Humboldt-Universität zu Berlin - Wirtschaftswissenschaftliche Fakultät


MulTi 1.0 (requires DOS) - Multiple Time Series Analysis


MulTi 1.0 is a menu-driven GAUSS program for multiple time series analysis that was developed in the early 90s. It is not maintained anymore. But especially the VARMA modelling possibilities make this piece of software still interesting for certain applications.

MulTi 1.0 is a menu-driven program for multiple time series analysis which was developed at the Institute of Statistics and Econometrics, Christian-Albrechts-University Kiel. Originally it was designed as a teaching device to be used in a course on Multiple Time Series Analysis based on the Introduction to Multiple Time Series Analysis by Helmut Lütkepohl (Berlin, Springer, 1991).

Although we are responsible for any errors we exclude liability for any damages resulting from such errors. However, we invite any user to bring errors to our attention. Since the program is supplied essentially free of charge we cannot provide any support if problems occur. Nevertheless you may still inform us about any problems you have with the system and we ask you to send us any publication in which results from MulTi are used.


System Requirements

MulTi is running in a DOS environment. In addition, you will need a Gauss for DOS version (2.0 or higher). Please notice that MulTi does not work under the DOS-prompts within Windows 3.xx, 95 or NT. However, you can use MulTi under Windows 95 if you create a DOS boot-disk and write a full DOS-version into a folder called c:\dos of your harddrive. Now, just use the DOS-bootdisk to start your computer.


InstallationTo unpack the following zipped files you may use Winzip or another file archiver. You will need to download: MulTi-Source Files
manual.pdf MulTi-Manual (pdf-file)

Unzip MulTi into c:\multi including the subdirectories. Please ensure that Gauss can be started from that directory, e.g. put path=c:\gauss32 in your autoexec.bat. MulTi uses also the ansi-driver, i.e. put the line device=c:\dos\ansi.sys in your config.sys file and restart your computer. Now, change into the subdirectory c:\multi and you should be able to start MulTi by typing multi at the DOS prompt.


Working with MulTi under Windows95 and Windows 98

MulTi is a Gauss program. Before the main gauss routine starts an auxiliary program is loaded into the computers memory. This auxiliary program enables the user to cycle through MulTi with menues. In order to ensure correct communication between MulTi (Gauss) and the auxiliary program two adjustments should be made in the config.sys:


1) In DOS 7.X (Win95/98) screen output goes not via the BIOS. Therefore 'switches=/C' is included in the config.sys.

2) Loading the ansi.sys device. (It is not necessary for a computationally correct work of MulTi. It is loaded in order to get rid of various control characters on the menus.)


The file ansi.sys will be most likely in the folder


Include 'DEVICEHIGH=c:\windows\command\ansi.sys

' in the config.sys.

MulTi under Win95/98 shows best performance if the computer is started/ restarted in DOS mode. However, it is also possible to run it in a DOS window.

Before you begin to change the CONFIG.SYS and AUTOEXEC.BAT

files, you should do the following:

(A) Format a floppy diskette with the command: FORMAT A: /U /S

(B) Save copies of the original CONFIG.SYS and AUTOEXEC.BAT

files in a separate directory AND on the floppy diskette mentioned above.

This will always give you the possibility of starting the computer by inserting the floppy disk in drive A:, then rebooting the computer.


!!! ALL CHANGES ARE AT YOUR OWN RISK AND COME WITH NO WARRANTY !!!Here are sample implementations of autoxec.bat and config.sys

files for a computer running Windows98:



C:\windows\SMARTDRV.EXE /X



PATH c:\gauss32

SET TEMP=C:\temp

mode con codepage prepare=((850) c:\windows\COMMAND\ega.cpi)

mode con codepage select=850

keyb gr,,c:\windows\COMMAND\keyboard.sys

doskey /insert










DEVICE=c:\windows\emm386.exe x=c800-cbff i=e000-efff 2048 ram

DEVICE=c:\windows\COMMAND\display.sys con=(ega,,1)



shell=c:\windows\ c:\windows /E:2048 /P


If you are a frequent user of MulTi, you can speed up things considerably by compiling it. Type compile var.gau at the Gauss prompt and change the line gaussi var.gau in the multi.bat file to gaussi var.gcg.
If you have any problems, do not hesitate to mail to