ploterrcorr

Plot autocorrelation of error time series

Syntax

ploterrcorr(error)
ploterrcorr(errors,'outputIndex',outIdx)


Description

ploterrcorr(error) takes an error time series and plots the autocorrelation of errors across varying lags. The autocorrelation at zero lag is equal to the mean-squared error.

ploterrcorr(errors,'outputIndex',outIdx) uses the optional property name/value pair to define which output error autocorrelation is plotted. The default is 1.

Examples

Plot Autocorrelation of Errors

Here a NARX network is used to solve a time series problem.

[X,T] = simplenarx_dataset;
net = narxnet(1:2,20);
[Xs,Xi,Ai,Ts] = preparets(net,X,{},T);
net = train(net,Xs,Ts,Xi,Ai);

Y = net(Xs,Xi,Ai);
E = gsubtract(Ts,Y);
ploterrcorr(E)

Version History

Introduced in R2010b