Автор: MathWorks, Inc.
Издательство: MathWorks, Inc.
Год: 2020
Страниц: 3400
Язык: английский
Формат: pdf (true)
Размер: 28.6 MB
Econometrics Toolbox provides functions for analyzing and modeling time series data. It offers a wide range of visualizations and diagnostics for model selection, including tests for autocorrelation and heteroscedasticity, unit roots and stationarity, cointegration, causality, and structural change. You can estimate, simulate, and forecast economic systems using a variety of modeling frameworks. These frameworks include regression, ARIMA, state-space, GARCH, multivariate VAR and VEC, and switching models. The toolbox also provides Bayesian tools for developing time-varying models that learn from new data.
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