 Usage:  gam=gammaci(dy,yp,d,c,ord,b,e,di)  

 

 Input:



  dy                     matrix, differenced time series 

                         

  yp                     matrix, submatrix of time series 

                         

  d                      matrix 

                         

  c                      matrix 

                         

  ord                    integer, order of series 

                         

  b                      matrix 

                         

  e                      vector 

                         

  di                     integer, dimension of time series 

                         

 Output:



  gam                    matrix, covariance matrix 

                         

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

