 Usage:  c = covarr(a,ew,r,j,l,di)  
 
 Input:

  a                      vector 
                         
  ew                     matrix 
                         
  r                      integer 
                         
  j                      integer 
                         
  l                      integer 
                         
  di                     integer, dimension of time series 
                         
 Output:

  c                      di x di matrix 
                         
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(C) MD*TECH Method and Data Technologies, 17.8.2000
