 Usage:  c = covarr(a,ew,r,j,l,di)  

 

 Input:



  a                      vector 

                         

  ew                     matrix 

                         

  r                      integer 

                         

  j                      integer 

                         

  l                      integer 

                         

  di                     integer, dimension of time series 

                         

 Output:



  c                      di x di matrix 

                         

--------------------------------------------------------------

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

