A time series of length 100 is obtained from an AR(1) model with σ = 1 and α = −0.5. What is the standard error of the mean? If the usual σ/  formula were used in constructing a confidence interval...

A time series of length 100 is obtained from an AR(1) model with σ = 1 and α = −0.5. What is the standard error of the mean? If the usual σ/ formula were used in constructing a confidence interval for the mean, with σ defined as in Subsection 9.1.3, would it be too narrow or too wide?