Download or read book Econometric Modeling with Matlab. Arimax, Arch and Garch Models for Univariate Time Series Analysis written by B. Noriega and published by Independently Published. This book was released on 2019-02-24 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the time series univariate models through the Econometric Modeler tool. This tool allows to work the phases of identification, estimation and diagnosis of a time series. Incorporates AR, MA, ARMA, ARIMA, ARCH, GARCH and ARIMAX models.The Econometric Modeler app is an interactive tool for analyzing univariate time series data. The app is well suited for visualizing and transforming data, performing statistical specification and model identification tests, fitting models to data, and iterating among these actions. When you are satisfied with a model, you can export it to the MATLAB Workspace to forecast future responses or for further analysis. You can also generate code or a report from a session.