MA1FitResultSigma Property

Gets the σ-parameter of the model.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public UncertainValue Sigma { get; }

Property Value

UncertainValue
An estimate, with uncertainty, of the σ-parameter of the model, which is the per-step Gaussian noise in the underlying population from which the series was drawn.

See Also