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MAModelMeanSquaredError Property

The prediction variance: an estimate of the portion of the variance of the time series that is not explained by the autoregressive model.

Namespace:  FinMath.Statistics.Forecast
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public double MeanSquaredError { get; }

Property Value

Type: Double
See Also