REAL*8 FUNCTION ARSDI1(ALAM1,ALAM2)
C***********************************************************************
C  In the calling routine a call to INIT must be made prior to calling *
C  this routine for the first time.                                    *
C***********************************************************************
C  This function integrates the product of the spectral density function
C  of a univariate autogregressive process, and the function
C  cos(lambda*tau), between the frequencies lambda1 and lambda2, and
C  -lambda2 and -lambda1.  
C  If lambda1=0 and lambda2=pi, this provides the autocovariance at lag
C  tau.
C  If tau=0, this provides the power of the spectrum over the indicated
C  frequencies.
C  Inputs:
C  ALAM1     Lambda1
C  ALAM2     Lambda2
C  Inputs (/AUAR/):
C  B         Coefficients of autoregression
C  H         Precision of shock to autoregression
C  TAU       tau
C  NP        Number of coefficients in autoregression
C  Output:
C  ARSDI1    Integrated value of product described above
      IMPLICIT REAL*8 (A-H,O-Z)
      EXTERNAL FARSD1
      PARAMETER(LP=100)
      COMMON/AUAR/B(0:LP),H,TAU,NP
      COMMON/CONST/DLOG2,DLGPI,HLG2PI,PI,PII
      CALL DQDAG(FARSD1,ALAM1,ALAM2,1.0D-4,1.0D-4,2,AA,ERR)
      ARSDI1=PII*AA
      RETURN
      END