JMulTi is an open-source interactive software for econometric analysis, specialised in univariate and multivariate time series

Time series

In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the...

 analysis. It has a Java

Java (programming language)

Java is a programming language originally developed by James Gosling at Sun Microsystems and released in 1995 as a core component of Sun Microsystems' Java platform. The language derives much of its syntax from C and C++ but has a simpler object model and fewer low-level facilities...

 graphical user interface

Graphical user interface

In computing, a graphical user interface is a type of user interface that allows users to interact with electronic devices with images rather than text commands. GUIs can be used in computers, hand-held devices such as MP3 players, portable media players or gaming devices, household appliances and...

.

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

Vector autoregression

Vector autoregression is a statistical model used to capture the linear interdependencies among multiple time series. VAR models generalize the univariate autoregression models. All the variables in a VAR are treated symmetrically; each variable has an equation explaining its evolution based on...

/VEC modelling.

External links

• JMulTi Homepage
• JMulTi on SourceForge