computes the unconditional variance of the cubs equation with p lags of cubs and k additional lags of the cycle. The cycle follows an AR process of order l.
.covCUBS(mu, phi, beta, sigma, phiC, sigmaC)A list with a two covariance matrices; the first one depicts the covariance between the cycle and cubs and the second onf the covariance of cubs.
constant.
p x 1 vector of parameters for cubs lags.
k x 1 vector of parameters for contemporaneous cycle and cycle lags.
the innovation variance of the cubs process.
l x 1 vector of cycle process parameters.
the innovation variance of the cycle process.