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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

residCompute and test residuals
pePrediction error for identified model
fpeAkaike’s Final Prediction Error for estimated model
aicAkaike’s Information Criterion for estimated model
residOptionsOption set for resid
peOptionsOption set for pe

例および操作のヒント

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.