ARMA.SSResidual Property

ARMASSResidual Property

The sum of squares of the random shock.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double SSResidual { get; }

Public ReadOnly Property SSResidual As Double
	Get

public:
property double SSResidual {
	double get ();
}

member SSResidual : float with get

Property Value

Type: Double
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.

Reference

ARMA Class

Imsl.Stat Namespace