Introduction - If you have any usage issues, please Google them yourself
The present codes allow for estimation of multiple model in time series analysis. Among the principal models are ARMA, V
Packet : Matlab-Martin-Hurn-Harris.zip filelist
MATLAB/amr_aug1.mat
MATLAB/assetprices.mat
MATLAB/ausu.mat
MATLAB/auto_beachmack.m
MATLAB/auto_distribution.m
MATLAB/auto_efficiency.m
MATLAB/auto_hatanaka.m
MATLAB/auto_hedge.m
MATLAB/auto_invest.m
MATLAB/auto_mean.m
MATLAB/auto_simulate.m
MATLAB/auto_system.m
MATLAB/auto_test.m
MATLAB/basic_assetprices.m
MATLAB/basic_count.m
MATLAB/basic_eurodollar.m
MATLAB/basic_exp.m
MATLAB/basic_normal.m
MATLAB/basic_normal_like.m
MATLAB/basic_poisson.m
MATLAB/basic_sample.m
MATLAB/basic_sampleplot.m
MATLAB/basic_stationary.m
MATLAB/basic_strike.m
MATLAB/basic_transitional.m
MATLAB/bcycle.mat
MATLAB/bcycle_monthly.dat
MATLAB/bq_jp.dat
MATLAB/bq_jp.mat
MATLAB/bq_uk.dat
MATLAB/bq_uk.mat
MATLAB/bq_us.dat
MATLAB/bq_us.mat
MATLAB/campbell_shiller.mat
MATLAB/capm.mat
MATLAB/ccapm.mat
MATLAB/coint_bivterm.m
MATLAB/coint_ecmsim.m
MATLAB/coint_exogeneity.m
MATLAB/coint_hetero.m
MATLAB/coint_ic.m
MATLAB/coint_ident.m
MATLAB/coint_impulse.m
MATLAB/coint_level.m
MATLAB/coint_lrgraphs.m
MATLAB/coint_permincome.m
MATLAB/coint_reg.m
MATLAB/coint_simevals.m
MATLAB/coint_tracecv.m
MATLAB/coint_trend.m
MATLAB/coint_triterm.m
MATLAB/contagion.dat
MATLAB/daily_finance.csv
MATLAB/daily_finance.mat
MATLAB/daily_hedge.mat
MATLAB/diebold_yilmaz.mat
MATLAB/discrete_acd.m
MATLAB/discrete_emm.m
MATLAB/discrete_floor.m
MATLAB/discrete_hamilton_jorda.m
MATLAB/discrete_mpol.m
MATLAB/discrete_ordered.m
MATLAB/discrete_poissonauto.m
MATLAB/discrete_probit.m
MATLAB/discrete_simulation.m
MATLAB/discrete_strike.m
MATLAB/discrete_thinning.m
MATLAB/discrete_trade.m
MATLAB/diversify.mat
MATLAB/dy_ret.dat
MATLAB/dy_vol.dat
MATLAB/equity.mat
MATLAB/equity_decomposition.mat
MATLAB/equity_mp.mat
MATLAB/eurod.mat
MATLAB/eurodata.mat
MATLAB/eurodollar.mat
MATLAB/exante.mat
MATLAB/FedFunds.mat
MATLAB/FinalEstimates.xlsx
MATLAB/ftse.mat
MATLAB/G7Data.xlsx
MATLAB/garch_equity.m
MATLAB/garch_estimate.m
MATLAB/garch_gam.m
MATLAB/garch_m.m
MATLAB/garch_mic.m
MATLAB/garch_midas.m
MATLAB/garch_nic.m
MATLAB/garch_nnh.m
MATLAB/garch_seasonality.m
MATLAB/garch_simulate.m
MATLAB/garch_statistic.m
MATLAB/garch_student.m
MATLAB/garch_studt.m
MATLAB/garch_test.m
MATLAB/gmm_ccapm.m
MATLAB/gmm_consistency.m
MATLAB/gmm_contagion.m
MATLAB/gmm_equity.m
MATLAB/gmm_gamma.m
MATLAB/gmm_gammasim.m
MATLAB/gmm_level.m
MATLAB/gmm_mom.m
MATLAB/gmm_opt.m
MATLAB/gmm_risk_aversion.m
MATLAB/gmm_student.m
MATLAB/gmm_table.m
MATLAB/gnp.mat
MATLAB/hamilton_jorda.mat
MATLAB/han_park.mat
MATLAB/hedge.mat
MATLAB/hedge.xls
MATLAB/hetero_estimate.m
MATLAB/hetero_event.m
MATLAB/hetero_g7.m
MATLAB/hetero_general.m
MATLAB/hetero_moderation.m
MATLAB/hetero_power.m
MATLAB/hetero_sampling.m
MATLAB/hetero_simulate.m
MATLAB/hetero_system.m
MATLAB/hetero_test.m
MATLAB/icapm.mat
MATLAB/INCOME.DAT
MATLAB/intequity.mat
MATLAB/interestdata.mat
MATLAB/investment.mat
MATLAB/klein.dat
MATLAB/level.mat
MATLAB/lfac_bcycle.m
MATLAB/lfac_bcycle.mat
MATLAB/lfac_capm.m
MATLAB/lfac_exante.m
MATLAB/lfac_fvar.m
MATLAB/lfac_hp.m
MATLAB/lfac_multi.m
MATLAB/lfac_panic.m
MATLAB/lfac_smooth.m
MATLAB/lfac_spreads.m
MATLAB/lfac_term.m
MATLAB/lfac_termfig.m
MATLAB/lfac_term_adj.m
MATLAB/lfac_uni.m
MATLAB/lfac_usdata.mat
MATLAB/lfac_usgdp.mat
MATLAB/libor_data.mat
MATLAB/linear_estimate.m
MATLAB/linear_fiml.m
MATLAB/linear_fimldata.dat
MATLAB/linear_fimltestdata.dat
MATLAB/linear_fiml_lm.m
MATLAB/linear_fiml_lr.m
MATLAB/linear_fiml_wd.m
MATLAB/linear_gamma.m
MATLAB/linear_iv.m
MATLAB/linear_klein.m
MATLAB/linear_lm.m
MATLAB/linear_lr.m
MATLAB/linear_plottaylor.m
MATLAB/linear_recursive.m
MATLAB/linear_simulation.m
MATLAB/linear_sur.m
MATLAB/linear_taylor.m
MATLAB/linear_testdata.dat
MATLAB/linear_wd.m
MATLAB/linear_weak.m
MATLAB/MatlabFunctions/
MATLAB/MatlabFunctions/diagrv.m
MATLAB/MatlabFunctions/laprint.m
MATLAB/MatlabFunctions/legend2latex.m
MATLAB/MatlabFunctions/numgrad.m
MATLAB/MatlabFunctions/numhess.m
MATLAB/MatlabFunctions/recserar.m
MATLAB/MatlabFunctions/reshapeg.m
MATLAB/MatlabFunctions/rev.m
MATLAB/MatlabFunctions/seqa.m
MATLAB/MatlabFunctions/trimr.m
MATLAB/MatlabFunctions/vec.m
MATLAB/MatlabFunctions/vech.m
MATLAB/max_cauchy.m
MATLAB/max_exp.m
MATLAB/max_graph.m
MATLAB/max_grid.m
MATLAB/max_iter.m
MATLAB/max_nr.m
MATLAB/max_profile.m
MATLAB/max_returns.m
MATLAB/max_simplex.m
MATLAB/max_stationary.m
MATLAB/max_tar.m
MATLAB/max_test.m
MATLAB/max_transitional.m
MATLAB/max_weibull.m
MATLAB/MCNEW.DAT
MATLAB/mcnew.mat
MATLAB/mgarch_bekk.m
MATLAB/mgarch_dcc.m
MATLAB/mgarch_deco.m
MATLAB/mgarch_icapm.m
MATLAB/mgarch_liboruk.m
MATLAB/mgarch_student.m
MATLAB/moneydemand.mat
MATLAB/nelson_plosser.mat
MATLAB/nlm_ann.m
MATLAB/nlm_annfig.m
MATLAB/nlm_bcycle.m
MATLAB/nlm_bilinear.m
MATLAB/nlm_blinear.m
MATLAB/nlm_blinest.m
MATLAB/nlm_features.m
MATLAB/nlm_g7.m
MATLAB/nlm_gents.m
MATLAB/nlm_girf.m
MATLAB/nlm_GNP.mat
MATLAB/nlm_lgwtest.m
MATLAB/nlm_linear.m
MATLAB/nlm_neural.m
MATLAB/nlm_ozurate.m
MATLAB/nlm_sunspots.m
MATLAB/nlm_tar.m
MATLAB/nlm_tarsim.m
MATLAB/nlm_tvarying.m
MATLAB/nlm_usrate.m
MATLAB/nlm_usurate.m
MATLAB/nls_capm.m
MATLAB/nls_conest.m
MATLAB/nls_contest.m
MATLAB/nls_expdata.dat
MATLAB/nls_exponential.m
MATLAB/nls_exponential_gn.m
MAT
Packet : Matlab-Martin-Hurn-Harris.zip filelist
MATLAB/amr_aug1.mat
MATLAB/assetprices.mat
MATLAB/ausu.mat
MATLAB/auto_beachmack.m
MATLAB/auto_distribution.m
MATLAB/auto_efficiency.m
MATLAB/auto_hatanaka.m
MATLAB/auto_hedge.m
MATLAB/auto_invest.m
MATLAB/auto_mean.m
MATLAB/auto_simulate.m
MATLAB/auto_system.m
MATLAB/auto_test.m
MATLAB/basic_assetprices.m
MATLAB/basic_count.m
MATLAB/basic_eurodollar.m
MATLAB/basic_exp.m
MATLAB/basic_normal.m
MATLAB/basic_normal_like.m
MATLAB/basic_poisson.m
MATLAB/basic_sample.m
MATLAB/basic_sampleplot.m
MATLAB/basic_stationary.m
MATLAB/basic_strike.m
MATLAB/basic_transitional.m
MATLAB/bcycle.mat
MATLAB/bcycle_monthly.dat
MATLAB/bq_jp.dat
MATLAB/bq_jp.mat
MATLAB/bq_uk.dat
MATLAB/bq_uk.mat
MATLAB/bq_us.dat
MATLAB/bq_us.mat
MATLAB/campbell_shiller.mat
MATLAB/capm.mat
MATLAB/ccapm.mat
MATLAB/coint_bivterm.m
MATLAB/coint_ecmsim.m
MATLAB/coint_exogeneity.m
MATLAB/coint_hetero.m
MATLAB/coint_ic.m
MATLAB/coint_ident.m
MATLAB/coint_impulse.m
MATLAB/coint_level.m
MATLAB/coint_lrgraphs.m
MATLAB/coint_permincome.m
MATLAB/coint_reg.m
MATLAB/coint_simevals.m
MATLAB/coint_tracecv.m
MATLAB/coint_trend.m
MATLAB/coint_triterm.m
MATLAB/contagion.dat
MATLAB/daily_finance.csv
MATLAB/daily_finance.mat
MATLAB/daily_hedge.mat
MATLAB/diebold_yilmaz.mat
MATLAB/discrete_acd.m
MATLAB/discrete_emm.m
MATLAB/discrete_floor.m
MATLAB/discrete_hamilton_jorda.m
MATLAB/discrete_mpol.m
MATLAB/discrete_ordered.m
MATLAB/discrete_poissonauto.m
MATLAB/discrete_probit.m
MATLAB/discrete_simulation.m
MATLAB/discrete_strike.m
MATLAB/discrete_thinning.m
MATLAB/discrete_trade.m
MATLAB/diversify.mat
MATLAB/dy_ret.dat
MATLAB/dy_vol.dat
MATLAB/equity.mat
MATLAB/equity_decomposition.mat
MATLAB/equity_mp.mat
MATLAB/eurod.mat
MATLAB/eurodata.mat
MATLAB/eurodollar.mat
MATLAB/exante.mat
MATLAB/FedFunds.mat
MATLAB/FinalEstimates.xlsx
MATLAB/ftse.mat
MATLAB/G7Data.xlsx
MATLAB/garch_equity.m
MATLAB/garch_estimate.m
MATLAB/garch_gam.m
MATLAB/garch_m.m
MATLAB/garch_mic.m
MATLAB/garch_midas.m
MATLAB/garch_nic.m
MATLAB/garch_nnh.m
MATLAB/garch_seasonality.m
MATLAB/garch_simulate.m
MATLAB/garch_statistic.m
MATLAB/garch_student.m
MATLAB/garch_studt.m
MATLAB/garch_test.m
MATLAB/gmm_ccapm.m
MATLAB/gmm_consistency.m
MATLAB/gmm_contagion.m
MATLAB/gmm_equity.m
MATLAB/gmm_gamma.m
MATLAB/gmm_gammasim.m
MATLAB/gmm_level.m
MATLAB/gmm_mom.m
MATLAB/gmm_opt.m
MATLAB/gmm_risk_aversion.m
MATLAB/gmm_student.m
MATLAB/gmm_table.m
MATLAB/gnp.mat
MATLAB/hamilton_jorda.mat
MATLAB/han_park.mat
MATLAB/hedge.mat
MATLAB/hedge.xls
MATLAB/hetero_estimate.m
MATLAB/hetero_event.m
MATLAB/hetero_g7.m
MATLAB/hetero_general.m
MATLAB/hetero_moderation.m
MATLAB/hetero_power.m
MATLAB/hetero_sampling.m
MATLAB/hetero_simulate.m
MATLAB/hetero_system.m
MATLAB/hetero_test.m
MATLAB/icapm.mat
MATLAB/INCOME.DAT
MATLAB/intequity.mat
MATLAB/interestdata.mat
MATLAB/investment.mat
MATLAB/klein.dat
MATLAB/level.mat
MATLAB/lfac_bcycle.m
MATLAB/lfac_bcycle.mat
MATLAB/lfac_capm.m
MATLAB/lfac_exante.m
MATLAB/lfac_fvar.m
MATLAB/lfac_hp.m
MATLAB/lfac_multi.m
MATLAB/lfac_panic.m
MATLAB/lfac_smooth.m
MATLAB/lfac_spreads.m
MATLAB/lfac_term.m
MATLAB/lfac_termfig.m
MATLAB/lfac_term_adj.m
MATLAB/lfac_uni.m
MATLAB/lfac_usdata.mat
MATLAB/lfac_usgdp.mat
MATLAB/libor_data.mat
MATLAB/linear_estimate.m
MATLAB/linear_fiml.m
MATLAB/linear_fimldata.dat
MATLAB/linear_fimltestdata.dat
MATLAB/linear_fiml_lm.m
MATLAB/linear_fiml_lr.m
MATLAB/linear_fiml_wd.m
MATLAB/linear_gamma.m
MATLAB/linear_iv.m
MATLAB/linear_klein.m
MATLAB/linear_lm.m
MATLAB/linear_lr.m
MATLAB/linear_plottaylor.m
MATLAB/linear_recursive.m
MATLAB/linear_simulation.m
MATLAB/linear_sur.m
MATLAB/linear_taylor.m
MATLAB/linear_testdata.dat
MATLAB/linear_wd.m
MATLAB/linear_weak.m
MATLAB/MatlabFunctions/
MATLAB/MatlabFunctions/diagrv.m
MATLAB/MatlabFunctions/laprint.m
MATLAB/MatlabFunctions/legend2latex.m
MATLAB/MatlabFunctions/numgrad.m
MATLAB/MatlabFunctions/numhess.m
MATLAB/MatlabFunctions/recserar.m
MATLAB/MatlabFunctions/reshapeg.m
MATLAB/MatlabFunctions/rev.m
MATLAB/MatlabFunctions/seqa.m
MATLAB/MatlabFunctions/trimr.m
MATLAB/MatlabFunctions/vec.m
MATLAB/MatlabFunctions/vech.m
MATLAB/max_cauchy.m
MATLAB/max_exp.m
MATLAB/max_graph.m
MATLAB/max_grid.m
MATLAB/max_iter.m
MATLAB/max_nr.m
MATLAB/max_profile.m
MATLAB/max_returns.m
MATLAB/max_simplex.m
MATLAB/max_stationary.m
MATLAB/max_tar.m
MATLAB/max_test.m
MATLAB/max_transitional.m
MATLAB/max_weibull.m
MATLAB/MCNEW.DAT
MATLAB/mcnew.mat
MATLAB/mgarch_bekk.m
MATLAB/mgarch_dcc.m
MATLAB/mgarch_deco.m
MATLAB/mgarch_icapm.m
MATLAB/mgarch_liboruk.m
MATLAB/mgarch_student.m
MATLAB/moneydemand.mat
MATLAB/nelson_plosser.mat
MATLAB/nlm_ann.m
MATLAB/nlm_annfig.m
MATLAB/nlm_bcycle.m
MATLAB/nlm_bilinear.m
MATLAB/nlm_blinear.m
MATLAB/nlm_blinest.m
MATLAB/nlm_features.m
MATLAB/nlm_g7.m
MATLAB/nlm_gents.m
MATLAB/nlm_girf.m
MATLAB/nlm_GNP.mat
MATLAB/nlm_lgwtest.m
MATLAB/nlm_linear.m
MATLAB/nlm_neural.m
MATLAB/nlm_ozurate.m
MATLAB/nlm_sunspots.m
MATLAB/nlm_tar.m
MATLAB/nlm_tarsim.m
MATLAB/nlm_tvarying.m
MATLAB/nlm_usrate.m
MATLAB/nlm_usurate.m
MATLAB/nls_capm.m
MATLAB/nls_conest.m
MATLAB/nls_contest.m
MATLAB/nls_expdata.dat
MATLAB/nls_exponential.m
MATLAB/nls_exponential_gn.m
MAT