 Usage:  cov=covmlrr(ord,rang,di,tb,te,typ,ytt)  

 

 Input:



  ord                    scalar, model order 

                         

  rang                   scalar, rank of VAR matrix 

                         

  di                     scalar, dimension of time series 

                         

  tb                     scalar, beginning of sample 

                         

  te                     scalar, beginning of sample 

                         

  typ                    scalar, model type 

                         

  ytt                    matrix, transformed time series 

                         

 Output:



  cov                    matrix, covariance matrix 

                         

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

