| vgxar | Convert VARMA model to VAR model |
| vgxcount | Count VARMAX model parameters |
| vgxdisp | Display VARMAX model parameters and statistics |
| vgxget | Get VARMAX model specification parameters |
| vgxinfer | Infer VARMAX model innovations |
| vgxloglik | VARMAX model loglikelihoods |
| vgxma | Convert VARMA model to VMA model |
| vgxplot | Plot VARMAX model responses |
| vgxpred | Forecast VARMAX model responses |
| vgxproc | Generate VARMAX model responses from
innovations |
| vgxqual | Test VARMAX model for stability/invertibility |
| vgxset | Set VARMAX model specification parameters |
| vgxsim | Simulate VARMAX model responses |
| vgxvarx | Estimate VARX model parameters |
| LagOp class | Create lag operator polynomial (LagOp) object |
| filter | Apply lag operator polynomial to filter time series |
| isEqLagOp | Determine if two LagOp objects are same
mathematical polynomial |
| isNonZero | Find lags associated with nonzero coefficients of LagOp objects |
| isStable | Determine stability of lag operator polynomial |
| minus | Lag operator polynomial subtraction |
| mldivide | Lag operator polynomial left division |
| mrdivide | Lag operator polynomial right division |
| mtimes | Lag operator polynomial multiplication |
| plus | Lag operator polynomial addition |
| reflect | Reflect lag operator polynomial coefficients around lag
zero |
| toCellArray | Convert lag operator polynomial object to cell array |
| adftest | Augmented Dickey-Fuller test for unit root |
| aicbic | Akaike and Bayesian information criteria |
| archtest | Engle test for residual heteroscedasticity |
| autocorr | Sample autocorrelation |
| crosscorr | Sample cross-correlation |
| kpsstest | KPSS test for stationarity |
| lbqtest | Ljung-Box Q-test for residual autocorrelation |
| lmctest | Leybourne-McCabe stationarity test |
| lmtest | Lagrange multiplier test of model specification |
| lratiotest | Likelihood ratio test of model specification |
| parcorr | Sample partial autocorrelation |
| pptest | Phillips-Perron test for one unit root |
| vratiotest | Variance ratio test for random walk |
| waldtest | Wald test |
| bm | Brownian motion models |
| cev | Construct constant elasticity of variance models (objects
of class CEV) |
| cir | Cox-Ingersoll-Ross mean-reverting square root diffusion
models |
| diffusion | Construct diffusion-rate model components |
| drift | Construct drift-rate model components |
| gbm | Create GBM model |
| heston | Create Heston model |
| hwv | Create HWV model |
| interpolate | Brownian interpolation of stochastic differential equations |
| sde | Create SDE model from user-specified functions |
| sdeddo | Create sdeddo model from Drift and
Diffusion objects |
| sdeld | Construct stochastic differential equation from linear
drift-rate models |
| sdemrd | Construct stochastic differential equation from mean-reverting
drift-rate models |
| simByEuler | Euler simulation of stochastic differential equations
(SDEs) |
| simBySolution | Simulate approximate solution of diagonal-drift HWV and GBM processes |
| simulate | Simulate multivariate stochastic differential equations
(SDEs) |
| ts2func | Convert time series arrays to functions of time and state |
Store 
Alphabetical List
