 Usage:  cov=covbrr(b,ew,r,j,l,icovp,diord)  

 

 Input:



  b                      matrix of parameters 

                         

  ew                     matrix of eigenvalues 

                         

  r                      integer, rank of VAR model 

                         

  j                      integer, index 

                         

  l                      integer, index 

                         

  icovp                  matrix 

                         

  diord                  integer, (dimension * order) 

                         

 Output:



  cov                    matrix 

                         

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

