sigmaSq: Get the innovation variance of models
In sarima: Simulation and Prediction with Seasonal ARIMA Models
sigmaSq 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
sarima documentation built on Aug. 11, 2022, 5:11 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| sigmaSq | 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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.