JMulTi
Sign in to saveJMulTi is an open-source interactive software for econometric analysis, specialised in univariate and multivariate time series analysis. It has a Java graphical user interface.
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JMulTi is an open-source interactive software for econometric analysis, specialised in univariate and multivariate time series analysis. It has a Java graphical user interface.
The motivation for its designed was to provide the means by which some time-series econometric procedures that were difficult or unavailable in other packages could be undertaken. Such procedures include Impulse Response Analysis with bootstrapped confidence intervals for VAR/VEC modelling.
Excerpted from Wikipedia’s “JMulTi” article, available under the CC BY-SA 4.0 licence.