| sigmaSq {sarima} | R Documentation |
Get the innovation variance of models
Description
Get the innovation variance of models.
Usage
sigmaSq(object)
Arguments
object |
an object from a suitable class. |
Details
sigmaSq() gives the innovation variance of objects from classes
for which it makes sense, such as ARMA models.
The value depends on the class of the object, e.g. for ARMA models it is a scalar in the univariate case and a matrix in the multivariate one.
Methods
signature(object = "InterceptSpec")
Author(s)
Georgi N. Boshnakov
[Package sarima version 0.9.3 Index]