photo

raffaele


Actif depuis 2014

Followers: 0   Following: 0

Message

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

Statistiques

All
  • Personal Best Downloads Level 2
  • First Submission
  • Thankful Level 1
  • Scavenger Finisher
  • Solver

Afficher les badges

Feeds

Afficher par

A soumis


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

plus de 9 ans il y a | 1 téléchargement |

A soumis


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

plus de 9 ans il y a | 1 téléchargement |

A soumis


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

plus de 9 ans il y a | 1 téléchargement |

A soumis


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

plus de 10 ans il y a | 1 téléchargement |