Matlab time series modeling | Econometrics toolbox
Budget: €30 – €250 EUR
Hello! I am looking to hire a expert in Matlab to help with a project.
The project will use the Econometrics toolbox, and I am interested in forecasting using both ARIMA and VAR models. Tasks to be done:
* Do necessary pre-processing steps according to econometric theory related to ARIMA and VAR models
* Create ARIMA and VAR forecasting models
* Compare forecasting results using MAE, MSE, RMSE, MAPE performance statistics
* Plot the data and forecasts on an iterative basis
The project will use the Econometrics toolbox, and I am interested in forecasting using both ARIMA and VAR models. Tasks to be done:
* Do necessary pre-processing steps according to econometric theory related to ARIMA and VAR models
* Create ARIMA and VAR forecasting models
* Compare forecasting results using MAE, MSE, RMSE, MAPE performance statistics
* Plot the data and forecasts on an iterative basis