wt_std_error_AR1MA1 = function(n,c0,r1,r2){ # # Returns an approximate standard error for a ARIMA(1,d,1) model # # Written by: # -- # John L. Weatherwax 2009-04-21 # # email: wax@alum.mit.edu # # Please send comments and especially bug reports to the # above email address. # #----- sqrt( (c0/n) * ( 1 + ( 2*r1^2 )/( r1 - r2 ) ) ) }