Best matlab package for time series modelling

Hello!

Until now, I have always analyzed the time series in a theoretical way. Now I finally have to move on to practice. In particular, I would like to model a historical series with a ARMA model.

I would like to stay on MATLAB without switching to R, I saw that there are many packages here too, what is the best in your opinion?

Answer 1

[Star Strider]

The arima function exists in the Econometrics Toolbox. (I do not have it and so I have no experience with it.)

Perhaps that would be where to begin (unless I am missing the context of your question).