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How do I calculate standard errors for mean reversion parameter estimates?
Hi, I use the following code from <http://www.mathworks.com/matlabcentral/fileexchange/28056-energy-trading-risk-management-...
12年以上 前 | 0 件の回答 | 0
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Calibrate VARMA Model using Econometrics Toolbox
Hi, I try to estimate a VARMA model of which I dont know the parameter values using the function vgxvarx. First I specified t...
12年以上 前 | 0 件の回答 | 0
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How do I create conditional density forecasts?
Hi all, I have estimated several stochastic processes. In order to test for the goodness-of-fit I need to build first density...
12年以上 前 | 0 件の回答 | 0
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Goodness of fit - Diebold, Gunther and Tay Approach - Probability Integral Transform - Kolmogorov
Hi, folks! I need to evaluate the goodness of fit of a few simple models for financial data. So far i have estimated the para...
12年以上 前 | 1 件の回答 | 1
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Matlab Help: Matrix Reduction Algorithm ???
Hello Usman Ali, the following code works for me: % scennum_fav is the favored scenario number after reduction sc...
Matlab Help: Matrix Reduction Algorithm ???
Hello Usman Ali, the following code works for me: % scennum_fav is the favored scenario number after reduction sc...
13年以上 前 | 2
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質問
Econometrics Toolbox VAR Model Case Study - which data for model specification?
Hi all, I have a question related to the VAR Model Case Study in the Matlab help file. After transforming the input data for ...
13年以上 前 | 1 件の回答 | 0
