Humboldt-Universität zu Berlin - Wirtschaftswissenschaftliche Fakultät


JMulTi - Multiple Time Series Analysis with Java

JMulTi is a new interactive software for univariate and multiple time series analysis. It consists of several modules that provide a rich set of modern econometric methods, for example VAR, VEC, STR, and ARCH modelling. The software is under constant development, the maintainer is Markus Krätzig.


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Screenshots: VECM Estimation & VECM Impulse Response Analysis