Econometrics Toolbox™ provides functions for modeling economic data. You can select and estimate economic models for simulation and forecasting. For time series modeling and analysis, the toolbox includes univariate Bayesian linear regression, univariate ARIMAX/GARCH composite models with several GARCH variants, multivariate VARX models, and cointegration analysis. It also provides methods for modeling economic systems using state-space models and for estimating using the Kalman filter. You can use a variety of diagnostics for model selection, including hypothesis tests, unit root, stationarity, and structural change.
Discover more about Econometrics Toolbox by exploring these resources.
Explore documentation for Econometrics Toolbox functions and features, including release notes and examples.
Browse the list of available Econometrics Toolbox functions.
View system requirements for the latest release of Econometrics Toolbox.
Use Econometrics Toolbox to solve scientific and engineering challenges: