Time Series Package (MATLAB)

[Link to Package]: Time Series Package (MATLAB)

This is a package for Time Series Analysis, written in MATLAB.

The usage of the functions in the package and the interpretation of their outputs are illustrated through various exercises as below:

1. Downloading Data
   • Exercise 1: Downloading data from ECOS and FRED using Open API
2. Plotting Data
   • Exercise 2-1: Plotting Macroeconomic data of the US
3. ACF, AR, MA and ARMA
   • Exercise 3-1: Autocoveriance Functions (ACF)
   • Exercise 3-2: Autoregressive Model with Order P

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