Time series econometrics/Financial modeling


We are one of the pioneers in Time Series Econometrics or Financial Modeling in Canada and we use a combination of sophisticated tools to test different theories/hypothesis/business strategies in a specific market. Our Time series econometrics/Financial modeling has proven to be really helpful for business in critical decision making.

We use edge technics to model time series data and particularly financial data.

  • AR(Auto Regressive model)
  • MA(Moving Average model)
  • ARIMA(Auto Regressive Integrated Moving Average model)
  • SARIMA( Seasonal Auto Regressive Integrated Moving Average model)
  • ARCH( Autoregressive Conditional Heteroskedasticity model)
  • GARCH(Generalized Autoregressive Conditional Heteroskedasticity model)
  • AR-GARCH, ARIMA-GARCH
  • Linear Regression model
  • Dynamic regression model
  • VAR(Vector Auto Regressive model)
EVIEWS, SAS, Rats, STATA, Oxmetrics are principales software we use for time series econometrics