Microfit 5.5 計量經濟學分析軟體-資安軟體/研究分析軟體/心理學軟體/新永資訊有限公司

Microfit 5.5 計量經濟學分析軟體

Microfit 5.5 計量經濟學分析軟體

  • Microfit 5.5 計量經濟學分析軟體
  • 編號
  • 類別
    經濟財金分析軟體
  • 介紹
    Microfit 是用於計量經濟模型建立的軟體.程式是由劍橋大學的經濟學家Dr.Hashem Pesaran和Dr.Bahram Pesaran所設計,新增的數據分析功能,可以預估設計高等的單變異數(Univariate)及多變異數 (multivariate)時間序列的模型.Microfit的使用手冊包含了多個教學範例,使用多種不同的財務及經濟數據 .Microfit 是交談式,由選單驅動的評估預測軟體.非常適合企業,銀行,教學及研究使用.
  • 價格

Microfit 5.5

New Features in Microfit 5.5

  •    •  Can run regressions using up to 102 regressors and allows 5,000,000 observation data points
  •    •  Much enhanced graphic module allows numerous graph types and an unrestricted number of plots per screen
  •    •  Much enhanced graphic module allows numerous graph types and an unrestricted number of plots per screen
  •    •  Time series dimension of observations can be adjusted dynamically
  •    •  Allows Excel files to be imported and exported
  •    •  Additional root unit tests such as Phillips-Perron, ADF-GLS, ADF-WS, and ADF-MAX
  •    •  Analysis of cointegrating models, with and without weakly exogenous variables (VARX and VECMX models), essential for modelling of small open economies
  •    •  Forecasting, impulse response analysis, persistence profiles and error variance decomposition for VARX models
  •    •  Principal components and canonical correlation analysis
  •    •  Nonparametric density estimation (Gaussian and Epanechnikov kernels with Silverman rule of thumb and least squares cross-validation band widths)
  •    •  Bootstrapped critical values for tests of over-identifying restrictions and cointegrated models
  •    •  Multivariate GARCH models, allowing estimation with Gaussian and multivariate t-distributed shocks
  •    •  Small sample simulation of the critical values of unit root and cointegration tests
  •    •  Bootstrapped error bounds for impulse responses, persistence profiles, and error variance decompositions for VAR, VARX, and cointegrated VAR and VARX options
  •    •  Most files created using Microfit 4.0 can be used in Microfit 5.5
  •    •  Enhanced help files now included within the software package

Microfit 計量經濟學分析軟體

Microfit 是用於計量經濟模型建立的軟體.程式是由劍橋大學的經濟學家Dr.Hashem Pesaran和Dr.Bahram Pesaran所設計,新增的數據分析功能,可以預估設計高等的單變異數(Univariate)及多變異數 (multivariate)時間序列的模型.Microfit的使用手冊包含了多個教學範例,使用多種不同的財務及經濟數據 .Microfit 是交談式,由選單驅動的評估預測軟體.非常適合企業,銀行,教學及研究使用。

Microfit 5.5 is an interactive, menu-driven program with a host of facilities for estimation, hypothesis testing, forecasting, data processing, file management, and graphic display. These features make Microfit 5.5 one of the most powerful menu-driven time-series econometric packages currently available. It is a major advance over Microfit 4 and offers a unique built-in interactive, searchable econometric text. It provides users with technical, functional and tutorial help throughout the package. Another key feature is that it can be used at different levels of technical sophistication.

For experienced users of econometric programmes, it offers a variety of univariate methods, multivariate techniques for cointegration, principal components, canonical correlations and multivariate volatility modelling, and provides a large number of diagnostic and non-nested tests not readily available in other packages. The interaction of excellent graphics and estimation capabilities in Microfit 5.5 allows important econometric research to be carried out in a matter of days rather than weeks.

Latest version of Microfit 5.5: September 3, 2018.

 

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