Analyze and model econometric time series
The Econometric Modeler app provides a flexible interface for interactive exploratory data analysis of univariate time series and conditional mean (for example, ARIMA), conditional variance (for example, GARCH), 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.
MATLAB® Toolstrip: On the Apps tab, under Computational Finance, click the app icon.
MATLAB command prompt: Enter