Uploaded August 2026 | Updated September 2026, 2 weeks ago
Econometrics Toolbox™ provides tools to analyze and model time series data. Visualize time series and transform data before modeling. Perform diagnostic tests like stationarity and cointegration on your time series. The product supports both univariate and multivariate time series modeling techniques. Supported techniques include regression, conditional mean models, volatility models, multivariate models like vector autoregression and vector error correction, and switching models. Use Bayesian and state-space models for situations requiring more flexible models. Once the model is specified, generate Monte Carlo simulations to generate distributions or get deterministic forecasts from the model.
Leverage the Econometric Modeler app to perform time series transformations, visualizations, and model selections interactively. The app will then generate code that can be used to automate and deploy the interactive workflow. The app can also generate an automated report that can be used to document and share the results of your analysis with collaborators or colleagues.
To get started with time series modeling, download a free trial of the Econometrics Toolbox.
- Learn more about MATLAB for central banks, financial regulators, and international financial institutions: bit.ly/3MGQjCs
- Download MATLAB cheat sheets for forecasting financial time: bit.ly/47NgMvX
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Get a free product trial: goo.gl/ZHFb5u
Learn more about MATLAB: goo.gl/8QV7ZZ
Learn more about Simulink: goo.gl/nqnbLe
See what's new in MATLAB and Simulink: goo.gl/pgGtod
© 2026 The MathWorks, Inc. MATLAB and Simulink are registered trademarks of The MathWorks, Inc.
See mathworks.com/trademarks for a list of additional trademarks. Other product or brand names may be trademarks or registered trademarks of their respective holders.
Econometrics Toolbox™ provides tools to analyze and model time series data. Visualize time series and transform data before modeling. Perform diagnostic tests like stationarity and cointegration on your time series. The product supports both univariate and multivariate time series modeling techniques. Supported techniques include regression, conditional mean models, volatility models, multivariate models like vector autoregression and vector error correction, and switching models. Use Bayesian and state-space models for situations requiring more flexible models. Once the model is specified, generate Monte Carlo simulations to generate distributions or get deterministic forecasts from the model.
Leverage the Econometric Modeler app to perform time series transformations, visualizations, and model selections interactively. The app will then generate code that can be used to automate and deploy the interactive workflow. The app can also generate an automated report that can be used to document and share the results of your analysis with collaborators or colleagues.
To get started with time series modeling, download a free trial of the Econometrics Toolbox.
- Learn more about MATLAB for central banks, financial regulators, and international financial institutions: bit.ly/3MGQjCs
- Download MATLAB cheat sheets for forecasting financial time: bit.ly/47NgMvX
--------------------------------------------------------------------------------------------------------
Get a free product trial: goo.gl/ZHFb5u
Learn more about MATLAB: goo.gl/8QV7ZZ
Learn more about Simulink: goo.gl/nqnbLe
See what's new in MATLAB and Simulink: goo.gl/pgGtod
© 2026 The MathWorks, Inc. MATLAB and Simulink are registered trademarks of The MathWorks, Inc.
See mathworks.com/trademarks for a list of additional trademarks. Other product or brand names may be trademarks or registered trademarks of their respective holders.
