SSResidual Property

The sum of squares of the random shock.

public double SSResidual {get;}

Property Value

A double scalar containing the sum of squares of the random shock, ${\rm {residual}}[0]^2 + \ldots + {\rm {residual}}[{\rm {na - 1}}]^2$ , where residual is the array returned from the GetResidual method and na = residual.Length.

Remarks

The Compute method must be invoked first before invoking this method. Otherwise, the return value is 0. This property is only applicable using least-squares algorithm.

ARMA.SSResidual Property

Property Value

Remarks

See Also