Arima Model.Error Variance 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#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public double ErrorVariance { get; }
Property Value
DoubleRemarks
The error variance or white noise variance is the variance of the error terms in the estimated model.
Exceptions
InvalidOperationException | The model has not been fitted. |