 Usage:  covf=covforec(a,cova,covu,ord,adj,tb,te,h,typ,ytt)  

 

 Input:



  a                      matrix, parameters 

                         

  cova                   matrix, covariance matrix of parameters 

                         

  covu                   matrix, covariance matrix of residuals 

                         

  ord                    vector, order of series 

                         

  adj                    scalar, 1=if adjusted, 0=if not 

                         

  tb                     integer, (time) begin 

                         

  te                     integer, (time) end 

                         

  h                      integer, forecast horizon 

                         

  typ                    integer, indicating the model type 

                         

  ytt                    vector, the transformed time series 

                         

 Output:



  covf                   matrix, forecast MSE 

                         

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

