data leg3;
    input x p0 p1 p2 p3;
    cards;
     0.500    0.707   -1.225    1.581   -1.871
     1.000    0.707   -1.118    1.187   -0.998
     1.500    0.707   -1.012    0.828   -0.318
     2.000    0.707   -0.905    0.505    0.186
     2.500    0.707   -0.799    0.218    0.533
     3.000    0.707   -0.692   -0.033    0.742
     3.500    0.707   -0.586   -0.248    0.830
     4.000    0.707   -0.479   -0.427    0.818
     4.500    0.707   -0.373   -0.571    0.722
     5.000    0.707   -0.266   -0.678    0.562
     5.500    0.707   -0.160   -0.750    0.356
     6.000    0.707   -0.053   -0.786    0.122
     6.500    0.707    0.053   -0.786   -0.122
     7.000    0.707    0.160   -0.750   -0.356
     7.500    0.707    0.266   -0.678   -0.562
     8.000    0.707    0.373   -0.571   -0.722
     8.500    0.707    0.479   -0.427   -0.818
     9.000    0.707    0.586   -0.248   -0.830
     9.500    0.707    0.692   -0.033   -0.742
    10.000    0.707    0.799    0.218   -0.533
    10.500    0.707    0.905    0.505   -0.186
    11.000    0.707    1.012    0.828    0.318
    11.500    0.707    1.118    1.187    0.998
    12.000    0.707    1.225    1.581    1.871
data leg2;
    input x p0 p1 p2;
    cards;
     0.500    0.707   -1.225    1.581
     1.000    0.707   -1.118    1.187
     1.500    0.707   -1.012    0.828
     2.000    0.707   -0.905    0.505
     2.500    0.707   -0.799    0.218
     3.000    0.707   -0.692   -0.033
     3.500    0.707   -0.586   -0.248
     4.000    0.707   -0.479   -0.427
     4.500    0.707   -0.373   -0.571
     5.000    0.707   -0.266   -0.678
     5.500    0.707   -0.160   -0.750
     6.000    0.707   -0.053   -0.786
     6.500    0.707    0.053   -0.786
     7.000    0.707    0.160   -0.750
     7.500    0.707    0.266   -0.678
     8.000    0.707    0.373   -0.571
     8.500    0.707    0.479   -0.427
     9.000    0.707    0.586   -0.248
     9.500    0.707    0.692   -0.033
    10.000    0.707    0.799    0.218
    10.500    0.707    0.905    0.505
    11.000    0.707    1.012    0.828
    11.500    0.707    1.118    1.187
    12.000    0.707    1.225    1.581
proc iml;
     
     start vec2var(vector);
       nd=ncol(vector);
       n=(-1+sqrt(1+8*nd))/2;
       matrix=j(n,n,0);
       idx=0;
       do i=1 to n;
           do j=1 to i;
               idx=idx+1;	
               matrix[i,j]=vector[idx];
               matrix[j,i]=vector[idx];
               end;	
           end;
           return(matrix);
     finish vec2var;
         
     use leg3;
     read all var {p0 p1 p2 p3} into P3;
     read all var {x};
     use leg2;
     read all var {p0 p1 p2} into P2;
     print x P3 P2;
     xidx=2*{2 3 4.5 6 8 12};
     xp=[xidx,];
     print tp;
     RC={0.1000000E-06  0.5688098       1.137154
         2.355232       2.147434       1.145474 };
     GPC={7.152305       3.827207    
         2.396900     -0.4676474     -0.2903185      0.1660231
         -1.100170     -0.7353516     -0.5993249E-01  0.9576310};
     RPC={4.467746       2.694879       2.173887     -0.1536786
         0.3924026E-01  0.2849811};
     RD=diag(RC);
     GP=vec2var(GPC);
     RP=vec2var(rpc);
     GCov=P3[xidx,]*GP*P3[xidx,]`;
     RCov=P2[xidx,]*Rp*P2[xidx,]`+Rd;
     print Gcov RCov;
     G=P3*GP*P3`;
     create Gdata from G;
     append from G;
     
     quit;
run;

data Gdata2;
set gdata;
array col{*} col1-col24;
weekx=_N_/2;
do weeky=.5 to 12 by .5;
cov=col{weeky*2};
output;
end;
proc g3d data=gdata2;
plot weekx*weeky=cov;
run;
symbol i=join;
proc gplot data=gdata2;where weekx=weeky;
plot cov*weekx;
run;