Econometric Modeler

Analyze and model econometric time series

Description

The Econometric Modeler app provides an interface for interactive exploratory data analysis. The flexible interface supports analysis of univariate and multivariate time series and conditional mean (for example, ARIMA), conditional variance (for example, GARCH), multivariate (for example, VAR and VEC), and time series regression model estimation.

Using the app, you can:

Visualize and transform time series data.
Perform statistical specification and model identification tests.
Estimate candidate models and compare fits.
Perform post-fit assessments and residual diagnostics.
Automatically generate code or a report from a session.

Econometric Modeler app

Open the Econometric Modeler App

MATLAB^® Toolstrip: On the Apps tab, under Computational Finance, click the app icon.
MATLAB command prompt: Enter econometricModeler.

Examples

Version History

Introduced in R2018a