ErrorVariance Property - Properties - ArimaModel Class - Extreme.Statistics.TimeSeriesAnalysis - Reference - Documentation - Math, Statistics and Matrix Libraries for .NET in C#, VB and F#

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ArimaModelErrorVariance Property

Extreme Optimization Numerical Libraries for .NET Professional

Gets the error variance of the time series.

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.17114.0)

Syntax

C++

Copy

public double ErrorVariance { get; }

Public ReadOnly Property ErrorVariance As Double
	Get

public:
property double ErrorVariance {
	double get ();
}

member ErrorVariance : float with get

Property Value

Type: Double

Exceptions

Exception	Condition
InvalidOperationException	The model has not been computed.

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: 6.0, 5.x, 4.x

Reference

ArimaModel Class

Extreme.Statistics.TimeSeriesAnalysis Namespace

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