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
C#
public double ErrorVariance { get; }

Property Value

Double

Remarks

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

Exceptions

InvalidOperationExceptionThe model has not been fitted.

See Also