Gets the error variance of the time series.
Namespace: Extreme.Statistics.TimeSeriesAnalysisAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.17114.0)
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
The error variance or white noise variance is the variance of the error terms in the estimated model.
Numerical Libraries
Supported in: 6.0, 5.x, 4.x
Reference