On Thu, 20 Jul 2006, Ignacio Díaz-Emparanza wrote:
I just bought the new Lütkephol's book "New Introduction to
Multiple Time
Series Analysis". The author mentions JMulTi in the preface. JMulTi is an
open source (Gnu GPL) program designed for univariate and multivariate time
series analysis. (see
http://www.jmulti.de )
Did you know JMulti?
Jack and I know JMulti, and have used it for testing some of
gretl's VECM functionality. It's a nice program.
May be we are interested in some type of link or
collaboration?
We should refer to it in the gretl docs along with R and Octave,
as related free software. I'm not averse to the idea of some
sort of collaboration, but I'm not sure what form it might take.
Allin.