Download

Please read the license statement of JMulTi before downloading it.

Be sure to check the FAQ first in case you encounter problems.

Program Files

Filename	Version	Size	Comments
Windows default, all included
jmultiVM_win-4.22.exe	4.22	37 MB	automatic installer, includes current Java VM (JRE)
Windows zip for smaller download, no installer
jmulti_win-4.22.zip	4.22	16 MB	.zip archive to be extracted manually, Java 5 must be installed separately
Linux (i386, tested on Suse 9.1 and ubuntu)
jmulti_linux-4.15.tgz is still available, but currently newer versions are not ported to Linux anymore due to rather low demand and relatively high efforts, especially for extra testing

You can get access to older JMulTi releases (including sources) from the

Sourceforge Project Download Page

Online-Help Chapters as PDF

Helpset	File
Initial Analysis, revised 2 June 2006	initanal.pdf
ARIMA Analysis, new 21 Dec 2006	arima.pdf
Vector Autoregression (VAR), corrected 19 Jan 2005 (Chow test section)	var.pdf
Vector Error Correction Models (VECM), revised 27 July 2005	vecm.pdf
Conditional Heteroskedasticity (ARCH), revised 13 June 2005	arch.pdf
Nonparametric Time Series Analysis (CAFPE)	nonpar.pdf
Smooth Transition Regression (STR)	str.pdf

Change Log

A longer history of changes is available in the CHANGES file of the JMulTi distribution.

versus 4.21

Error Fixes

Hegy 12 did not work due to GRTE 8.0 change

versus 4.2

Error Fixes

in SVECM/SVAR impulse responses the bootstrapped confidence intervals were wrong (only in 4.2 due to update to Gauss 8.0)

versus 4.15

Features

runs with GRTE 8.0 now and on Windows Vista

Error Fixes

some improvements in numerical stability of VECM estimation with Johansen Procedure

Installation Instructions

General Remarks

Please install JMulTi to a directory without whitespaces (not c:/Program Files). This is caused by a limitation of the used Gauss Runtime Engine 5.0. When JMulTi needs to be installed in such a folder, then in the file jgrte/engine_config.xml the variable GRAPHICS_DIR should point to a directory with write permissions and without whitespaces in the name.

JMulTi is a Java program and needs a Java Runtime Engine (JRE) to run. Please make sure that you either download the package with the JRE included or that you install the JRE manually before installing JMulTi. The JRE can be downloaded from www.java.com. The minimum requirement is version 1.5 (JRE 5).

If JMulTi should be updated to a newer version, it is recommended but not necessary to delete the old version first. This is because some files might not be needed anymore.

.zip File

The zip file has no automatic installation procedure. It just needs to be extracted. No icons are created. The program can then be started by clicking on jmulti.exe (or directly on jmulti.jar). The script jm.bat can also be used. It allows to adjust some settings and displays a console window. See the included README.txt for more information about available options.

.tgz Archive, Linux.

The tgz file has no automatic installation procedure. It just needs to be extracted. The program can then be started via the script jmrun.

Please note that the working directory must be the jmulti installation folder. In jmrun it is assumed that this is /usr/local/jmulti. If the software is installed to a different directory, jmrun must be adjusted.

Under Linux the GRTE uses ghostview to show the postscript graphics. For some distributions this is installed with the gv package. In case you encounter problems, create a symbolic link via

ln -s /usr/bin/gv /usr/bin/ghostview.

One might also choose a different postscript viewer for this link.

Ubuntu Linux

Here some hints to get JMulTi running on ubuntu Linux:

install "sun-java5-jre" package from "multiverse"-repository, see https://help.ubuntu.com/community/Java
remove older 1.4.x Java version if not needed, otherwise set default to java 5 or adjust jmrun script accordingly
make libgauss.so executable if it is not
adjust ghostview link to evince, see above description