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Econometrics Toolbox 1.3

Model and analyze financial and economic systems using statistical methods


Contour plot of a log-likelihood function for a GARCH(1,1) model fitted to a typical equity return series.

Econometrics Toolbox™ provides functions for modeling economic data. It enables econometricians and financial professionals to select and calibrate economic models for use in simulation and forecasting. Capabilities include univariate ARMAX/GARCH composite models with several GARCH variants, multivariate VARMAX models, Monte Carlo methods for linear and nonlinear stochastic differential equations, and a variety of diagnostic tests.


Trials available for Econometrics Toolbox
Adobe Acrobat Required  View Econometrics Toolbox data sheet (867k)



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Horizon Wind Energy

"The tools we developed with MATLAB are more reliable, scalable, and maintainable than our spreadsheet-based approach. We know the tools will work, we can add new capabilities, and we can update the production system without getting IT involved."
- Manuel Arancibia
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