R/sigma.arx.R

Defines functions sigma.arx

Documented in sigma.arx

sigma.arx <-
function(object, ...)
{
  residsTrimmed <- na.trim(object$resids)
  RSS <- sum(residsTrimmed^2)
  nobs <- length(residsTrimmed)
  DFs <- length(coef.arx(object, spec="mean"))
  return( sqrt(RSS/(nobs-DFs)) )
}

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gets documentation built on May 30, 2017, 4:09 a.m.