Cross-Correlation of the Residuals (CCR) Validation
The CCR analysis checks the cross-correlation of the residuals.
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CCR Validation is only available if you have activated the Advanced Settings. |
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Model > CCR Validation > Residuals * Data
* = Training or Test
Shows the auto-correlation of the prediction's residuals regarding the training or test data. The desired behavior is an exponentially decreasing correlation with a correlation of 1.0 at time lag 0.
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Model > CCR Validation > Residuals and Inputs * Data
* = Training or Test
The expected cross correlation between the residuals and the inputs is zero, without any significant peaks.