Empirical orthogonal function (PCA) estimation for EEG time series by DaveA Albers

Empirical orthogonal function (PCA) estimation for EEG time series (signal processing, statistics, data exploration)

distinguishable_colors(n_colors,bg,func)

distinguishable_colors(n_colors,bg,func)

eof_unlimited_time(x, N, T, number_of_measurements_per_bloc...

Yahoo Finance Time Series Analysis Tool by Christian Pass

Performs various time series analysis operations (data export, finance, gui)

Yahoo Finance Time Series Analysis Tool

Measures of Analysis of Time Series toolkit (MATS) by Dimitris Kugiumtzis

MATS computes many measures of scalar time series analysis on many time series in one go. (nonlinear dynamics, time series analysis, finance)

AAFTsur(xV,nsur)

AMRBootstrap(xV,arm,nsur)

ARMAfitite(xV,mV,pV,TV)

Causal State Modeller Toolbox by David Kelly

Allows users to infer minimal and optimal statistical predictors from time series data. (markov model, model inference, data analysis)

AICefmakerS(a)

AreaCalculator(Mean, Var, a, b)

CSM(varargin)

Granger Causality Test by Chandler

Conducts a Granger Causality test using the Bayesian Information Criterion to select lag length (granger causality, time series analysis, statistics)

granger_cause(x,y,alpha,max_lag)

Using MATLAB to Develop Macroeconomic Models by Bob Taylor

Analyze a stylized version of the Smets-Wouters model for the United States economy. (econometrics, forecasting, econometrics toolbox)

ARMASA by Piet M T Broersen

Automatic program to estimate the power spectral density with only statistically significant details (time series analysis, spectral analysis, correlation analysis)

ASAaddpath

ASAarg(arg_in,arg_name,arg_type,varargin)

ASAerr(varargin)