The Econometric Modeler app is an interactive tool for visualizing and analyzing univariate time series data.
Estimate a multiplicative seasonal ARIMA model.
Fit a regression model with multiplicative ARIMA errors
to data using
Estimate a composite conditional mean and variance model.
Use the Bayesian multiple linear regression framework to estimate posterior distribution features and forecast observations using the posterior predictive distribution.
Estimate a VAR model composed of the consumer price index and unemployment rate.
Explicitly and implicitly create state-space models with unknown parameters.
Generate data from a known model, specify a state-space model containing unknown parameters corresponding to the data generating process, and then fit the state-space model to the data.
Understand the definition, forms, and properties of stochastic processes.
Understand model-selection techniques and Econometrics Toolbox™ features.
Learn how to create and work with Econometrics Toolbox model objects.