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.

Reference