The variance of the random shock.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double InnovationVariance { get; }
Visual Basic (Declaration)
Public ReadOnly Property InnovationVariance As Double
Visual C++
public:
property double InnovationVariance {
	double get ();
}

Field Value

A double scalar equal to the variance of the random shock.

See Also