Econometric Modeling with Matlab. Box Jenkins Methodology

By: Noriega, B.

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 filte. You can use a variety of diagnostics for model selection, including hypothesis tests, unit root, stationarity, and structural change. This book develops the Box Jenkins methodology for the treatment of time series

• Format: Paperback
• Language: English
• ISBN: 1797930524
• ISBN13: 9781797930527
• Release Date: January 1
• Publisher: Independently Published
• Length: 244 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.6" x 6.0" x 9.0"