ヘルプセンターヘルプセンター

残差分析

白色性テストおよび独立テストを使った残差の解析

関数

`resid`	Compute and test residuals
`pe`	Prediction error for identified model
`fpe`	Akaike’s Final Prediction Error for estimated model
`aic`	Akaike’s Information Criterion for estimated model

`residOptions`	Option set for `resid`
`peOptions`	Option set for `pe`

例および操作のヒント

How to Plot Residuals in the App
Create a residual analysis plot for linear and nonlinear models in the System Identification app.
How to Plot Residuals at the Command Line
Create a residual-analysis plot for linear and nonlinear models at the command line.
Examine Model Residuals
This example shows how you can use residual analysis to evaluate model quality.

概念

What Is Residual Analysis?
Residuals are differences between the one-step-predicted output from the model and the measured output from the validation data set. Thus, residuals represent the portion of the validation data not explained by the model.