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JMulTi
JMulTi
is an
open-source
interactive
software
for
econometric analysis
,
specialised
in
univariate
and
multivariate
time series analysis
. It has a
Java
graphical user interface
.
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
.