sigmaSq | R Documentation |
Get the innovation variance of models.
sigmaSq(object)
object |
an object from a suitable class. |
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.
signature(object = "InterceptSpec")
Georgi N. Boshnakov
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