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Econometrics Toolbox Classes

Alphabetical List By Category
arimaCreate ARIMA or ARIMAX time series model
conjugateblmBayesian linear regression model with conjugate prior for data likelihood
customblmBayesian linear regression model with custom joint prior distribution
diffuseblmBayesian linear regression model with diffuse conjugate prior for data likelihood
dssmCreate diffuse state-space model
dtmcCreate discrete-time Markov chain
egarchEGARCH conditional variance time series model
empiricalblmBayesian linear regression model with samples from prior or posterior distributions
garchGARCH conditional variance time series model
gjrGJR conditional variance time series model
LagOpCreate lag operator polynomial (LagOp) object
regARIMACreate regression model with ARIMA time series errors
semiconjugateblmBayesian linear regression model with semiconjugate prior for data likelihood
ssmCreate state-space model
varmCreate vector autoregression (VAR) model
vecmCreate vector error-correction (VEC) model
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