Econometrics Toolbox
Econometrics Toolbox™ provides functions for modeling economic data. You can select and estimate economic models for simulation and forecasting. For time series modeling and analysis, the toolbox includes univariate Bayesian linear regression, univariate ARIMAX/GARCH composite models with several GARCH variants, multivariate VARX models, and cointegration analysis. It also provides methods for modeling economic systems using state-space models and for estimating using the Kalman filter. You can use a variety of diagnostics for model selection, including hypothesis tests, unit root, stationarity, and structural change.
开始
Learn the basics of Econometrics Toolbox
Data Preprocessing
Format, plot, and transform time series data
Model Selection
Specification testing and model assessment
Time Series Regression Models
Bayesian linear regression models and regression models with nonspherical disturbances
Conditional Mean Models
Autoregressive (AR), moving average (MA), ARMA, ARIMA, ARIMAX, and seasonal models
Conditional Variance Models
GARCH, exponential GARCH (EGARCH), and GJR models
Multivariate Models
Cointegration analysis, and vector autoregression (VAR) and vector error-correction (VEC) models
Markov Models
Discrete-time Markov chains and state-space models