Returns the covariances of parameter estimates.
A double
matrix of np by np dimensions, where np = p + q + 1
if z
is centered about Mean
, and np = p + q
if z
is not centered, containing the covariances of parameter estimates.
The ordering of variables is mean
, AR
, and MA
.
Note that the Compute
method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException
exception.
ARMA Class | Imsl.Stat Namespace