ArimaModel.ErrorVariance Property

Gets the error variance of the time series.

Definition

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

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

Double

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

InvalidOperationException

The model has not been fitted.