VAR Model To Predict Malaysia/U.S. Foreign Exchange Rate

Versión 1.0.1 (798 KB) por Kevin Chng
Models VAR using GDP for Malaysia, GDP for U.S. and Malaysia/U.S. Foreign Exchange Rate
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Actualizado 6 Jun 2019

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This example use https://www.mathworks.com/help/econ/var-model-case-study.html as reference.

Highlights :
Loading data from FRED and transforming the data for stationarity
Partitioning the transformed data into presample, estimation, and forecast intervals
Making several models
Fitting the models to the data
Deciding models with various back-testing techniques
Making forecasts based on the best model

Product Focus :
MATLAB
DataFeed Toolbox (Computational Finance Suite)
Econometric Toolbox (Computational Finance Suite)

[Note : Not advocating any particular strategy, factors or methodology]

Citar como

Kevin Chng (2024). VAR Model To Predict Malaysia/U.S. Foreign Exchange Rate (https://www.mathworks.com/matlabcentral/fileexchange/71767-var-model-to-predict-malaysia-u-s-foreign-exchange-rate), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2019a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Conditional Mean Models en Help Center y MATLAB Answers.
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Versión Publicado Notas de la versión
1.0.1

Change Description

1.0.0