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00925njm 22002777a 4500 dc Mauricio Arias, José Alberto author 1995-03 The algorithm of Kohn and Ansley(1982)is reconsidered here, in arder to correct several implementation errors concerning the construction of the linear equations that must be solved for computing the theoretical autocovariance matrices of a vector ARMA model. This note presents a concise description of the corrected algorithm. En esta nota se corrigen algunos errores del algoritmo de Kohn y Ansley (1982), que tienen que ver con la construcción de un sistema de ecuaciones lineales para calcular las matrices de autocovarianzas teóricas de un modelo ARMA multivariante. https://hdl.handle.net/20.500.14352/64261 http://www.ucm.es/icae A corrected algorithm for computing the theoretical autocovariance matrices of a vector ARMA model