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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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