Main Content

Residual Analysis

Analyze residuals using whiteness and independence tests

Functions

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

Examples and How To

Concepts

  • 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.