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)) }