 Usage:  covc=covabc(ord,rang,di,tb,te,t,typ,ytt,ew)  
 
 Input:

  ord                    integer, order of VAR model 
                         
  rang                   integer, rank of VAR model 
                         
  di                     integer, dimension of time series 
                         
  tb                     integer, beginning of sample 
                         
  te                     integer, end of sample 
                         
  t                      integer, length of sample 
                         
  typ                    integer, model type 
                         
  ytt                    matrix, transformed time series 
                         
  ew                     matrix of eigenvalues 
                         
 Output:

  covc                   covariance matrix of C 
                         
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(C) MD*TECH Method and Data Technologies, 17.8.2000
