SUBROUTINE CROSS

PURPOSE
   TO FIND THE CROSSCOVARIANCES OF SERIES A WITH SERIES B
   (WHICH LEADS AND LAGS A).

USAGE
   CALL CROSS (A,B,N,L,R,S)

DESCRIPTION OF PARAMETERS
   A	- INPUT VECTOR OF LENGTH N CONTAINING FIRST TIME
	  SERIES.
   B	- INPUT VECTOR OF LENGTH N CONTAINING SECOND TIME
	  SERIES.
   N	- LENGTH OF SERIES A AND B.
   L	- CROSSCOVARIANCE IS CALCULATED FOR LAGS AND LEADS OF
	  0, 1, 2,..., L-1.
   R	- OUTPUT VECTOR OF LENGTH L CONTAINING CROSSCOVARI-
	  ANCES OF A WITH B, WHERE B LAGS A.
   S	- OUTPUT VECTOR OF LENGTH L CONTAINING CROSSCOVARI-
	  ANCES OF A WITH B, WHERE B LEADS A.

REMARKS
   N MUST BE GREATER THAN L.  IF NOT, R(1) AND S(1) ARE SET TO
   ZERO AND RETURN IS MADE TO THE CALLING PROGRAM.

SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
   NONE

METHOD
   DESCRIBED IN R.B. BLACKMAN AND J.W. TUKEY, 'THE MEASURMENT
OF POWER SPECTRA', DOVER PUBLICATIONS INC., NEW YORK, 1959.