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 and view the source code, design documents, or content of the product. The open source model is a decentrali ...
interactive
software
Software consists of computer programs that instruct the Execution (computing), execution of a computer. Software also includes design documents and specifications.
The history of software is closely tied to the development of digital comput ...
for
econometric analysis
Econometrics is an 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. 8â ...
, 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. ...
analysis. It has a
Java
Java is one of the Greater Sunda Islands in Indonesia. It is bordered by the Indian Ocean to the south and the Java Sea (a part of Pacific Ocean) to the north. With a population of 156.9 million people (including Madura) in mid 2024, proje ...
graphical user interface
A graphical user interface, or GUI, is a form of user interface that allows user (computing), users to human–computer interaction, interact with electronic devices through Graphics, graphical icon (computing), icons and visual indicators such ...
.
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
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 interf ...
*
Comparison of statistical packages
References
External links
JMulTi HomepageJMulTi on SourceForge
{{Statistical software
Free econometrics software
Time series software
Free software programmed in Java (programming language)