Best matlab package for time series modelling

4 vues (au cours des 30 derniers jours)
Enrico Gambini
Enrico Gambini le 24 Fév 2022
Hello!
Until now, I have always analyzed the time series in a theoretical way. Now I finally have to move on to practice. In particular, I would like to model a historical series with a ARMA model.
I would like to stay on MATLAB without switching to R, I saw that there are many packages here too, what is the best in your opinion?

Réponse acceptée

Star Strider
Star Strider le 24 Fév 2022
The arima function exists in the Econometrics Toolbox. (I do not have it and so I have no experience with it.)
Perhaps that would be where to begin (unless I am missing the context of your question).

Plus de réponses (0)

Catégories

En savoir plus sur Conditional Mean Models dans Help Center et File Exchange

Produits


Version

R2021a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by