ArimaModel.ErrorVariance Property

Gets the error variance of the time series.

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.2.0

public double ErrorVariance { get; }

Visual Basic

Public ReadOnly Property ErrorVariance As Double
	Get

C++/CLI

public:
property double ErrorVariance {
	double get ();
}

member ErrorVariance : float with get

The error variance or white noise variance is the variance of the error terms in the estimated model.

This property is available when the model is fitted or deployed.

Thrown if the model has not been fitted.