In this example, the Grunfeld series are estimated using different estimation methods. Refer to Maddala (1977) for details of the Grunfeld investment data set. For comparison, the Yule-Walker method, ...

The Dynamic Regressor option allows you to specify a complex time series model of the way that a predictor variable influences the series that you are forecasting. When you specify a predictor ...

Changes in computation and automated data collection have greatly increased interest in statistical models of dynamic networks. Many of the models employed for inference on large-scale dynamic ...

We consider regression scenarios where it is natural to impose an order constraint on the coefficients. We propose an order-constrained version of ℓ₁-regularized regression (Lasso) for this problem, ...