2012 - D. J. Pedregal Tercero, J. R. Trapero Arenas
Industrial engineering: innovative networks. 319-327 (2012)
authors IMACI
This paper presents the ECOnometrics TOOLbox (ECOTOOL), a new MATLAB forecasting toolbox that embodies several tools for identification, validation and forecasting of dynamic models based on time series analysis. Tools to perform a wide range of exploratory and statistical tests with visual counterparts are included, designed in easy-to-use front ends. The models implemented so far are classical in essence (in the very first version of the toolbox), among them, ARIMA, Exponential Smoothing, Unobserved Components, ARX, ARMAX, Transfer Function, Dynamic Regression and Distributed Lag models. The main idea of this development is providing a tool that, with a few code lines, performs a great number of tasks. The toolbox is presented in all its potentiality on the Spanish Industrial Production Index.