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JMulTi Icon
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. See also *gretl *Comparison of statistical packages The following tables compare general and technical information for a number of statistical analysis packages. General information Operating system support ANOVA Support for various ANOVA methods Regression Support for various Regression an ... References External linksJMulTi Homepage {{Statistical softwar ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
JMulTi Icon
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. See also *gretl *Comparison of statistical packages The following tables compare general and technical information for a number of statistical analysis packages. General information Operating system support ANOVA Support for various ANOVA methods Regression Support for various Regression an ... References External linksJMulTi Homepage {{Statistical softwar ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Time Series
In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Examples of time series are heights of ocean tides, counts of sunspots, and the daily closing value of the Dow Jones Industrial Average. A time series is very frequently plotted via a run chart (which is a temporal line chart). Time series are used in statistics, signal processing, pattern recognition, econometrics, mathematical finance, weather forecasting, earthquake prediction, electroencephalography, control engineering, astronomy, communications engineering, and largely in any domain of applied science and engineering which involves temporal measurements. Time series ''analysis'' comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series ''forecasting' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Free Econometrics Software
Free may refer to: Concept * Freedom, having the ability to do something, without having to obey anyone/anything * Freethought, a position that beliefs should be formed only on the basis of logic, reason, and empiricism * Emancipate, to procure political rights, as for a disenfranchised group * Free will, control exercised by rational agents over their actions and decisions * Free of charge, also known as gratis. See Gratis vs libre. Computing * Free (programming), a function that releases dynamically allocated memory for reuse * Free format, a file format which can be used without restrictions * Free software, software usable and distributable with few restrictions and no payment * Freeware, a broader class of software available at no cost Mathematics * Free object ** Free abelian group ** Free algebra ** Free group ** Free module ** Free semigroup * Free variable People * Free (surname) * Free (rapper) (born 1968), or Free Marie, American rapper and media personality ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Comparison Of Statistical Packages
The following tables compare general and technical information for a number of statistical analysis packages. General information Operating system support ANOVA Support for various ANOVA methods Regression Support for various Regression analysis, regression methods. Time series analysis Support for various time series analysis methods. Charts and diagrams Support for various statistical charts and diagrams. Other abilities See also * Comparison of computer algebra systems * Comparison of deep learning software * Comparison of numerical-analysis software * Comparison of survey software * Comparison of Gaussian process software * List of scientific journals in statistics * List of statistical packages Footnotes References Further reading * * * * * {{Statistical software Comparisons of mathematical software, Statistical packages Statistical software, Statistics-related lists Mathematical and quantitative methods (economics) ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gretl
gretl is an open-source statistical package, mainly for econometrics. The name is an acronym for ''G''nu ''R''egression, ''E''conometrics and ''T''ime-series ''L''ibrary. It has both a graphical user interface (GUI) and a command-line interface. It is written in C, uses GTK+ as widget toolkit for creating its GUI, and calls gnuplot for generating graphs. The native scripting language of gretl is known as hansl (see below); it can also be used together with TRAMO/SEATS, R, Stata, Python, Octave, Ox and Julia. It includes natively all the basic statistical techniques employed in contemporary Econometrics and Time-Series Analysis. Additional estimators and tests are available via user-contributed ''function packages'', which are written in hansl. gretl can output models as LaTeX files. Besides English, gretl is also available in Albanian, Basque, Bulgarian, Catalan, Chinese, Czech, French, Galician, German, Greek, Italian, Polish, Portuguese (both varieties), Romanian, Rus ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
VECM
An error correction model (ECM) belongs to a category of multiple time series models most commonly used for data where the underlying variables have a long-run common stochastic trend, also known as cointegration. ECMs are a theoretically-driven approach useful for estimating both short-term and long-term effects of one time series on another. The term error-correction relates to the fact that last-period's deviation from a long-run equilibrium, the ''error'', influences its short-run dynamics. Thus ECMs directly estimate the speed at which a dependent variable returns to equilibrium after a change in other variables. History Yule (1926) and Granger and Newbold (1974) were the first to draw attention to the problem of spurious correlation and find solutions on how to address it in time series analysis. Given two completely unrelated but integrated (non-stationary) time series, the regression analysis of one on the other will tend to produce an apparently statistically significant ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Vector Autoregression
Vector autoregression (VAR) is a statistical model used to capture the relationship between multiple quantities as they change over time. VAR is a type of stochastic process model. VAR models generalize the single-variable (univariate) autoregressive model by allowing for multivariate time series. VAR models are often used in economics and the natural sciences. Like the autoregressive model, each variable has an equation modelling its evolution over time. This equation includes the variable's lagged (past) values, the lagged values of the other variables in the model, and an error term. VAR models do not require as much knowledge about the forces influencing a variable as do structural models with simultaneous equations. The only prior knowledge required is a list of variables which can be hypothesized to affect each other over time. Specification Definition A VAR model describes the evolution of a set of ''k'' variables, called ''endogenous variables'', over time. Each perio ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Graphical User Interface
The GUI ( "UI" by itself is still usually pronounced . or ), graphical user interface, is a form of user interface that allows users to interact with electronic devices through graphical icons and audio indicator such as primary notation, instead of text-based UIs, typed command labels or text navigation. GUIs were introduced in reaction to the perceived steep learning curve of CLIs ( command-line interfaces), which require commands to be typed on a computer keyboard. The actions in a GUI are usually performed through direct manipulation of the graphical elements. Beyond computers, GUIs are used in many handheld mobile devices such as MP3 players, portable media players, gaming devices, smartphones and smaller household, office and industrial controls. The term ''GUI'' tends not to be applied to other lower-display resolution types of interfaces, such as video games (where HUD (''head-up display'') is preferred), or not including flat screens like volumetric displays because ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Econometric Analysis
Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8–22 Reprinted in J. Eatwell ''et al.'', eds. (1990). ''Econometrics: The New Palgrave''p. 1p. 1–34Abstract (2008 revision by J. Geweke, J. Horowitz, and H. P. Pesaran). More precisely, it is "the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference". An introductory economics textbook describes econometrics as allowing economists "to sift through mountains of data to extract simple relationships". Jan Tinbergen is one of the two founding fathers of econometrics. The other, Ragnar Frisch, also coined the term in the sense in which it is used today. A basic tool for econometrics is the multiple linear regression model. ''Econometric the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linux
Linux ( or ) is a family of open-source Unix-like operating systems based on the Linux kernel, an operating system kernel first released on September 17, 1991, by Linus Torvalds. Linux is typically packaged as a Linux distribution, which includes the kernel and supporting system software and libraries, many of which are provided by the GNU Project. Many Linux distributions use the word "Linux" in their name, but the Free Software Foundation uses the name "GNU/Linux" to emphasize the importance of GNU software, causing some controversy. Popular Linux distributions include Debian, Fedora Linux, and Ubuntu, the latter of which itself consists of many different distributions and modifications, including Lubuntu and Xubuntu. Commercial distributions include Red Hat Enterprise Linux and SUSE Linux Enterprise. Desktop Linux distributions include a windowing system such as X11 or Wayland, and a desktop environment such as GNOME or KDE Plasma. Distributions intended for ser ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Software
Software is a set of computer programs and associated documentation and data. This is in contrast to hardware, from which the system is built and which actually performs the work. At the lowest programming level, executable code consists of machine language instructions supported by an individual processor—typically a central processing unit (CPU) or a graphics processing unit (GPU). Machine language consists of groups of binary values signifying processor instructions that change the state of the computer from its preceding state. For example, an instruction may change the value stored in a particular storage location in the computer—an effect that is not directly observable to the user. An instruction may also invoke one of many input or output operations, for example displaying some text on a computer screen; causing state changes which should be visible to the user. The processor executes the instructions in the order they are provided, unless it is instructed ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Open-source Software
Open-source software (OSS) is computer software that is released under a license in which the copyright holder grants users the rights to use, study, change, and distribute the software and its source code to anyone and for any purpose. Open-source software may be developed in a collaborative public manner. Open-source software is a prominent example of open collaboration, meaning any capable user is able to participate online in development, making the number of possible contributors indefinite. The ability to examine the code facilitates public trust in the software. Open-source software development can bring in diverse perspectives beyond those of a single company. A 2008 report by the Standish Group stated that adoption of open-source software models has resulted in savings of about $60 billion per year for consumers. Open source code can be used for studying and allows capable end users to adapt software to their personal needs in a similar way user scripts an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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