Econometrics Toolbox™ provides tools to analyze and model time series data. Visualize time series and transform data before modeling. Perform diagnostic tests like stationarity and cointegration on your time series. The product supports both univariate and multivariate time series modeling techniques. Supported techniques include regression, conditional mean models, volatility models, multivariate models like vector autoregression and vector error correction, and switching models. Use Bayesian and state-space models for situations requiring more flexible models. Once the model is specified, generate Monte Carlo simulations to generate distributions or get deterministic forecasts from the model.

Leverage the Econometric Modeler app to perform time series transformations, visualizations, and model selections interactively. The app will then generate code that can be used to automate and deploy the interactive workflow. The app can also generate an automated report that can be used to document and share the results of your analysis with collaborators or colleagues.

To get started with time series modeling, download a free trial of the Econometrics Toolbox.