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Argyn


ETrade Bank

Active since 2014

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How to convert arimax model into regArima?
There's arima() method in regArima class that converts regArima into ARIMAX model, it's described in https://www.mathworks.com/h...

5 years ago | 0 answers | 0

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In your example simulating geometric random walk like process with fat tailed innovations, how do you know the mean exists?
In the following example in the MATLAB document: https://www.mathworks.com/help/econ/examples/using-extreme-value-theory-and-cop...

5 years ago | 0 answers | 0

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How to make ProbDist.random() function use a RandStream object?
I want to make sure that my function is using its own random stream without affecting the rest of the code. So, I create ProbDis...

9 years ago | 0 answers | 0

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