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AR1FitResultSigma Property

Gets the σ-parameter of the model.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax
public UncertainValue Sigma { get; }

Property Value

Type: 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