Examples

---

Use this list to find examples in the documentation.

Model Selection

Test Simulated Data for a Unit Root
Test Wage Data for a Unit Root
Test Stock Data for a Random Walk

Estimation

Lower Bound Constraints
Specifying Presample Data
Inferring Residuals

Regression

Fit an AR(1) Model With Exogenous Covariates

Simulation

Simulate a Single Path
Simulate Multiple Paths
Specify a Response Tolerance

Multiple Time Series

Response Data Structure
Exogenous Data Structure
Using the Likelihood Ratio Test to Calculate the Minimal Requisite Lag
Using Akaike Information Criterion to Calculate the Minimal Requisite Lag
Converting a VARMA Model to a VAR Model
Converting a VARMA Model to a VMA Model
Fitting a VAR Model
Fitting a VARMA Model
Forecasting with vgxpred
Calculating Impulse Responses with vgxproc
VAR Model Case Study

Stochastic Differential Equations

Base SDE Models
Drift and Diffusion Rates
SDEDDO Models
SDELD Models
BM Models
Univariate CEV Models
Univariate GBM Models
SDEMRD Models
CIR Models
HWV Models
Heston Models
Inducing Dependence and Correlation
Dynamic Behavior of Market Parameters
Pricing Equity Options
Simulating Interest Rates
Ensuring Positive Interest Rates
Stratified Sampling
Improving Solution Accuracy
Stochastic Interpolation Without Refinement
Simulation of Conditional Gaussian Distributions
Antithetic Sampling

© 1984-2012- The MathWorks, Inc.    -   Site Help   -   Patents   -   Trademarks   -   Privacy Policy   -   Preventing Piracy   -   RSS