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Creating ARIMA Models Using Econometric Modeler App

Kawee Numpacharoen, MathWorks

This quick introduction will show you how to use Econometric Modeler App 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

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  • Econometrics Toolbox

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