jmultiR Time Series Analysis with Java and R

News the original homepage of jmulti is www.jmulti.com, as jmultiR is growing, we will be moving to this site jmultiR has just been registered as a new r-forge project jmultiR uses the JRStat engine of jstatcom see my Blog on jmultiR Related Book: Applied Time Series Econometrics A textbook covering recent methodological developments in econometrics. The topics include VAR, VEC, SVAR, SVEC, STR and nonparametric time series modelling. All examples in the book can be reproduced with JMulTi. Contributors are Jörg Breitung, Ralf Brüggemann, Helmut Herwartz, Markus Krätzig, Helmut Lütkepohl, Timo Teräsvirta, and Rolf Tschernig.

Please cite jmultiR when it was used for a publication. The reference in BibTeX is:

@book{hlmk:04,
TITLE = {Applied Time Series Econometrics},
EDITOR = {L\"utkepohl, H. and Kr\"atzig, M.},
PUBLISHER = {Cambridge University Press},
ADDRESS = {Cambridge},
YEAR = {2004}
}

jmultiR is an interactive software designed for univariate and multivariate time series analysis. It has a Java graphical user interface that uses R as an external engine for statistical computations.

Implemented features include VAR/VEC modelling but also methods that are not yet in widespread use. A full account of implemented methods is available in the features section.