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Residual Analysis

Analyze residuals using whiteness and independent tests

Functions

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

Examples and How To

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.

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.

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