We present long term monitoring of MCG-6-30-15 in X-rays, optical and near-IR wavelengths, collected over five years of monitoring. We determine the power spectrum density of all the observed bands and show that after taking into account the host contamination similar power is observed in the optical and near-IR bands. There is evidence for a correlation between the light curves of the X-ray photon flux and the optical B-band, but it is not possible to determine a lag with certainty, with the most likely value being around zero days. Strong correlation is seen between the optical and near-IR bands. Cross correlation analysis shows some complex probability distributions and lags that range from 10 to 20 days, with the near-IR following the optical variations. Filtering the light curves in frequency space shows that the strongest correlations are those corresponding to the shortest time-scales. We discuss the nature of the X-ray variability and conclude that this is intrinsic and cannot be accounted for by absorption episodes due to material intervening in the line of sight. It is also found that the lags agree with the relation tau ~ lambda^(4/3), as expected for an optically thick geometrically thin accretion disc, although for a larger disc than that predicted by the estimated black hole mass and accretion rate in MCG-6-30-15. The cross correlation analysis suggests that the torus is located at ~20 light-days from the central source and at most at ~50 light-days from the central region. This implies an AGN bolometric luminosity of ~3x10^(43) ergs/s/cm-2.
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