6 5.485318D+02 X= 1.000000D-02 -3.401582D-01 -1.780861D-01 1.488001D-01 8.304702D-01 1 34 5.485319D+02 X= 9.996726D-03 -3.401575D-01 -1.780858D-01 1.488002D-01 8.304702D-01 2 NORM 51 5.487512D+02 X= -2.664353D-02 -3.330560D-01 -1.745302D-01 1.495661D-01 8.306689D-01 3 NORM 69 5.492211D+02 X= -1.236957D-01 -4.070709D-01 -2.153309D-01 1.216508D-01 8.283835D-01 4 NORM 88 5.500465D+02 X= -3.117052D-01 -6.238788D-01 -2.160261D-01 1.826178D-01 8.159327D-01 5 NORM 103 5.501154D+02 X= -3.264793D-01 -6.497583D-01 -1.853550D-01 1.616828D-01 8.121814D-01 6 NORM 118 5.501238D+02 X= -3.280634D-01 -6.514079D-01 -1.828474D-01 1.620642D-01 8.229897D-01 7 NORM 132 5.501831D+02 X= -3.390491D-01 -6.558395D-01 -1.729480D-01 1.685901D-01 8.125465D-01 8 NORM 143 5.502015D+02 X= -3.784750D-01 -6.862738D-01 -1.733941D-01 1.697940D-01 8.128571D-01 9 NORM 154 5.502027D+02 X= -3.849201D-01 -6.955504D-01 -1.698230D-01 1.701191D-01 8.123270D-01 10 NORM 164 5.502028D+02 X= -3.852096D-01 -6.957395D-01 -1.694081D-01 1.698921D-01 8.123136D-01 11 NORM 176 5.502028D+02 X= -3.853062D-01 -6.958219D-01 -1.693970D-01 1.698764D-01 8.123253D-01 12 NORM 189 5.502028D+02 X= -3.853093D-01 -6.958243D-01 -1.693977D-01 1.698782D-01 8.123267D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 200 ITERATION COUNT = 13 FUNCTION VALUE = 5.5020275206D+02 0 X VECTOR X1 -3.8530993679D-01 X2 -6.9582510654D-01 X3 -1.6939731699D-01 X4 1.6987821473D-01 X5 8.1232658423D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.15310337D+01 X2 -0.27701654D+01 X3 -0.16462434D+01 X4 0.22340533D+01 X5 0.91334665D+01 ARRAY H FROM ROUTINE OUT 5 BY 5 ARRAY -6.33360443D-02-6.03330971D-02 1.20541000D-02 2.98363470D-03-8.00335872D-04 -6.03330971D-02-6.30941068D-02 1.53579639D-02 3.08280040D-03-7.54742468D-04 1.20541000D-02 1.53579639D-02-1.05882683D-02 3.35597518D-03 1.16579878D-04 2.98363470D-03 3.08280040D-03 3.35597518D-03-5.78213643D-03 4.86241822D-05 -8.00335872D-04-7.54742468D-04 1.16579878D-04 4.86241822D-05-7.91024712D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 5 ARRAY 4.09866277D-06-4.71905814D-06-3.34853473D-06-8.68407590D-06-2.97821838D-06 ARRAY SRCH FROM ROUTINE OUT 1 BY 5 ARRAY -6.60120830D-07-8.25811749D-07 3.50519360D-07 5.73391293D-08-7.03585249D-08 ARRAY D2ND FROM ROUTINE OUT 1 BY 5 ARRAY -2.57618964D+02-3.73911125D+02-3.77025876D+02-3.76433441D+02-1.26583666D+02 LOG LIKELIHOOD AT OPTIMUM = 550.2027520624915 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1100.40550 1092.40550 1079.83885 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 6 MX= 1 IPT= 2 ITERL= 50 NVAR1= 6 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.501996D+02 INITIAL X VECTOR = -0.385310D+00 -0.695825D+00 -0.169397D+00 0.169878D+00 -0.100000D-01 0.812327D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 7 5.501996D+02 X= -3.853099D-01 -6.958251D-01 -1.693973D-01 1.698782D-01 -1.000000D-02 8.123266D-01 1 NORM 24 5.502047D+02 X= -3.829323D-01 -6.982453D-01 -1.694122D-01 1.699401D-01 -8.341444D-03 8.123299D-01 2 NORM 37 5.502066D+02 X= -3.818636D-01 -6.987850D-01 -1.672875D-01 1.716064D-01 -7.589774D-03 8.123355D-01 3 NORM 51 5.502159D+02 X= -3.638578D-01 -7.125357D-01 -1.425173D-01 1.651659D-01 -3.757725D-02 8.121055D-01 4 NORM 65 5.502320D+02 X= -3.309911D-01 -7.428669D-01 -1.140067D-01 1.750524D-01 -1.022698D-01 8.129484D-01 5 NORM 78 5.502323D+02 X= -3.332288D-01 -7.459979D-01 -1.129972D-01 1.752671D-01 -1.031901D-01 8.110549D-01 6 NORM 90 5.502329D+02 X= -3.395251D-01 -7.539378D-01 -1.104968D-01 1.755167D-01 -1.048637D-01 8.124762D-01 7 NORM 102 5.502337D+02 X= -3.379843D-01 -7.527582D-01 -1.127045D-01 1.756527D-01 -1.049974D-01 8.124387D-01 8 NORM 115 5.502337D+02 X= -3.361801D-01 -7.541510D-01 -1.109616D-01 1.755953D-01 -1.081429D-01 8.125030D-01 9 NORM 130 5.502337D+02 X= -3.361272D-01 -7.541262D-01 -1.109755D-01 1.756170D-01 -1.081746D-01 8.125061D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 145 ITERATION COUNT = 10 FUNCTION VALUE = 5.5023371178D+02 0 X VECTOR X1 -3.3612682105D-01 X2 -7.5412849318D-01 X3 -1.1097389595D-01 X4 1.7561710759D-01 X5 -1.0817776907D-01 X6 8.1250631000D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.10930984D+01 X2 -0.22717855D+01 X3 -0.44742917D+00 X4 0.22139626D+01 X5 -0.24974617D+00 X6 0.92276385D+01 ARRAY H FROM ROUTINE OUT 6 BY 6 ARRAY -9.45557293D-02-6.63299312D-03-2.91236514D-02-5.68923335D-03 8.54877630D-02 -6.63299312D-03-1.10193515D-01 6.96684197D-02 5.22732680D-03-1.01153039D-01 -2.91236514D-02 6.96684197D-02-6.15167060D-02-1.21246719D-03 9.58176557D-02 -5.68923335D-03 5.22732680D-03-1.21246719D-03-6.29206298D-03 1.09759417D-02 8.54877630D-02-1.01153039D-01 9.58176557D-02 1.09759417D-02-1.87619666D-01 -1.17348860D-03-2.90275775D-04-2.46673421D-04-3.21299537D-05 8.93252121D-04 -1.17348860D-03 -2.90275775D-04 -2.46673421D-04 -3.21299537D-05 8.93252121D-04 -7.75304558D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 6 ARRAY 2.32915381D-08 8.78718050D-07 1.15765384D-06-1.80833196D-08 1.97702326D-07 1.15076340D-07 ARRAY SRCH FROM ROUTINE OUT 1 BY 6 ARRAY 3.98546531D-07-2.29930717D-06 1.57589617D-06 8.82700207D-08-3.13477099D-06 2.10706546D-07 ARRAY D2ND FROM ROUTINE OUT 1 BY 6 ARRAY -2.56998310D+02-3.93976426D+02-3.96072368D+02-3.95244587D+02-1.77144932D+02 -1.29237245D+02 LOG LIKELIHOOD AT OPTIMUM = 550.2337117753440 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1100.46742 1090.46742 1074.75910 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 7 MX= 1 IPT= 2 ITERL= 50 NVAR1= 7 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.502064D+02 INITIAL X VECTOR = -0.336127D+00 -0.754128D+00 -0.110974D+00 0.175617D+00 -0.108178D+00 -0.100000D-01 0.812506D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 8 5.502064D+02 X= -3.361268D-01 -7.541285D-01 -1.109739D-01 1.756171D-01 -1.081778D-01 -1.000000D-02 8.125063D-01 1 NORM 25 5.502203D+02 X= -3.348190D-01 -7.562709D-01 -1.137472D-01 1.751392D-01 -1.078715D-01 -4.850605D-03 8.125552D-01 2 NORM 40 5.502409D+02 X= -3.372975D-01 -7.535938D-01 -1.132380D-01 1.801564D-01 -1.099061D-01 9.483359D-03 8.126820D-01 3 NORM 71 5.508568D+02 X= -3.477802D-01 -6.247183D-01 2.661785D-01 -1.505081D-01 -9.277755D-03 5.129651D-01 7.988986D-01 4 NORM 101 5.511049D+02 X= -3.344492D-01 -5.959821D-01 4.057872D-01 -2.625240D-01 -1.781550D-02 6.786959D-01 8.064302D-01 5 NORM 131 5.511250D+02 X= -3.294464D-01 -5.960346D-01 4.276581D-01 -2.727319D-01 -1.641514D-02 6.998327D-01 8.044190D-01 6 NORM 145 5.511407D+02 X= -3.265520D-01 -5.946720D-01 4.374796D-01 -2.804962D-01 -2.160480D-02 7.103530D-01 7.930103D-01 7 NORM 163 5.514066D+02 X= -3.019022D-01 -6.157849D-01 5.249601D-01 -3.219259D-01 -6.515041D-02 7.703202D-01 8.199766D-01 8 NORM 176 5.516072D+02 X= -3.780417D-01 -7.161831D-01 5.856113D-01 -3.432003D-01 -1.054837D-01 7.889792D-01 8.131802D-01 9 NORM 193 5.525865D+02 X= -3.333279D-01 -8.766095D-01 7.147787D-01 -3.228796D-01 -2.471291D-01 7.787650D-01 7.830168D-01 10 NORM 207 5.526252D+02 X= -3.299352D-01 -8.687470D-01 7.329817D-01 -3.422536D-01 -2.355379D-01 7.878134D-01 7.840683D-01 11 NORM 222 5.526809D+02 X= -3.697662D-01 -9.433733D-01 8.094930D-01 -3.896235D-01 -2.679466D-01 8.168900D-01 7.949698D-01 12 NORM 247 5.527751D+02 X= -4.849604D-01 -1.047311D+00 8.487419D-01 -4.618433D-01 -2.685321D-01 8.115038D-01 7.914828D-01 13 NORM 267 5.528095D+02 X= -5.350679D-01 -1.108144D+00 8.860171D-01 -4.966829D-01 -2.748775D-01 8.188817D-01 7.851746D-01 14 NORM 281 5.528278D+02 X= -5.280812D-01 -1.106472D+00 8.896885D-01 -4.904413D-01 -2.741174D-01 8.206634D-01 7.823667D-01 15 NORM 297 5.528388D+02 X= -5.563665D-01 -1.142520D+00 9.015770D-01 -4.951616D-01 -2.804966D-01 8.118743D-01 7.866587D-01 16 NORM 311 5.528453D+02 X= -5.802913D-01 -1.162115D+00 9.149785D-01 -5.063484D-01 -2.808666D-01 8.107633D-01 7.845915D-01 17 NORM 324 5.528472D+02 X= -5.876888D-01 -1.174800D+00 9.260788D-01 -5.103596D-01 -2.873799D-01 8.125702D-01 7.834300D-01 18 NORM 336 5.528473D+02 X= -5.897712D-01 -1.178102D+00 9.295686D-01 -5.124985D-01 -2.884007D-01 8.131437D-01 7.843097D-01 19 NORM 349 5.528474D+02 X= -5.890420D-01 -1.177548D+00 9.294199D-01 -5.121820D-01 -2.884786D-01 8.130609D-01 7.843112D-01 20 NORM 360 5.528474D+02 X= -5.891114D-01 -1.177795D+00 9.296812D-01 -5.123617D-01 -2.885853D-01 8.130759D-01 7.841923D-01 21 NORM 378 5.528474D+02 X= -5.890274D-01 -1.177722D+00 9.296810D-01 -5.123657D-01 -2.885889D-01 8.131153D-01 7.841933D-01 22 NORM 394 5.528474D+02 X= -5.890175D-01 -1.177708D+00 9.296685D-01 -5.123592D-01 -2.885855D-01 8.131134D-01 7.841949D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 409 ITERATION COUNT = 23 FUNCTION VALUE = 5.5284736223D+02 0 X VECTOR X1 -5.8901788381D-01 X2 -1.1777081781D+00 X3 9.2966836214D-01 X4 -5.1235913166D-01 X5 -2.8858547551D-01 X6 8.1311316549D-01 X7 7.8419479917D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.17084802D+01 X2 -0.29661434D+01 X3 0.29284926D+01 X4 -0.26056713D+01 X5 -0.21928335D+01 X6 0.72249426D+01 X7 0.92318800D+01 ARRAY H FROM ROUTINE OUT 7 BY 7 ARRAY -1.18860361D-01-1.26250660D-01 7.24371346D-02-4.68002083D-02-1.86247019D-02 -1.26250660D-01-1.57648952D-01 1.07364914D-01-6.03522552D-02-3.64057240D-02 7.24371346D-02 1.07364914D-01-1.00778490D-01 5.71089114D-02 3.49170515D-02 -4.68002083D-02-6.03522552D-02 5.71089114D-02-3.86642606D-02-1.56199331D-02 -1.86247019D-02-3.64057240D-02 3.49170515D-02-1.56199331D-02-1.73195905D-02 -7.77505825D-03-3.00064729D-03-1.43544745D-02 1.06042748D-02 4.10594868D-03 -8.11385105D-04-8.72938822D-04 5.48094284D-04-2.97057778D-04-1.15031232D-04 -7.77505825D-03-8.11385105D-04 -3.00064729D-03-8.72938822D-04 -1.43544745D-02 5.48094284D-04 1.06042748D-02-2.97057778D-04 4.10594868D-03-1.15031232D-04 -1.26658161D-02 6.98666256D-06 6.98666256D-06-7.21551958D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 7 ARRAY 1.46817157D-07 2.00707588D-08 8.39624324D-07 1.11619963D-06 1.02617267D-06 8.08053949D-07-2.27144148D-07 ARRAY SRCH FROM ROUTINE OUT 1 BY 7 ARRAY -3.90129716D-07-2.37731219D-07-1.26085987D-07 1.12661876D-07 7.09983324D-08 -2.38524880D-07-6.49054315D-08 ARRAY D2ND FROM ROUTINE OUT 1 BY 7 ARRAY -2.59230932D+02-5.10250730D+02-4.97514024D+02-5.00049298D+02-5.12226573D+02 -5.10708841D+02-1.38777258D+02 LOG LIKELIHOOD AT OPTIMUM = 552.8473622252448 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1105.69472 1093.69472 1074.84474 1 DFP VERSION 1 BEGINS CALLING PARAMETERS NP= 8 MX= 1 IPT= 2 ITERL= 50 NVAR1= 8 ISTOP= 1 1 0 IST= 1 NLNSR= 20 NLOOP= 7 LT= 1 IFP= 3 ACC FDFRAC FDMIN STEP1 1.000D-13 1.000D-04 1.000D-06 1.000D+00 STPACC STPMIN FOPT 1.000D-13 1.000D-10 0.000D+00 INITIAL F VALUE = 5.528287D+02 INITIAL X VECTOR = -0.589018D+00 -0.117771D+01 0.929668D+00 -0.512359D+00 -0.288585D+00 0.813113D+00 -0.100000D-01 0.784195D+00 1ITERA TYPE NO. FUNCTION TION EVAL VALUE 0 STRT 9 5.528287D+02 X= -5.890179D-01 -1.177708D+00 9.296684D-01 -5.123591D-01 -2.885855D-01 8.131132D-01 -1.000000D-02 7.841948D-01 1 NORM 40 5.528473D+02 X= -5.886722D-01 -1.178224D+00 9.273895D-01 -5.139596D-01 -2.915815D-01 8.134621D-01 -6.630654D-03 7.842095D-01 2 NORM 55 5.528488D+02 X= -5.889055D-01 -1.177707D+00 9.282075D-01 -5.125459D-01 -2.926085D-01 8.137796D-01 -5.563062D-03 7.842225D-01 3 NORM 69 5.528493D+02 X= -5.880766D-01 -1.178366D+00 9.285425D-01 -5.116938D-01 -2.927304D-01 8.141166D-01 -5.034549D-03 7.842250D-01 4 NORM 84 5.528499D+02 X= -5.861355D-01 -1.178918D+00 9.297266D-01 -5.110611D-01 -2.935566D-01 8.128736D-01 -4.550948D-03 7.842081D-01 5 NORM 102 5.528554D+02 X= -5.603202D-01 -1.183059D+00 9.379394D-01 -5.043636D-01 -3.250928D-01 8.161888D-01 -2.493287D-02 7.843118D-01 6 NORM 117 5.528590D+02 X= -5.372259D-01 -1.177002D+00 9.498254D-01 -5.082537D-01 -3.412342D-01 8.269640D-01 -3.407685D-02 7.855556D-01 7 NORM 132 5.528591D+02 X= -5.360816D-01 -1.176258D+00 9.497401D-01 -5.081035D-01 -3.416050D-01 8.272825D-01 -3.437573D-02 7.842737D-01 8 NORM 149 5.528602D+02 X= -5.199964D-01 -1.160312D+00 9.383498D-01 -5.002266D-01 -3.413872D-01 8.274727D-01 -3.709529D-02 7.848710D-01 9 NORM 163 5.528606D+02 X= -5.215883D-01 -1.158261D+00 9.366264D-01 -4.996348D-01 -3.377731D-01 8.277217D-01 -3.509458D-02 7.848268D-01 10 NORM 177 5.528607D+02 X= -5.193924D-01 -1.157372D+00 9.368874D-01 -4.990746D-01 -3.391007D-01 8.281202D-01 -3.591215D-02 7.848711D-01 11 NORM 195 5.528607D+02 X= -5.193630D-01 -1.157171D+00 9.366991D-01 -4.989913D-01 -3.389243D-01 8.280679D-01 -3.580073D-02 7.848659D-01 12 NORM 214 5.528607D+02 X= -5.193505D-01 -1.157162D+00 9.366945D-01 -4.989858D-01 -3.389253D-01 8.280667D-01 -3.580422D-02 7.848661D-01 13 NORM 233 5.528607D+02 X= -5.193558D-01 -1.157161D+00 9.366913D-01 -4.989863D-01 -3.389177D-01 8.280649D-01 -3.579988D-02 7.848661D-01 1FUNCTION VALUE IS ACCURATE TO RELATIVE ACC OPTIMUM REACHED 0FUNCTION EVALUATIONS= 252 ITERATION COUNT = 14 FUNCTION VALUE = 5.5286067194D+02 0 X VECTOR X1 -5.1935768459D-01 X2 -1.1571615478D+00 X3 9.3669155604D-01 X4 -4.9898713311D-01 X5 -3.3891673866D-01 X6 8.2806498584D-01 X7 -3.5799005068D-02 X8 7.8486612230D-01 -MAXIMUM LIKELIHOOD FUNCTION T-RATIOS X1 -0.10644136D+01 X2 -0.29444181D+01 X3 0.29826920D+01 X4 -0.22977735D+01 X5 -0.10614443D+01 X6 0.57747308D+01 X7 -0.17434418D+00 X8 0.92129013D+01 ARRAY H FROM ROUTINE OUT 8 BY 8 ARRAY -2.38074162D-01-1.44897600D-01 4.64782958D-02-7.31478300D-02 8.70737825D-02 -1.44897600D-01-1.54450398D-01 9.58104289D-02-6.80377185D-02-1.23414519D-02 4.64782958D-02 9.58104289D-02-9.86225892D-02 5.46778966D-02 4.90856989D-02 -7.31478300D-02-6.80377185D-02 5.46778966D-02-4.71589626D-02 4.09211741D-03 8.70737825D-02-1.23414519D-02 4.90856989D-02 4.09211741D-03-1.01951028D-01 -3.48719699D-02-6.27949228D-03-2.21144162D-02 6.78630723D-03 2.88643977D-02 7.19658052D-02 1.38309544D-02 1.27723364D-02 1.29634503D-02-6.04410049D-02 -2.60080091D-03-1.49858039D-03 4.20934548D-04-7.37084825D-04 1.03950100D-03 -3.48719699D-02 7.19658052D-02-2.60080091D-03 -6.27949228D-03 1.38309544D-02-1.49858039D-03 -2.21144162D-02 1.27723364D-02 4.20934548D-04 6.78630723D-03 1.29634503D-02-7.37084825D-04 2.88643977D-02-6.04410049D-02 1.03950100D-03 -2.05620002D-02 1.71144207D-02-3.59856920D-04 1.71144207D-02-4.21625634D-02 8.36236875D-04 -3.59856920D-04 8.36236875D-04-7.25768866D-03 ARRAY GRAD FROM ROUTINE OUT 1 BY 8 ARRAY -1.85295316D-06-1.94188602D-06-1.86056633D-06 5.26591356D-06-3.41551297D-06 -6.65331543D-08 3.67883053D-06-1.15364057D-06 ARRAY SRCH FROM ROUTINE OUT 1 BY 8 ARRAY -2.12057152D-06-8.26429451D-07 1.76730849D-07-7.73321897D-07 1.02520636D-06 -2.97014030D-08 9.37038948D-07-2.61533279D-08 ARRAY D2ND FROM ROUTINE OUT 1 BY 8 ARRAY -2.47560303D+02-4.74965515D+02-4.74775729D+02-4.83142649D+02-5.33887684D+02 -5.22859855D+02-5.34377743D+02-1.38364458D+02 LOG LIKELIHOOD AT OPTIMUM = 552.8606719403705 MODEL SELECTION CRITERIA 2*LOGLIKE AIC SIC 1105.72134 1091.72134 1069.72970