 Usage:  covc=covabc(ord,rang,di,tb,te,t,typ,ytt,ew)  

 

 Input:



  ord                    integer, order of VAR model 

                         

  rang                   integer, rank of VAR model 

                         

  di                     integer, dimension of time series 

                         

  tb                     integer, beginning of sample 

                         

  te                     integer, end of sample 

                         

  t                      integer, length of sample 

                         

  typ                    integer, model type 

                         

  ytt                    matrix, transformed time series 

                         

  ew                     matrix of eigenvalues 

                         

 Output:



  covc                   covariance matrix of C 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

