How to Create an ARIMA Model Using Econometric Modeler App - MATLAB
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    How to Create an ARIMA Model Using Econometric Modeler App

    This quick introduction will show you how to use Econometric Modeler App to create a Seasonal ARIMA model for time-series analysis, including data transformation, visualization, statistical tests, and model fitting.

    The featured example is based on airline passengers’ data, which is shipped together with Econometrics Toolbox™.

    You will learn how to:

    • Visualize data using interactive plots, including ACF and PACF plots
    • Transform data using log transformation
    • Perform hypothesis testing using augmented Dickey-Fuller test
    • Create seasonal ARIMA models for time-series analysis
    • Perform statistical analyses on residuals

    Learn more about Econometrics Toolbox: https://goo.gl/pYH9xJ

    Get a Trial of Econometrics Toolbox: https://goo.gl/3dRTtV

    Published: 15 Mar 2018

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