ArimaModel.PseudoRSquared Property

public double PseudoRSquared { get; }

Public ReadOnly Property PseudoRSquared As Double
	Get

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

member PseudoRSquared : float with get

Property Value

The R² value indicates the ratio of variation that is explained by the model to the total variation in the model. Its value is usually between 0 and 1, where 0 indicates the model explains nothing, and 1 means the model explains the data perfectly.

The value of R² only makes sense for linear models. For an ARIMA model, the pseudo-R² is the ratio of the explained variance to the total variance in the model.

This property is only available when the model is fitted. It throws an InvalidOperationException if the model is empty or deployed.

Reference