Econometrics Toolbox provides Engle-Granger and Johansen methods for cointegration testing and modeling. The Engel-Granger method tests for individual cointegrating relationships, and estimates their parameters. Johansen methods tests for multiple cointegrating relationships, and estimates parameters in corresponding vector error-correction (VEC) models. In addition, Johansen methods tests linear restrictions on both error-correction speeds and the space of cointegrating vectors, and estimates restricted model parameters.
Model and analyze financial and economic systems using statistical methods
Econometrics Toolbox™ provides functions for modeling economic principles and behavior, with a focus on volatility modeling. It lets you perform Monte Carlo simulation and forecasting with linear and nonlinear stochastic differential equations (SDEs) and build univariate ARMAX/GARCH composite models with several GARCH variants and multivariate VARMAX models. You can use the toolbox to generate minimum mean square error forecasts, estimate parameters in ARMAX/GARCH models and unrestricted/restricted VARX models, and model volatility with Heston stochastic volatility models. You can also perform diagnostic and statistical hypothesis tests, including the likelihood ratio test and variants of Dickey-Fuller and Phillips-Perron unit root tests.
A tag is like a keyword or category label attached to an entry in the Link Exchange. Tags make it easier to find or recall particular links of interest. They're also a good way to categorize your bookmarked items, so you can browse your bookmarks by subject.
Tags benefit the community, too. Anyone who is logged in can tag a Link Exchange item. This means that tagging provides a way to see the big trends in Link Exchange content.
What makes a good tag?
A good tag helps people find the entry. When you tag a link, think about how you might search for that link in the future. Try tagging with several relevant terms, even if they're unrelated to one another. For example, you might want search for a link using either "video" or "image processing" as the tag search term, so it's a good idea to apply both of those tags. Go ahead and experiment with tag searches — it's the best way to learn what tagging is all about. Try adding and deleting tags, too.
How to Tag
Tag your new submission
Start typing in the Tag box, or click on a tag from the list that displays near the box. If you change your mind, click again to remove the tag from your list. Tags are separated by commas. If you want to apply a tag that uses more than one word, make sure there are no commas in the tag itself. Otherwise, the tag will be divided up into multiple tags. Note that when you search for a multi-word tag, you must enclose it in quotes.
Tag an existing link
You can add a tag to an existing entry on the View Link page. Scroll down to the Tags for this Link heading. Click on Add Tags link and type a new tag.