rw.drift.r
rw.drift = function (x)
{
x.diff <- diff(x)
model <- summary(lm(x.diff ~ 1))
drift <- model$coefficients[1, 1]
fits <- ts(x - c(NA, model$residuals))
tsp(fits) <- tsp(x)
return(list(drift = drift, sec = model$coefficients[1, 2],
see = model$sigma, fits = fits))
}