JMulTi 计量开源软件（java代码——时间序列分析）

最新推荐文章于 2024-09-25 22:25:51 发布

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JMulTi是一款专为复杂经济计量程序设计的工具，尤其适用于时间序列分析中的难点问题，如VAR/VEC建模的脉冲响应分析，并提供带有置信区间的数据包。它集成了多种功能，实现全面分析。数据限制可通过导出到其他程序来克服。

JMulTi was originally designed as a tool for certain econometric procedures in time series analysis that are especially difficult to use and that are not available in other packages, like Impulse Response Analysis with bootstrapped confidence intervals for VAR/VEC modelling. Now many other features have been integrated as well to make it possible to convey a comprehensive analysis. Limitations of this software can be overcome by exporting datasets or computation results and use them with other programs. For an overview of the underlying software concept, see the JStatCom page

eviews计量经济学软件

http://www.infosyscapital.com/article.asp?id=6