smooth.AutoMSARIMA.extract_scale

AutoMSARIMA.extract_scale()

The distribution’s scale (R: extractScale).

A vector when a scale model is attached – the fitted scale at each observation, mapped out of the space sm() fitted it in – and the scalar scale otherwise. A scale model asked for its own scale returns 1, as R does: it is the scale.

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Parent Class: AutoMSARIMA