Time Series Analysis with Matlab. Arima and Arimax Models
Author | : Perez M. |
Publisher | : Createspace Independent Publishing Platform |
Total Pages | : 192 |
Release | : 2016-06-23 |
ISBN-10 | : 1534860916 |
ISBN-13 | : 9781534860919 |
Rating | : 4/5 (919 Downloads) |
Download or read book Time Series Analysis with Matlab. Arima and Arimax Models written by Perez M. and published by Createspace Independent Publishing Platform. This book was released on 2016-06-23 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometrics Toolbox(TM) provides functions for modeling economic data. You can select and calibrate economic models for simulation and forecasting. For time series modeling and analysis, the toolbox includes univariate ARMAX/GARCH composite models with several GARCH variants, multivariate VARMAX 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 diagnostic functions for model selection, including hypothesis, unit root, and stationarity tests.. This book especially developed ARIMA and ARIMAX models acfross BOX-JENKINS methodology