×

JMulTi

swMATH ID: 477
Software Authors: Helmut Lütkepohl, Markus Krätzig
Description: 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, see the JStatCom page.
Homepage: http://www.jmulti.de/
Keywords: orms
Related Software: R; Excel; vars; Matlab; ElemStatLearn; itsmr; FinTS; astsa; clus; fpp; StFinMetrics; BayesDA; Forecast; forecast; Silhouettes; MFE toolbox; EMD; gamair; SemiPar; JBendge
Referenced in: 34 Publications
This software is also referenced in ORMS.

Referencing Publications by Year