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잔차 분석

백색 잡음 검정 및 독립성 검정을 사용하여 잔차 분석

함수

residCompute and test residuals
pePrediction error for identified model
fpeAkaike’s Final Prediction Error for estimated model
aic추정된 모델에 대한 아카이케 정보 기준(AIC)
residOptionsOption set for resid
peOptionsOption set for pe

예제 및 방법

개념

  • 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.