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SDE Class Hierarchy

The Econometrics Toolbox™ SDE class structure represents a generalization and specialization hierarchy. The top-level class provides the most general model interface and offers the default Monte Carlo simulation and interpolation methods. In turn, derived classes offer restricted interfaces that simplify model creation and manipulation while providing detail regarding model structure.

The following table lists the SDE classes. The introductory examples in Available Models show how to use these classes to create objects associated with univariate models. Although the Econometrics Toolbox SDE engine supports multivariate models, univariate models facilitate object creation and display, and allow you to easily associate inputs with object parameters.

The following figure illustrates the inheritance relationships among SDE classes.

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