TS_AUTO_ARIMA_RESULT_RESIDUAL_SIGMA [Time Series]

Function

A supporting function for “TS_AUTO_ARIMA function [Time Series]”. Retrieves the residual standard error of the outlier-free data points.

Syntax

TS_AUTO_ARIMA_ RESULT_RESIDUAL_SIGMA (auto_arima_result)

NoteThis function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.