 Usage:  covci =fncovci(f,covu,om,c,di,ord,rk)  

 

 Input:



  f                      matrix, 

                         

  covu                   matrix, covariance 

                         

  om                     matrix, 

                         

  c                      vector, 

                         

  di                     integer, dimension of time series 

                         

  ord                    integer, order of series 

                         

  rk                     integer, rank of matrix (dimension-cointegration rank) 

                         

 Output:



  covci                  matrix, covariance matrix 

                         

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

