… This Chapter explains the analysis capabilities of JMulTi in the context of vector autoregression,
and documents the parts provided by the author. The whole Chapter refers to JMulTi …

… Finite order VAR models can be specified, estimated, analyzed and used for forecasting
in JMulTi . The relevant features will be described in the following. … VAR modeling in …

… the cointegrating rank are available in the Initial Analysis part of JMulTi . The Γi, Bj and C are
… but not identical to the most general VAR model available in JMulTi . In the VAR part, A0 is …

… Chapter 3 discusses the general outline of JMulTi and documents parts of the VAR analysis.
… explains the analysis capabilities of JMulTi in the context of vector autoregression, and …

… US by applying time series estimations (standard VAR and VECM time series models). The
… The applied post estimation Chow test for VAR model indicated that the model is not stable …

… This tutorial aims to analyze nonlinear models of Smooth Transition Regression with JMulTi
and … VAR (can be used for univariate modelling as well) • VAR modelling (with arbitrary …

… In JMulTi one can specify, estimate and analyze … that are available in JMulTi and how to
use JMulTi to fit their conditional … further analysis of linear models, the user has to use the VAR …

… – for instance for a VAR model. The selection … for VAR modeling the number of variables is
not restricted. Sometimes the ordering of the variables is important for a model or for analysis. …

… We use JMULTI software that adds seasonal dummy variables in the models and adds Trend
break … VAR is a Relationship between 2 or more variables modelled as a VAR.Vector Auto…

… To find those restrictions one could apply a subset search routine implemented in the VAR
model part of JMulTi . The excluded variables can still be used as transition variables but they …