TIME SERIES FORECASTING. ARIMAX, ARCH AND GARCH MODELS FOR UNIVARIATE TIME SERIES ANALYSIS. Examples with Matlab e-bog

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, fittingmodels 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.