Best matlab package for time series modelling

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Enrico Gambini
Enrico Gambini 2022년 2월 24일
답변: Star Strider 2022년 2월 24일
Hello!
Until now, I have always analyzed the time series in a theoretical way. Now I finally have to move on to practice. In particular, I would like to model a historical series with a ARMA model.
I would like to stay on MATLAB without switching to R, I saw that there are many packages here too, what is the best in your opinion?

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Star Strider
Star Strider 2022년 2월 24일
The arima function exists in the Econometrics Toolbox. (I do not have it and so I have no experience with it.)
Perhaps that would be where to begin (unless I am missing the context of your question).

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