wt_std_error_AR2 = function(n,c0,r1,r2){ # # Returns an approximate standard error for a AR(2) 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 * ( 1 + r1 ) * ( 1 - 2 * r1^2 + r2 ) / ( n * ( 1 - r1 ) * ( 1 - r2 ) ) ) }