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Getting Started with Econometrics Toolbox


Estimate Multiplicative ARIMA Model

Estimate a multiplicative seasonal ARIMA model.

Estimate a Regression Model with Multiplicative ARIMA Errors

Fit a regression model with multiplicative ARIMA errors to data using estimate.

Estimate Conditional Mean and Variance Models

Estimate a composite conditional mean and variance model.

Create State-Space Model with Unknown Parameters

Explicitly and implicitly create state-space models with unknown parameters.

Estimate Time-Invariant State-Space Model

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.

About Econometrics

Stochastic Process Characteristics

Understand the definition, forms, and properties of stochastic processes.

Econometric Modeling

Understand model-selection techniques and Econometrics Toolbox™ features.

Econometrics Toolbox Model Objects, Properties, and Methods

Learn how to create and work with Econometrics Toolbox model objects.

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