I've built a linear model with Matlab using fitlm to predict the next value in a series of doubles. Now I would like to test this model on a different dataset so I get accuracy, p-value etc.
I've used predict, but that just outputs a prediction curve and a confidence interval.
How do I get an accuracy for this new data? What would be the correct way to evaluate this model on the test set? Could I somehow specify the testset when I am building fitlm in the first place?
I know this can be done in packages such as Weka, so I was wondering about the options in Matlab.