Documentation

This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English version of the page.

Note: This page has been translated by MathWorks. Click here to see
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.

Econometrics Toolbox Classes - By Category

Alphabetical List By Category

Data Preprocessing

LagOpCreate lag operator polynomial (LagOp) object

Model Selection

Nonspherical Models

arimaCreate ARIMA or ARIMAX time series model
regARIMACreate regression model with ARIMA time series errors

Time Series Regression Models

Bayesian Linear Regression Models

conjugateblmBayesian linear regression model with conjugate prior for data likelihood
semiconjugateblmBayesian linear regression model with semiconjugate prior for data likelihood
diffuseblmBayesian linear regression model with diffuse conjugate prior for data likelihood
empiricalblmBayesian linear regression model with samples from prior or posterior distributions
customblmBayesian linear regression model with custom joint prior distribution
Was this topic helpful?