Linear time series model estimation
A quick and easy way to estimate and analyze linear time series models
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Cite As
Apostolos Panagiotopoulos (2026). Linear time series model estimation (https://in.mathworks.com/matlabcentral/fileexchange/98254-linear-time-series-model-estimation), MATLAB Central File Exchange. Retrieved .
General Information
- Version 2.1.1 (8.29 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 2.1.1 | Small correction |
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| 2.1.0 | Addition of the variance inflation factor (VIF) in the outputs and small correction in MLE |
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| 2.0.6 | Updated output |
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| 2.0.5 | Correction in the code |
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| 2.0.4 | Update for better functionality |
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| 2.0.3 | Small correction in the code |
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| 2.0.2 | Addition of simulated annealing |
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| 2.0.1 | Constant of VECM |
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| 2.0.0 | Addition of the Johansen procedure |
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| 1.3.0 | Introduction of Maximum Likelihood Estimation option |
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| 1.2.6 | Correction in the information criteria |
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| 1.2.5 | Correction in the information criteria formula |
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| 1.2.4 | Correction in the description |
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| 1.2.3 | Correction in the notes |
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| 1.2.2 | Update in ECM |
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| 1.2.1 | Bug correction |
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| 1.2.0 | Fixing a bug in VECM |
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| 1.1.4 | Correction in ECM |
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| 1.1.3 | Fixing a bug |
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| 1.1.2 | Addition of residuals covariance and the Durbin-Watson test |
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| 1.1.1 | small correction in the output |
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| 1.1.0 | Residuals tests in the output |
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| 1.0.5 | Small correction in the code |
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| 1.0.4 | Correction in the comments |
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| 1.0.3 | Change in the name |
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| 1.0.2 | Option to use the lag of independent variables |
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| 1.0.1 | Option to use the lag of independent variables |
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| 1.0.0 |
