This one-day course provides a comprehensive introduction to time-series modeling using MATLAB® and Econometrics Toolbox™. The course is intended for economists, analysts and other financial professionals with prior experience of MATLAB who require to develop and maintain time-series models. The course is designed to follow the standard Box-Jenkins procedure for developing time-series models. High-level course themes include:
|Day 1 of 1|
|Preparing Data for Model Fitting||
Objective: Prepare time-series data for model fitting by identifying trends and applying data transformations.
|Model Selection and Fitting||
Objective: Use diagnostic tools to select a group of suitable candidate ARIMA and GARCH models for a given time series. Identify, create and fit candidate time-series models to data.
|Evaluating Model Appropriateness||
Objective: Compute and evaluate model diagnostics to ensure model correctness, suitability and reliability.
|Forecasting and Simulation||
Objective: Forecast models to predict future data. Simulate sample trajectories and statistics by applying Monte Carlo simulation techniques.
See if you are eligible for discounted pricing for academic users.
When you register for one of these courses, you can rely on the fact that it won't be canceled or rescheduled for any reason.
|21 dec 2017||Netherlands, Eindhoven||English||EUR 700|
The pricing applies for purchase and use in United States, For pricing in other regions Contact Sales. The product price does not include sales, use, excise, value-added, or other taxes. Any applicable taxes, duties, levies, assessments and governmental charges payable in connection with this purchase will be assessed on the order. Refer to Training Policies for more information
You are eligible for discounted academic pricing when you use MATLAB and Simulink for teaching, academic research, or for meeting course requirements at a degree granting institution.
You are not eligible for academic pricing when you use MATLAB and Simulink at a commercial or government lab, or for other commercial or industrial purposes.
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