ECOTOOL in PLOS ONE

Finally the ECOTOOL toolbox for Matlab was published in PLOS ONE (Time series analysis and forecasting with ECOTOOL).
It embodies several routines for identification, validation and forecasting of dynamic models. The toolbox includes a wide range of exploratory, descriptive and diagnostic statistical tools with visual support, designed in easy-to-use Graphical User Interfaces, and may be downloaded from here.
It also incorporates complex automatic procedures for identification, exact maximum likelihood estimation and outlier detection for many types of models available in the literature (like multi-seasonal ARIMA models, transfer functions, Exponential Smoothing, Unobserved Components, VARX). You may estimate, for example, exponential smoothing or unobserved components models with automatic identification of outliers, something I have never seen before. You also may run the automatic identification of ARIMA models with two seasonalities (like diurnal and weekly)…
Just with a few lines of code you may run a comprehensive analysis of time series. The toolbox is supplied with an in-depth documentation system and online help, and it containes many demos that will guide you through the process of time series modelling.
Have a go at it and keep in touch!