Oberwolfach References on Mathematical Software

JMulTi

Summary

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.
It has been designed for certain econometric procedures in time series analysis, especially some of them not available in other packages, like Impulse Response Analysis with bootstrapped confidence intervals for VAR/VEC modelling.

Authors

Helmut Lütkepohl, European University Institute, Florence Markus Krätzig, Humboldt-Universität zu Berlin

Links

Status

projectstatus   incomplete information or not officially approved by the authors

Available via

Operating Systems

License

GPL

Technical Category

Specialized system