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Econometrics Toolbox Classes

Alphabetical List By Category
arima Create ARIMA or ARIMAX time series model
conjugateblm Bayesian linear regression model with conjugate prior for data likelihood
customblm Bayesian linear regression model with custom joint prior distribution
diffuseblm Bayesian linear regression model with diffuse conjugate prior for data likelihood
dssm Create diffuse state-space model
egarch EGARCH conditional variance time series model
empiricalblm Bayesian linear regression model with samples from prior or posterior distributions
garch GARCH conditional variance time series model
gjr GJR conditional variance time series model
LagOp Create lag operator polynomial (LagOp) object
regARIMA Create regression model with ARIMA time series errors
semiconjugateblm Bayesian linear regression model with semiconjugate prior for data likelihood
ssm Create state-space model
varm Create vector autoregression model
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