ARMAInnovationVariance Property |
The variance of the random shock.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double InnovationVariance { get; }
Public ReadOnly Property InnovationVariance As Double
Get
public:
property double InnovationVariance {
double get ();
}
member InnovationVariance : float with get
Property Value
Type:
Double
A
double scalar equal to the variance of
the random shock.
See Also