 Usage:  gh = covmwgen(covu,coeff,ord,di,adj,h,typ)  

 

 Input:



  covu                   matrix, covariance 

                         

  coeff                  matrix, estimated coefficients 

                         

  ord                    integer, order of series 

                         

  di                     integer, dimension of time series 

                         

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

                         

  h                      integer, forecast horizon 

                         

  typ                    integer, describing the model type 

                         

 Output:



  gh                     matrix, covariance matrix 

                         

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

