Matlab Econometrics analysis done predicting forex and markets using GARCH, ARMA, regression, unit root, random walk, and volatility

(Last Updated On: March 12, 2013)

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Hi there

I have completed the Matlab Econetrics analysis of all possible M scripts for marketing forecasting.

Here are the latest and complete  postings on GARCH, ARMAX, regression, and lots more:
Complete getRet Matlab M function to load returns of AUD USD forex tick flat file

Comparing GARCH models within Matlab Econometrics toolbox

Demo of complete GARCH workflow in estimation, forecasting, simulation, and analysis

Demo of Unit Root testing for stationary time series in Matlab

Demo of random walk in Matlab
Comparing GARCH fits in Matlab

Model construction with GARCH in Matlab

Model section using GARCH / ARMAX in Matlab

Volatility Simulation with GARCH in Matlab

Using ARMA in Matlab

Comparing various GARCH parameters in Matlab

Estimating GARCH parameters in Matlab

Forecasting with GARCH for predicting the markets
Using regression demo for fine tuning your estimating the markets
Using regression for estimating the markets
Forecast Conditional Mean Response using ARIMA

How to infer residuals with GARCH or ARMAX in Matlab

Check them out. Also, I am planning a live webinar next week for all the topic covered until that point. There are lots of topics to cover in the coming weeks as I am now attacking Matlab Financial toolbox.



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