• Extreme Optimization
  • Features
  • Solutions
  • Documentation
  • QuickStart Samples
  • Sample Applications
  • Downloads
  • Technical Support
  • Download trial
  • How to buy
  • Blog
  • Company
  • Resources
• Documentation
  • Introduction
  • Deployment Guide
  • Using Parallelism
  • Mathematics Library User's Guide
  • Vector and Matrix Library User's Guide
  • Statistics Library User's Guide
  • Reference
• Reference
  • Extreme.Collections Namespace
  • Extreme.Mathematics Namespace
  • Extreme.Mathematics.Algorithms Namespace
  • Extreme.Mathematics.Calculus Namespace
  • Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations Namespace
  • Extreme.Mathematics.Curves Namespace
  • Extreme.Mathematics.Curves.Nonlinear Namespace
  • Extreme.Mathematics.EquationSolvers Namespace
  • Extreme.Mathematics.Generic Namespace
  • Extreme.Mathematics.Generic.LinearAlgebra Namespace
  • Extreme.Mathematics.Generic.LinearAlgebra.Implementation Namespace
  • Extreme.Mathematics.Generic.LinearAlgebra.Providers Namespace
  • Extreme.Mathematics.Implementation Namespace
  • Extreme.Mathematics.LinearAlgebra Namespace
  • Extreme.Mathematics.LinearAlgebra.Complex Namespace
  • Extreme.Mathematics.LinearAlgebra.Complex.Decompositions Namespace
  • Extreme.Mathematics.LinearAlgebra.Implementation Namespace
  • Extreme.Mathematics.LinearAlgebra.IO Namespace
  • Extreme.Mathematics.LinearAlgebra.IterativeSolvers Namespace
  • Extreme.Mathematics.LinearAlgebra.IterativeSolvers.Preconditioners Namespace
  • Extreme.Mathematics.LinearAlgebra.Providers Namespace
  • Extreme.Mathematics.LinearAlgebra.Sparse Namespace
  • Extreme.Mathematics.Optimization Namespace
  • Extreme.Mathematics.Optimization.LinearProgramming Namespace
  • Extreme.Mathematics.Optimization.LineSearches Namespace
  • Extreme.Mathematics.SignalProcessing Namespace
  • Extreme.Mathematics.SpecialFunctions Namespace
  • Extreme.Statistics Namespace
  • Extreme.Statistics.Distributions Namespace
  • Extreme.Statistics.IO Namespace
  • Extreme.Statistics.Multivariate Namespace
  • Extreme.Statistics.Random Namespace
  • Extreme.Statistics.Tests Namespace
  • Extreme.Statistics.TimeSeriesAnalysis Namespace
• Extreme.Statistics.TimeSeriesAnalysis Namespace
  • ArimaModel Class
  • ExponentialSmoothingMethod Enumeration
  • ExponentialSmoothingModel Class
  • ExponentialSmoothingTrendEstimator Enumeration
  • GarchInnovationDistribution Enumeration
  • GarchModel Class
  • TimeSeriesCollection Class
  • TimeSeriesFunctions Class
  • TimeSeriesModel Class
• ArimaModel Class
  • Members
  • ArimaModel Constructors
  • Methods
  • Properties
• Properties
  • AutoRegressiveOrder Property
  • AutoRegressiveParameters Property
  • DegreeOfDifferencing Property
  • ErrorVariance Property
  • EstimateMean Property
  • Mean Property
  • MovingAverageOrder Property
  • MovingAverageParameters Property
• ErrorVariance Property

Collapse AllExpand All      Code: All Code: Multiple Code: C# Code: Visual Basic Code: Visual C++ Code: F#

C#
Visual Basic
Visual C++
F#

ErrorVariance Property

ArimaModel Class See Also

Gets the error variance of the time series.

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 5.0.13017.0 (5.0.13248.0)

Syntax

C#
public double ErrorVariance { get; }

Visual Basic
Public ReadOnly Property ErrorVariance As Double Get

Visual C++
public: property double ErrorVariance { double get (); }

F#
member ErrorVariance : float with get

Property Value

Type: Double

Remarks

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

Version Information

Numerical Libraries

Supported in: 5.0, 4.x, 3.6

See Also

ArimaModel Class

ArimaModel Members

Extreme.Statistics.TimeSeriesAnalysis Namespace

Send comments on this topic to support@extremeoptimization.com

Copyright (c) 2004-2013 ExoAnalytics Inc.

Copyright © 2003-2013, Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual Studio.NET, and the Optimized for Visual Studio logo
are registered trademarks of Microsoft Corporation.