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