On Fri, 16 Mar 2007, Gad Abraham wrote: > 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)
And for the record, ?arima does tell you about the component var.coef, and also suggests the vcov() method to extract the variance matrix. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.