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    • ArimaModel Class
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  • ErrorVariance Property
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#
VB
C++
F#
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

ExceptionCondition
InvalidOperationExceptionThe 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
See Also

Reference

ArimaModel Class
Extreme.Statistics.TimeSeriesAnalysis Namespace

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