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Econometrics Toolbox

New Features

R2014a (Version 3)

Released: 6 Mar 2014

Version 3, part of Release 2014a, includes the following enhancements:

  • Time-invariant and time-varying, linear, Gaussian state-space models
  • Kalman filter with missing data
  • Performance enhancements for ARIMA and GARCH models

See the Release Notes for details.

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Previous Releases

R2013b (Version 2.4) - 5 Sep 2013

Version 2.4, part of Release 2013b, includes the following enhancements:

  • Regression models with ARIMA errors
  • Time series regression example for lag order selection

See the Release Notes for details.

R2013a (Version 2.3) - 7 Mar 2013

Version 2.3, part of Release 2013a, includes the following enhancements:

  • Heteroscedasticity and autocorrelation consistent (HAC) covariance estimators
  • Regression component added to ARIMA models

See the Release Notes for details.

R2012b (Version 2.2) - 11 Sep 2012

Version 2.2, part of Release 2012b, includes the following enhancements:

  • Impulse response (dynamic multipliers) for ARIMA models
  • Filter user-specified disturbances through ARIMA and conditional variance models
  • A series of new examples on time-series regression techniques

See the Release Notes for details.

R2012a (Version 2.1) - 1 Mar 2012

Version 2.1, part of Release 2012a, includes the following enhancements:

  • Seasonal ARIMA, GARCH, EGARCH, and GJR model objects for modeling univariate time series data
  • Colinearity and stationarity tests for static time series models
  • Correlation and recession plots
  • Historical credit default and U.S. recession data sets

See the Release Notes for details.