raffaele

自 2014 起处于活动状态

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Hello, my interest are financial engineering, econometrics, and whatever financial stuff has Matlab involved into!

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rolling window forecast
choose the best forecast of an AR(p) model, by comparing all AR(p) forecast with realized values

9 years 前 | 1 次下载 |

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simple forecast with AR model
forecast with iterative or direct methods, a general AR(p) model, choosing the best p with AIC algo

9 years 前 | 1 次下载 |

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De-trending variables algorithm
function that make all time series stationary, and return number of differencing for each one

9 years 前 | 1 次下载 |

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TSLS (variable input)
this function allows multiple input arguments for a TSLS regression

10 years 前 | 1 次下载 |

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