Econometric Modeling with Matlab. Arimax, Arch and Garch Models for Univariate Time Series Analysis
Author:   B Noriega
Publisher:   Independently Published
ISBN:  

9781797972459


Pages:   254
Publication Date:   24 February 2019
Format:   Paperback
Availability:   Available To Order   Availability explained
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Econometric Modeling with Matlab. Arimax, Arch and Garch Models for Univariate Time Series Analysis


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Overview

This book develops the time series univariate models through the Econometric Modeler tool. This tool allows to work the phases of identification, estimation and diagnosis of a time series. Incorporates AR, MA, ARMA, ARIMA, ARCH, GARCH and ARIMAX models.The Econometric Modeler app is an interactive tool for analyzing univariate time series data. The app is well suited for visualizing and transforming data, performing statistical specification and model identification tests, fitting models to data, and iterating among these actions. When you are satisfied with a model, you can export it to the MATLAB Workspace to forecast future responses or for further analysis. You can also generate code or a report from a session.

Full Product Details

Author:   B Noriega
Publisher:   Independently Published
Imprint:   Independently Published
Dimensions:   Width: 15.20cm , Height: 1.50cm , Length: 22.90cm
Weight:   0.376kg
ISBN:  

9781797972459


ISBN 10:   1797972456
Pages:   254
Publication Date:   24 February 2019
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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