Version 4.1, part of Release 2017b, includes the following enhancements:

  • Discrete-Time Markov Chains: Analyze the structure and evolution of Markov models
  • Vector Error-Correction Model: Analyze multivariate time series with cointegrating relationships
  • Bayesian Linear Regression: Draw samples from posterior distributions using the Hamiltonian Monte Carlo sampler

See the Release Notes for details.

Version 4.0, part of Release 2017a, includes the following enhancements:

  • Bayesian Linear Regression: Analyze posterior distributions of random parameters in multiple regression models​
  • Vector Autoregressive Model: Analyze multivariate time series data including exogenous predictors​

See the Release Notes for details.

Version 3.5, part of Release 2016b, includes bug fixes.

See the Release Notes for details.

Version 3.4 part of Release 2016a, includes the following enhancements:

  • Cusum Structural Change Tests: Assess stability of multiple linear regression models
  • Recursive Linear Regression: Recursively estimate coefficients of multiple linear regression models

See the Release Notes for details.

Version 3.3, part of Release 2015b, includes the following enhancements:

  • Model Conversion Functions: Convert between VEC models and VAR models​​​
  • Diffuse Kalman Filter: Model state-space systems having diffuse initial state distributions​​
  • Chow Structural Change Test: Assess stability of multiple linear regression models
  • ARMAIRF Function: Calculate impulse responses for ARMA models​​

See the Release Notes for details.