Econometric Modeler App

The Econometric Modeler app enables interactive data processing, visualization, and model construction for time series data. You can create a variety of econometric models such as ARMA, ARIMA, ARIMAX, GARCH, EGATRCH, GJR, and other regression models. You can easily visualize the characteristics of time series (e.g. autocorrelation function (ACF), partial autocorrelation function (PACF), and correlation). Moreover, you can perform statistical tests on the time series data at any time using various methods, including stationary test, heteroscedasticity test, autocorrelation test, and collinearity test. When you are satisfied with the model created, you can generate a summary report or export the model to MATLAB®, so that you can use MATLAB to perform simulation and forecasting tasks.