[R] ARIMA standard error

[Gad Abraham]

Andrew Robinson wrote:
> Hi Gad,
> 
> try:
> 
> 
>> class(a)
> [1] "Arima"
>> getAnywhere(print.Arima)

Thanks Andrew.

For the record, the standard error is the square root of the diagonal of 
the covariance matrix a$var.coef (itself obtained through some magic):

ses[x$mask] <- round(sqrt(diag(x$var.coef)), digits = digits)


Cheers,
Gad

-- 
Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: g.abraham at ms.unimelb.edu.au
web: http://www.ms.unimelb.edu.au/~gabraham