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JMulTi open discussion forum
Related Book:
Applied Time Series Econometrics |
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Please cite JMuTi when it was used for a publication.
The reference in BibTeX is:
@book{hlmk:04,
TITLE = {Applied Time Series Econometrics},
EDITOR = {L\"utkepohl, H. and Kr\"atzig, M.},
PUBLISHER = {Cambridge University Press},
ADDRESS = {Cambridge},
YEAR = {2004}
}
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.
The projects JMulTi and JStatCom are supported by the German Research Foundation in the SFB 649 "Economic Risk" (Project C2).