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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.

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)

Figure Error Autocorrelation (ploterrcorr) contains an axes. The axes with title Autocorrelation of Error 1 contains 4 objects of type bar, line. These objects represent Correlations, Zero Correlation, Confidence Limit.

Introduced in R2010b