This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English verison of the page.

Note: This page has been translated by MathWorks. Please click here
To view all translated materals including this page, select Japan from the country navigator on the bottom of this page.

Getting Started with Econometrics Toolbox


Estimate Multiplicative ARIMA Model

Estimate a multiplicative seasonal ARIMA model.

Estimate a Regression Model with Multiplicative ARIMA Errors

Fit a regression model with multiplicative ARIMA errors to data using estimate.

Estimate Conditional Mean and Variance Models

Estimate a composite conditional mean and variance model.

Bayesian Linear Regression Workflow

Use the Bayesian multiple linear regression framework to estimate posterior distribution features and forecast observations using the posterior predictive distribution.

Fit VAR Model of CPI and Unemployment Rate

Estimate a VAR model composed of the consumer price index and unemployment rate.

Create State-Space Model with Unknown Parameters

Explicitly and implicitly create state-space models with unknown parameters.

Estimate Time-Invariant State-Space Model

Generate data from a known model, specify a state-space model containing unknown parameters corresponding to the data generating process, and then fit the state-space model to the data.

About Econometrics

Stochastic Process Characteristics

Understand the definition, forms, and properties of stochastic processes.

Econometric Modeling

Understand model-selection techniques and Econometrics Toolbox™ features.

Econometrics Toolbox Model Objects, Properties, and Methods

Learn how to create and work with Econometrics Toolbox model objects.

Was this topic helpful?