Model and analyze financial and economic systems using statistical methods

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.

财务风险管理:使用MATLAB改进模型管理


功能

Time Series Modeling

Identify and test univariate and multivariate time series models for financial and econometric data.

了解更多

Model Identification and Analysis

Select and test models by specifying a model structure, identifying the model order, estimating parameters, and evaluating residuals.

了解更多

Bayesian Linear Regression

Estimate and forecast linear time series models using Bayesian inference.

了解更多

State-Space Modeling

Create state-space models and tools for estimating parameters based on these and other model types.

了解更多

Monte Carlo Simulation

Perform Monte Carlo simulations to generate forecast distributions of both single and multiple time series models.

了解更多

Forecasting

Forecast market trends to make budgeting, planning, investing, and policy decisions.

了解更多

Cointegration Modeling

Use Engle-Granger and Johansen methods for cointegration testing and modeling.

了解更多

Volatility Modeling

Build on time varying volatility models.

了解更多

产品资源

通过浏览这些资源,探索有关 Econometrics Toolbox 的更多信息。

文档

浏览 Econometrics Toolbox 函数和功能文档,包括发行说明和代码示例

功能

浏览可用 Econometrics Toolbox 函数的列表

系统要求

查看最新 Econometrics Toolbox 版本的系统要求

技术文章

查看使用 Econometrics Toolbox 方面的文章,了解可以带来的技术优势

用户案例

了解 Econometrics Toolbox 正在如何推动您所在行业内的研发步伐

社区和支持

查找问题答案并浏览故障排除资源


试用或购买

开始使用Econometrics Toolbox 产品有多种方式。 下载免费试用版, or 了解定价和许可选项。

获取免费试用版

试用 Econometrics Toolbox。

获取试用版

准备购买?

购买 Econometrics Toolbox 并了解附加产品。

联系销售
定价和许可

有疑问吗?

Stuart

联系 Stuart Kozola,
Econometrics Toolbox 技术专家

给 Stuart 发送电子邮件

相关解决方案

使用 Econometrics Toolbox 来解决科技与工程上的挑战:


新闻与事件

In this keynote talk, Roy Lurie presents his perspectives on key technologies and trends.
"The Prayer" is a recipe of ten sequential steps for all portfolio managers, risk managers and algorithmic traders across all asset classes and investment horizons, to model and manage the P&L distribution of their positions. For each of the ten step

FREE REPORT: Financial Services Perspective