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Residual Analysis

Analyze residuals using whiteness and independence tests


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


  • 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.