 Usage:  covf=cfc1diff(hh,covyh,covu,phi,f,di)  
 
 Input:

  hh                     scalar, forecast horizon 
                         
  covyh                  matrix, covariance matrix of forecasts 
                         
  covu                   matrix, covariance matrix of residuals 
                         
  phi                    scalar, 1.96 for alpha=0.95 
                         
  f                      matrix 
                         
  di                     scalar, dimension of time series 
                         
 Output:

  conf                   matrix, forecast intervals 
                         
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(C) MD*TECH Method and Data Technologies, 17.8.2000
