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JMulTi is an
open-source Open source is source code that is made freely available for possible modification and redistribution. Products include permission to use the source code, design documents, or content of the product. The open-source model is a decentralized sof ...
interactive
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 ...
for
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 ...
, specialised in univariate and multivariate
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. Exa ...
analysis. It has a
Java Java (; id, Jawa, ; jv, ꦗꦮ; su, ) is one of the Greater Sunda Islands in Indonesia. It is bordered by the Indian Ocean to the south and the Java Sea to the north. With a population of 151.6 million people, Java is the world's List ...
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, inste ...
. 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 Var or VAR may refer to: Places * Var (department), a department of France * Var (river), France * Vār, Iran, village in West Azerbaijan Province, Iran * Var, Iran (disambiguation), other places in Iran * Vár, a village in Obreja commune, Ca ...
/
VEC Vec may mean: Mathematics: * vec(''A''), the vectorization of a matrix ''A''. * Vec denotes the category of vector spaces over the reals. Other: * Venetian language (Vèneto), language code. * Vecuronium, a muscle relaxant. * vec, a sentient mora ...
modelling.


See also

*
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 interfa ...
*
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 links


JMulTi HomepageJMulTi on SourceForge
{{Statistical software Free econometrics software Time series software Free software programmed in Java (programming language)