Main Content

Econometric Modeler

Analyze and model econometric time series

Description

TheEconometric Modelerapp provides a flexible interface for interactive exploratory data analysis of univariate and multivariate time series and conditional mean (for example, ARIMA), conditional variance (for example, GARCH), multivariate (for example, VAR and VEC), and time series regression model estimation.

Using the app, you can:

  • Visualize and transform time series data.

  • Perform statistical specification and model identification tests.

  • Estimate candidate models and compare fits.

  • 进行拟合后评估和残留诊断。

  • Automatically generate code or a report from a session.

Econometric Modeler app

Open the Econometric Modeler App

  • MATLAB®Toolstrip: On theAppstab, underComputational Finance, click the app icon.

  • MATLAB command prompt: EntereconometricModeler.

Examples

Version History

Introduced in R2018a

See Also

Objects

Functions

Topics