non splus/time series question

["Leeds, Mark" <mleeds@mlp.com>]

if one has built an AR(1) model where the

autoregressive parameter is less than

1, does anyone know of a book that derives

the time till the level reverts back to it's original

level.  I think this often referred to as the half life

of the model in the literature.

 

                                        thanks.