[R] Arma - estimate of variance of white noise variables

Hi all, Suppose I am fitting an arma(p,q) model to a time series y_t. So, my model should contain (q+1) white noise variables. As far as I know, each of them should have the same variance. How do I get the estimate of this variance by running the arma(y) function (or is there any other way)?

Re: [R] Arma - estimate of variance of white noise variables

Hello, Em 29-04-2013 13:49, Preetam Pal escreveu: Hi all, Suppose I am fitting an arma(p,q) model to a time series y_t. So, my model should contain (q+1) white noise variables. Why? How on hearth can you say this? As far as I know, each of them should have the same variance. How do I get