Get the innovation variance of models.
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.
Author
Georgi N. Boshnakov
Methods
signature(object = "InterceptSpec")