Model and analyze financial and economic systems using statistical methods

Econometrics Toolbox™ provides functions for modeling economic data. You can select and estimate economic models for simulation and forecasting. For time series modeling and analysis, the toolbox includes univariate Bayesian linear regression, univariate ARIMAX/GARCH composite models with several GARCH variants, multivariate VARX models, and cointegration analysis. It also provides methods for modeling economic systems using state-space models and for estimating using the Kalman filter. You can use a variety of diagnostics for model selection, including hypothesis tests, unit root, stationarity, and structural change.

Gestión de Riesgos Financieros: Mejorar la gobernabilidad de modelos con MATLAB


Econometric Modeler App for Time Series Modeling

Identify and test time series models for financial and econometric data.

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Model Identification and Analysis

Select and test models by specifying a model structure, identifying the model order, estimating parameters, and evaluating residuals.

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Bayesian Linear Regression

Estimate and forecast linear time series models using Bayesian inference.

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State-Space Modeling

Create state-space models and tools for estimating parameters based on these and other model types.

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Monte Carlo Simulation

Perform Monte Carlo simulations to generate forecast distributions of both single and multiple time series models.

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Forecast market trends to make budgeting, planning, investing, and policy decisions.

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Cointegration Modeling

Use Engle-Granger and Johansen methods for cointegration testing and modeling.

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Volatility Modeling

Build on time varying volatility models.

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Product Resources

Discover more about Econometrics Toolbox by exploring these resources.


Explore documentation for Econometrics Toolbox functions and features, including release notes and examples.


Browse the list of available Econometrics Toolbox functions.

Technical Articles

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User Stories

Read how Econometrics Toolbox is accelerating research and development in your industry.

Product Requirements

View product requirements for the latest release of Econometrics Toolbox.

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