Standard errors in ARIMA models

["Giovanni Petris" <gpetris@uark.edu>]

I am fitting an AR(1) model with an intercept.
Is there a way of getting the standard error of the estimate of the
intercept in addition to that of the ARMA coefficients?
And what about a joint variance/covariance matrix?
See code below.

Thank you in advance,
Giovanni

> y.ar1 <- arima.mle(y, model=list(order=c(1,0,0)), xreg=1)
> y.ar1
Call: arima.mle(x = y, model = list(order = c(1, 0, 0)), xreg = 1)
Method:  Maximum Likelihood
Model :  1 0 0

Coefficients:
        AR : 0.19841

Variance-Covariance Matrix:
             ar(1)
ar(1) 0.0003073045
Coeffficients for regressor(s): intercept
[1] 0.00015

Optimizer has  converged
Convergence Type: relative function convergence
AIC: -37972.81466



 ________________________________________________________
[                                                        ]
[ Giovanni Petris                                        ]
[ Department of Mathematical Sciences                    ]
[ University of Arkansas - Fayetteville, AR 72701        ]
[ Ph: (501) 575-6324, (501) 575-8630 (fax)               ]
[ GPetris@uark.edu                                       ]
[ http://comp.uark.edu/~gpetris                          ]
[________________________________________________________]