sigmaSq: Get the innovation variance of models

Description Usage Arguments Details Methods Author(s)

Description

Get the innovation variance of models.

Usage

1
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. 23, 2018, 9:03 a.m.