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Including exogenous (predictor) variables in the state equation of a state space model

Asked by kmc

kmc

on 28 Jan 2015 at 12:08
Latest activity Edited by kmc

kmc

on 28 Jan 2015 at 13:53
1answer
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Estimate GARCH(4,1) using estimate: Parameter GARCH{2} is missing

Asked by Karl-Martin

Karl-Martin

on 7 Jan 2015 at 11:26
Latest activity Answered by Karl-Martin

Karl-Martin

on 10 Jan 2015 at 11:06
Accepted Answer by Karl-Martin

Karl-Martin

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how can I display the confidence intervals in one single vector in a MVR?

Asked by Francesco Da Vinci

Francesco Da Vinci

on 3 Jan 2015 at 19:46
Latest activity Edited by dpb

dpb

on 3 Jan 2015 at 20:43
2answers
0 votes

Wind speed prediction using ARIMA model

Asked by Aubai

Aubai

on 19 May 2014
Latest activity Commented on by Mohsen

Mohsen

on 3 Dec 2014
Accepted Answer by Hang Qian

Hang Qian

1answer
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I do not understand how the returns are calculated

Asked by alessandro caserta

alessandro caserta

on 11 Nov 2014
Latest activity Commented on by Guillaume

Guillaume

on 11 Nov 2014
Accepted Answer by Guillaume

Guillaume

2answers
0 votes
0answers
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I have a question about pairs trading

Asked by alessandro caserta

alessandro caserta

on 7 Oct 2014
Latest activity Commented on by alessandro caserta

alessandro caserta

on 16 Oct 2014
1answer
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Calculate VaR for equity portfolio

Asked by Paul

Paul

on 13 Oct 2014
Latest activity Commented on by Paul

Paul

on 14 Oct 2014
1answer
0 votes

arima estimate error with garch

Asked by Jonah

Jonah

on 16 Sep 2014
Latest activity Edited by Roger Wohlwend

Roger Wohlwend

on 17 Sep 2014
0answers
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How to remove a error with GARCH model forecasting ?

Asked by Mark

Mark

on 8 Sep 2014
Latest activity Edited by Mark

Mark

on 8 Sep 2014
1answer
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How to simulate ARIMA from residuals?

Asked by Fred

Fred

on 27 Aug 2014
Latest activity Answered by Roger Wohlwend

Roger Wohlwend

on 1 Sep 2014
0answers
0 votes

geographically weighted regression (GWR) MATLAB code

Asked by hizaki

hizaki

on 12 Aug 2014
Latest activity Commented on by Star Strider

Star Strider

on 12 Aug 2014
1answer
0 votes
Authored by MathWorks Support
Authored by MathWorks Support
1answer
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Matlab AR command for creating the model of predicting kstep ahead prediction

Asked by lily

lily

on 16 Jul 2014
Latest activity Commented on by lily

lily

on 20 Jul 2014
1answer
0 votes

Forecasting with an AR(8) model

Asked by Panty

Panty

on 9 Jul 2014
Latest activity Commented on by Shashank Prasanna

Shashank Prasanna

on 14 Jul 2014
1answer
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Wind speed forecasting using ARIMA model

Asked by George

George

on 11 Jul 2014
Latest activity Answered by Shashank Prasanna

Shashank Prasanna

on 11 Jul 2014
1answer
0 votes

0 and -inf in the residuals inferred from a ARIMA model

Asked by Taylor Xie

Taylor Xie

on 3 Jul 2014
Latest activity Commented on by Taylor Xie

Taylor Xie

on 4 Jul 2014
1answer
0 votes

External regressors in the volatility process of a GARCH.

Asked by Davide

Davide

on 23 Jun 2014
Latest activity Answered by Shashank Prasanna

Shashank Prasanna

on 23 Jun 2014
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1answer
0 votes
1answer
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How to compute confidence bands for IRF's within in vgx framework?

Asked by Esben

Esben

on 11 Jun 2014
Latest activity Answered by Hang Qian

Hang Qian

on 14 Jun 2014
1answer
0 votes

Econometrics Toolbox output handling

Asked by dav

dav

on 4 Jun 2014
Latest activity Answered by Roger Wohlwend

Roger Wohlwend

on 10 Jun 2014
1answer
0 votes
1answer
0 votes

Inquiry on Johansen method (jcitest function)

Asked by Hyungseok Hahm

Hyungseok Hahm

on 16 Apr 2014
Latest activity Commented on by Hang Qian

Hang Qian

on 13 May 2014
1answer
0 votes

Error With Forecasting ARIMAX Model

Asked by J.C.

J.C.

on 27 Mar 2014
Latest activity Commented on by J.C.

J.C.

on 31 Mar 2014
Accepted Answer by Hang Qian

Hang Qian

1answer
0 votes

How to get GARCH parameters into a vector

Asked by DoVile Last Name:

DoVile Last Name:

on 8 Apr 2013
Latest activity Answered by Hang Qian

Hang Qian

on 30 Mar 2014
1answer
0 votes

How can I estimate a Vector Autoregressive (VAR) Model by OLS?

Asked by Valentina

Valentina

on 17 Oct 2013
Latest activity Edited by Hang Qian

Hang Qian

on 30 Mar 2014
1answer
0 votes

Why would vgxsim and vgxpred yield different forecasts?

Asked by Hector

Hector

on 2 Jan 2014
Latest activity Answered by Hang Qian

Hang Qian

on 30 Mar 2014
1answer
0 votes

AR(p) of order 6 AutoRegression

Asked by Daniel Grewal

Daniel Grewal

on 16 Mar 2014
Latest activity Edited by Shashank Prasanna

Shashank Prasanna

on 20 Mar 2014
1answer
0 votes

AR(p) parameters estimation

Asked by Mario

Mario

on 20 Feb 2014
Latest activity Edited by Shashank Prasanna

Shashank Prasanna

on 28 Feb 2014
0answers
0 votes

Problem with Autocorrelation function

Asked by Marc Wilkinson

Marc Wilkinson

on 28 Apr 2013
Latest activity Commented on by Josh

Josh

on 26 Feb 2014
0answers
0 votes

Error running EGcitest, even using example.

Asked by Josh

Josh

on 25 Feb 2014
Latest activity Commented on by Josh

Josh

on 25 Feb 2014
0answers
0 votes
0answers
0 votes
1answer
0 votes

Errors when defining 'X' variable in ARIMAX specification in matlab

Asked by Robert

Robert

on 2 Dec 2013
Latest activity Commented on by Robert

Robert

on 2 Dec 2013
1answer
0 votes

Presample states for ARMA model, Question for function arima and simulate

Asked by Fio

Fio

on 11 Nov 2013
Latest activity Answered by Shashank Prasanna

Shashank Prasanna

on 11 Nov 2013
1answer
0 votes

How to interpret this result from lbqtest?

Asked by silicon

silicon

on 7 Oct 2013
Latest activity Edited by Shashank Prasanna

Shashank Prasanna

on 7 Oct 2013
0answers
0 votes

ARIMA modelling and forecasting.

Asked by Neville

Neville

on 18 Sep 2013
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1answer
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How to define some orders in ARIMA

Asked by Fred

Fred

on 22 Aug 2013
0answers
0 votes
1answer
0 votes
0answers
0 votes

kpss test command results

Asked by mohammed

mohammed

on 22 Jul 2013
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