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Statistical Analysis Demo

by Kas Sharma

 

18 Dec 2003 (Updated 23 Dec 2003)

No BSD License  

Econometrics demo that loads 25 years of quarterly data, visualizes, uses principle components, ...

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Description

1. Loads 25 yrs of quarterly economic data: money supply, inflation, unemployment, etc. raw data and correlation matrix.
2. Runs PCA to reduce dimensionality of the data.
3. Runs regression on the reduced data set.
4. Plots the results

Required Products Statistics Toolbox
MATLAB release MATLAB 6.5 (R13)
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tvpmoney.mat
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Tag Applied By Date/Time
statistics Kas Sharma 22 Oct 2008 07:11:25
probability Kas Sharma 22 Oct 2008 07:11:25
regression Kas Sharma 22 Oct 2008 07:11:25
pca Kas Sharma 22 Oct 2008 07:11:25
seminar Kas Sharma 22 Oct 2008 07:11:25
correlation Kas Sharma 22 Oct 2008 07:11:25
principal component analysis Kas Sharma 22 Oct 2008 07:11:25
correlation Mara 02 Apr 2009 18:53:00
 

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