wmueller's replies:

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variable selection 4 32 (4/21/2008 8:26:03 AM) comp.soft-sys.matlab Dear community, I've got a question concerning "variable selection". Up to now I worked with the stepwisefit function which seems to be quite (let me say) "conservative". I need to know if there are o... mdeetz (8)

Econometrics toolbox ML 2010a Seasonal ARIMA 8 243 (4/28/2010 11:04:06 AM) comp.soft-sys.matlab Hello, Does anybody know if in the new version of matlab is possible to estimate seasonal arima models? I have seen that the newest econometrics tolbox has a new function called LagOp which makes easier to han... Rogelio

Unit root test using adf 3 525 (9/1/2010 3:38:19 PM) comp.soft-sys.matlab Hi, I have a question regarding the usage of 'p' argument in adf function. I am checking the stationarity of an electricity spot price over a 5 years period (as a first step of performing cointegration an... Akin

ARMA estimation [repost] 4 185 (9/28/2010 12:54:04 PM) comp.soft-sys.matlab Greetings, MATLAB has built in functions in its toolbox to estimate ARMA/GARCH parameteres once a model is specified (garchfit). It also tells me that it is using Maximum Likelihood Estimataion procedur... Cagdas

Econometrics Toolbox 5 304 (11/8/2010 2:15:08 PM) comp.soft-sys.matlab Recently I have been studying the Econometrics Toolbox of Matlab, especially the VARMA parts. But I couldn't know how construct impulse response and variance decomposition. Please give me some hints or suggesti... xiaoxiao

How do I fit data to multiple seasonality ARIMA in Matlab 2 52 (12/12/2011 5:28:37 PM) comp.soft-sys.matlab Hi all, Could you please help me? I am looking for ways to fit data to ARIMA model with multiple seasonalities in Matlab, using the Econometric toolbox. Thanks a lot! ... comtech.usa (46)