ARMAMaxLikelihood.InnovationVariance Property

ARMAMaxLikelihoodInnovationVariance Property

The estimated innovation variance of this series.

Namespace: Imsl.Stat
Assembly: 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

Type: Double
A double scalar containing the estimated innovation variance for the time series.