Estimate p-values of fitted parameters using armax from sysid toolbox

Question

Enrico Gambini 2022-2-28

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1660200-estimate-p-values-of-fitted-parameters-using-armax-from-sysid-toolbox

回答： Ive J 2022-3-1

Hello!

I'm looking to find a way to find the p-value of the estimated parameters of an armax model fitted using the "armax" command of the System Identification Toolbox.

Any ideas?

Thank you

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Ive J 2022-3-1

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1660200-estimate-p-values-of-fitted-parameters-using-armax-from-sysid-toolbox#answer_906855

在 MATLAB Online 中打开

armax returns parameters and their uncertainties; then you can calculate the p-values.

load iddata9 z9
na = 4;
nc = 1;
sys = armax(z9,[na nc]);
[es, sd] = getpvec(sys);
p = (1 - normcdf(abs(es)./sd)).*2 % or 1 - chi2cdf((es./sd).^2, 1)
p = 5×1
         0
    0.4105
    0.7223
         0
         0