jmulti / News: Recent posts

A new maintenance release of the econometric software package JMulTi is out. The program is tailored for empirical data analysis with time series analysis methods. Among the new features are a standard LR test on the shortrun parameters in VAR/VEC models, EC term plots, and the fractional differencing operator in the time series calculator.

A new release of the JMulTi econometrics package is available. It is now possible to specify up to two trend and level breaks for the Johansen Cointegration Test. Critical values are computed via the respective response surface.

JMulTi is an econometrics package especially for time series analysis. It is possible to specify and estimate VAR, SVAR, VECM, SVECM, STR, GARCH, and nonparametric models. JMulTi comes with a user-friendly GUI and offers powerful data handling capabilities, project management, online-help, as well as publication quality graphics.

JMulTi is an econometrics package especially for time series analysis. It is possible to specify and estimate VAR, SVAR, VECM, SVECM, STR, GARCH, and nonparametric models. JMulTi comes with a user-friendly GUI and offers powerful data handling capabilities, project management, online-help, as well as publication quality graphics. The current release fixes some minor issues and marks a milestone after migrating the project to sourceforge.