Learn how Econometrics Toolbox can be used to create better time-series models and forecasts. In this webinar, we will introduce new capabilities with the R2011a release of Econometrics Toolbox that include cointegration tests and vector-error-correcting (VEC).
Short examples will be used to illustrate the new features followed with an applied case study in pairs trading.
About the Presenters:
Stuart Kozola is a product manager at MathWorks and focuses on MATLAB® and add-on products for computational finance.
William Mueller is a developer at MathWorks and focuses on computational finance products, including Econometrics Toolbox™.
View example code from this webinar here:
Recorded: 17 Jan 2013