JMulTi 4.22 Download

JMulTi 4.22 Description

"JMulTi is an interactive software designed."

BS Editor: JMulTi is an interactive software designed for univariate and multivariate time series analysis. It has a Java graphical user interface that uses an external engine for statistical computations.

Implemented features include VAR/VEC modelling but also methods that are not yet in widespread use. A full account of implemented methods is available in the features section.

JMulTi was originally designed as a tool for certain econometric procedures in time series analysis that are especially difficult to use and that are not available in other packages, like Impulse Response Analysis with bootstrapped confidence intervals for VAR/VEC modelling. Now many other features have been integrated as well to make it possible to convey a comprehensive analysis. Limitations of this software can be overcome by exporting datasets or computation results and use them with other programs. For an overview of the underlying software concept.


Initial Analysis
various tools for creating, transforming, editing time series
Unit Root tests: ADF, HEGY (quarterly, monthly), Schmidt-Phillips, KPSS, Unit Root test with structural break
Cointegration tests: Johansen Cointegration test with response surfaces, Saikkonen & Lütkepohl test
kernel density estimation
spectral density plots
crossplots
autocorrelation analysis you can free download JMulTi 4.22 now.

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