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raffaele


Active since 2014

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Hello, my interest are financial engineering, econometrics, and whatever financial stuff has Matlab involved into!

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Submitted


rolling window forecast
choose the best forecast of an AR(p) model, by comparing all AR(p) forecast with realized values

9 years ago | 1 download |

Submitted


simple forecast with AR model
forecast with iterative or direct methods, a general AR(p) model, choosing the best p with AIC algo

9 years ago | 1 download |

Submitted


De-trending variables algorithm
function that make all time series stationary, and return number of differencing for each one

9 years ago | 1 download |

Submitted


TSLS (variable input)
this function allows multiple input arguments for a TSLS regression

9 years ago | 1 download |