What is 'SIGMASQ' in the parameter estimation of Autoregressive model?

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Ette Etuk

This is seen with eviews 10. It refers to estimate of the residual variance.

Srikanth Potharla

can you please tell me detail what is residual variance and how the variable is generated from the autoregressive model.

After the fitting of the autoregressive model to the data the difference between the fitted values and the actual data yields the residuals. The variance of these residuals is SIGMASQ.

thanks a lot prof. Ette Etuk.

your answer is very simple and easy to understand.