A
- Automatic
Differentiation (AD) Model Builder [AU]
- ADE-4
2001 [FR]
- Free program
for multivariate (inc. spatial) analysis and graphical display. Mac and
Wintel.
- AIMMS
3.0 [NL] (Paragon)
- ALOGIT
4 and 4EC [NL]
- AMOS
4.0 [US]
- Analysis of Moment
Structures. Graphical structural equation modeling, measurement errors,
advanced likelihood based methods and bootstrap analysis. Not for categorical
data.
- AMOS
pages at SPSS
- AMPL
1.6 [US]
- APLX
[UK] by MicroAPL
- Advanced implementation
of IBMs APL2 for PCs. High level programming language used in acturial
sciences.
- Arc
1.04 [US]
- AREMOS
5.2 [US], [DK]
- Econometric and time-series
modelling and automatic report generation for business from DRI-WEFA
software, (formerly Wharton Econometric Forecasting Associates, founded
by Lawrence Klein)
- A Global Insight,
Inc (GII) Company since Mar 2001. (DRI formerly part of McGraw Hill)
- Autobox
5.0 [US].
- Automatic Robust
Box Jenkins Modeling and forecasting
- AutoSignal
1.5 [UK]
- Windows time series
program (Spectral analysis, wavelets) By Clecom, formerly from SPSS-Science
UK
- Axum
7
- Now (2002) with Durbin
Watson...
- Mathsoft's (Statistical)
Graphics program for data-analysis. (stripped down S-PLUS).
B
- BATS
[US]
- Free (Windows exe)
software for applied Bayesian Analysis of Time Series by Mike
West, book by Pole, West and Harrison (1994). See also TVAR
- B34S(r),
by Houston Stokes [US]
- (Nonlinear) Data
analysis and econometric analysis in conjunction with book
that also discusses MARS.
- BACC
2001 [US]
- New in 2001: 12 new
models and Windows-version for R and S-Plus
- Bayesian Analysis,
Computation and Communication. Free high quality generic software developed
for different operating systems (95/98/NT, Unix) and different front-ends
(Gauss (finished), Matlab (finished), VC++ (finished) Ox). Specific model
procedures as well. Supported by the US NSF. Developed by Bill McCausland
under the supervision of John
Geweke.
- Extensive Review
of BACC by Gary Koop.
Even more extensive example in JAE
(1999, 14, 677-689).
- BMDP
New System
- Brodgar
1.8 [UK], [US]
- Package for multivariate
time series analysis of (large) (environmental) data sets. By Alain Zuur.
- BUGS,
WinBUGS 1.3 [UK]
- At Biostatistics
unit Medical Research Council, Cambridge (UK). Free demo available.
Use BUGS programming language to specify model and generate MCMC program
to make inference about the model. Special attention for monitoring MCMC
convergence. Based on Adaptive Rejection sampling (ARS), developed by
Wally Gilks.
- See MCMC
page (back at Cambridge) for more software on this topic.
- BUGS
active mailing list at jiscmail
- BV4,
Berliner Verfahren 4 [DE]
- Free dowload of DOS
version of Time Series Decomposition method used by the German Federal
Statistical Office since 1983
- Technical description
by M. Nourney
C
- CalculationCenter
2
- CART
4.0
- Census
X12
- (ILOG)
CPLEX 7.5 [US]
D
- Dataplore
2.0 [DE] Systems analysis and (nonlinear) time series analysis (by Datan)
- Dataplot
- New
in version Aug 2001 (text file)
- Free, public-domain,
multi-platform (Unix, Linux, PC-DOS, Windows NT, etc.) software system
for scientific visualization, statistical analysis, and non-linear modeling.
Command driven.
- Authors: James J.
Filliben and Alan Heckert Statistical
Engineering Division, Information Technology Laboratory, National Institute
of Standards and Technology (NIST), with tcl/tk GUI interface by Robert
R. Lipman
- DEA-Solver
2.1 Pro (Data Envelopment Analysis from Saitech-inc)[US]
- DEMETRA
2.0 [LU]
- Free user-friendly
interface for Winxx OS for Decomposition of Time series,
- Encompasses recent
versions of Census X12 and TRAMO/SEATS
- An Eurostat
project
E
EasyReg
, EcoWin , ECTS , EQS
, Eviews , Excel ,
- EasyReg
International 2002 [US]
- EcoWin
4.52 [SE]
- Web based econometric
and financial time series analysis system using EcoWin database. In cooperation
with Reuters.
- EcoWin also produces
EcoWin Asset Allocation
3.0
- ECTS
3.3 [FR]
- EQS
6.0 [US]
- By Peter
Bentler
- Free demos available.
By Multivariate Software, Inc.
- Eviews
4.1 (Quantitative Micro Software) [US]
- Excel
2002 [US] (MS NASDAQ:MSFT,
MSFTinfo)
- EXPO,
from LMT [US]
- Basic (MBA) econometric
IT applications in marketing and finance. Simple macro language XPL.
Free student edition EXPO/SE available for download.
F
- Forecast
Pro 4.0 [US] (BFS)
- Widely applied econometric
time series ("dynamic regression") forecasting program
- Auf
Deutsch
- Pro
Fortran 7.5 (by absoft) [US]
G
GAMS
, GAUSS , GiveWin , Gempack
, Genstat ,
GLIM , GLIMMIX , GraphExpress,
graphpad , GRETL ,
- GAMS
2.50 [US], [DE]
- GAUSS
4.0 (Aptech) [US]
- What's
new in GAUSS 4.0 for Win NT/2000/XP
- New modules for 3.6
and 4: Maximum Likelihood 5.0, Time Series 4.0, Constrained Maximum Likelihood
2.0.
- Try GAUSS directly
via WWW
- IGX
Interactive GraphiX for GAUSS 3.5 (June 2000)
- Gauss
Info aus Deutschland
- Bug
tracking/support page (Dec 1999). New
support page (Sep 2000). The file fixed.txt
indicates which version (no longer) contains which bugs.
- Reorganised
Mailing list of problems archive. Html-version
(up to March 2000) by Ruud Koning
[NL]
- A
- Jason
Abrevaya wrote RANKEST:
R(ank based) econometric estimators. Maximum and monotone rank correlation
estimator (Han (1987), (Cavanagh and Sherman (1998)), leapfrog estimator
Econometrics Journal
2.2 (1999)
- Maximo
Alonso's time series programs
- B
- Steven
T. Berry's GAUSS-configuration
for e-macs editor
- C
- John
Cochrane's Programs for finance, macro, monetary economics and time
series analysis
- D
- Dick
van Dijk wrote free programs for regime-switching models for returns
(Markov Switching, Threshold, TAR), regime-switching models for volatility
(STAR GARCH) and for artificial neural networks (ANN). Example data sets
from Book
(2000) on nonlinear time series analysis in empirical finance with
Philip Hans Franses
- Jurgen
Doornik provides OxGauss , a free GAUSS
compiler for Windows XXX, Linux and XXX Unix
- E
- Matias
Ekl�f provides a 40 page Introduction to GAUSS 3.2 for Windows, 2001
and sample programs for Graduate Econometrics Course
- G
- Stephen
Gray wrote free regime
switching and GARCH code
- H
- James
Hamilton published his GAUSS programs for flexible nonlinear inference,
Econometrica, 2001
- Bruce
Hansen (U.Wisc) wrote free programs for TAR models, stability and
linearity testing
- Bart
Hobijn (NY FRB) wrote free programs for lots of modern stationarity
(KPSS, Leybourne McCabe) and multivariate (seasonal) unit root tests (non
cointegration). Bart's
personal homepage.
- Joel
Horowitz (U. Iowa) wrote free programs for semiparametric and GMM
estimation
- I
- Alan Isaac maintains
a database with GAUSS code for Economists
with links to other archives and products
- K
- Chihwa
Kao provides NPT: free programs for panel-(non-)cointegration tests,
requires COINT 2.0
- Chang-Jin Kim and
Charles Nelson wrote SSMARKOV
programs for State Space Models with Regime Switching (1999, MIT press)
- Gary King produced
ReLogit 1.1 Rare Events
Logistic Regression, and AMELIA 2.0 (for multiple imputation in Political
Science data) also available for Stata
- Ken Kroner wrote
free(multivariate)
(G)ARCH software. From UCSD ("home of ARCH")
- L
- Junsoo
Lee provides unit root and stationarity tests allowing for "multiple
breaks". Some require COINT
2.0.
- Kuan-Pin
Lin wrote Gauss programming
for Econometricians (GPE) II (400 page .pdf)
- J
Scott Long produces Markov
2.5, A statistical environment for GAUSS.
- Helmut
L�tkepohl supervised the development of MulTi
1.0 for menu drive multivariate time series analysis for GAUSS under
DOS
- L
- Serena
Ng wrote i.a. programs for efficient lag length selection in unit
root tests
- O
- Marius
Ooms and Gerrit Draisma provide an "Introductie Gauss" in
Dutch (2000)
- Pierre
Perron (and Serena Ng) provide code for optimal unit root and structural
break tests anno 2001
- R
- RJS
software produced LALIB-386 (LAPACK for GAUSS), LINCS (structural
equation modeling), MISS, QP
- Thierry
Roncalli's page contains numerous time series examples [UK],
- Cameron
Rookley wrote Gauss to Matlab Perl scripts
- S
- Ron
Schoenberg is Director of Software Applications Development for Aptech
Systems. He wrote FANPAC 1.1.13
(1/2000) Extensive GARCH etc. library, now also multivariate.
- Rauli
Susmel provides SWARCH (Regime Switchgin GARCH) code.
- T
- Kenneth
Train provides free code for mixed logit estiomation for panel data.
- V
- Philip
Viton shows how to use these programs using OxGauss.
- W
- Frank
Windmeijer provides EXPEND, A Gauss programme for non-linear GMM estimation
of exponential models with endogenous regressors for cross section and
panel (dynamic) count data models
- GAUSSX
4.0 [US] by Jon Breslaw
- GiveWin
2 [US]
- GEMPACK
7.0 [AU]
- For very large systems
of nonlinear equations.
- From the Centre
of Policy Studies, Monash University, Melbourne, Australia
- Genstat
5 [UK]
- Multipurpose statistical
package for Windows and Unix. Includes Generalized linear models, Geostatistics
and Survival analysis. Part of NAG
- GLIM
4.1
- GLIMMIX
2.0 [NL]
- Mixture regression
methods for simultaneous segmentation and estimation of regression models.
Version 2.0 for Windows (1999).
- By Michel
Wedel
- GraphExpress
1.0
- Make SAS
graphs using this SPSS product
- Graphpad
[US]
- Prism
3 specializing in curvefitting (nonlinear regression) and graphs (from
experimental biology)
- Instat
3 with online interpretation of tests
- Gretl
0.99 (Gnu Regression, Econometric and Time Series Library)
- Version (11/02/02).
By Allin Cottrell, Wake forest
University. For any platform with ANSI C compiler. Freeware, open source.
All basic linear estimators and tests. No Maximum Likelihood yet. Binaries
for Wintel.
- Based on code Ramanathan's
Introductory Econometrics
with applications textbook.
H
- HLM
5 [US]
I
- ICRFS-PLUS
(Interactive Claims reserving Forecasting System) [US]
- Actuarial software
for probabilistic loss reserving and premium rating with statistical modelling
framework
- WinIDAMS
1.0 [US]
- Free Windows
package from the UNESCO WinIDAMS is
a general statistical package, it includes treatment of missing data,
a powerful recoding language, geat flexibility for data management and
many advanced multivariate statical methods. Interactive modules allow
graphical exploration of data (not unlike Vista),
Construction of Multidimensional Tables (Cube) and Time Series Analysis.
- IMSL
5.0 F90 MP, FNL, CNL, JNL (Visual Numerics') [US]
- INSTAT+
[UK]
- INSTAT, Interactive
Statistics Package for PCs from the Statistical Services Centre, University
of Reading. Instat+ for Windows. Special features for climatic data. DOS
version free.
- ITSM
[US]
J
- J
4.06
- Array based language
with actuarial applications
- Standard version free.
- Mailing
list archives
- Jmetrics
- (discontinued? Jan
2001) Open source java GNU project by Marcus Cuda and Selva Demiralp
- "plan is to
create an easy to use, full blown econometrics package".
- (Former) owner of
econometrics.org and jmetrics.com
- JWAVE
3.5 (Visual Numerics) [US]
- Web-based open system
software. Analysis and Visualization routines that run on the server.
- Online
Time Series demo
L
- LIMDEP
Version 7.0 [US]
- LINDO
6.1 and LINGO 7.0 [US]
- LISREL
8.5 [US]
- Karl J�reskog's Structural
Equation Modelling. New features (Jun 2001) include Structural Equation
Modeling with incomplete data: Efficient Full Information Maximum Likelihood
(FIML) for incomplete data that are missing at random. multilevel analysis,
two-stage least-squares estimation, principal component analysis, exploratory
factor analysis
- Free
8.51 download Student edition
- Distributor: Scientific
Software International, Inc. (SSI) Also distributes HLM
M
Mathcad
, MathML , MathType ,
Mathematica, MATLAB , Matrixer
, MetrixND , MHTS-PC , MiKTeX
, Minitab ,
MINOS , MIXOR , MLE
, MLWin , Modeleasy ,
Modler , MOSEK , Mplus
, Modula , Mx .
- MacAnova
4.12 [US]
- Macsyma 2.4/422 [US]
- Discontinued (Jan
2001). Former owner of macsyma.com. Product PDEase
2D still marketed.
- Maple
7 (Waterloo Maple) [US]
- Supports MathML
- Includes 100 NAG
matrix computation functions. New features for debugging and profiling.
- MARS
(Multivariate Adaptive Recursive Splines [US]
- Mathcad
2001 [US]
- Increased numerical
precision. Includes more financial/business and statistical functions,
2D and 3D plotting.
- Supports MathML
- January 23, 2001--The
Engineering and Education Products Division of MathSoft, Inc., authors
of the Mathcad� and StudyWorks� product lines, became a standalone private
company known as MathSoft
Engineering & Education, Inc., following the successful completion
of a management-led buyout
- MathML
2.0 [ORG]
- Extension to XML
approved by the World Wide Web Consortium
- Math standard for
Web documents (Feb. 2001), supported by 17 programs (free and commercial).
- MathZilla
Up to date info on free tools to create MathML (e.g. from TeX) and view
MathML (e.g. using Mozilla browser)
- MathType
5.0 and WebEq (Design Science) [US]
- Interactive tools
for Windows and Macintosh for mathematical notation for word processing,
web pages, and for TeX, LaTeX and MathML documents.
Extensions of ("MS-Office")Equation editor by same producer.
- Free download
of TeXaide 4.0a,
basic windows equation/matrix editor to generate Tex/LaTex.
- MATCOM (Mathtools), taken
over (2000) by Mathworks,
i.e. MATLAB
- Mathematica
4.1 [US]
- MATLAB
6.1 [US], [EU]
- Matlab 6 with Desktop
interface
- MATLAB
Student version Release 12
- Download Debugged
version of LAPACK for MATLAB 5.3
- Matlab
FTP-site [US], [UK]
with programs of (300) books
- Free Bayesian
Net Toolbox 2.0 by Kevin
Murphy .cs.berkeley.edu
- Macro-Investment
Analysis using MATLAB and Other
programs by William
F. Sharpe
- Statlib
opened a (small) MATLAB archive (Jun 1999)
- Lots
of free and commercial MATLAB packages at Mathtools.net/Applications
(mathtools now taken over by mathworks (Jun 2000), list sitll working)
- Hoover and Perez
Matlab (simulation) code
for ''LSE-methodology'' of selecting dynamic econometric equations
- ARfit
2.2 Free basic VAR package for MATLAB by Arnold
Neumaier
- Free fast Matlab
Spatial Toolbox 1.1 by Kelley Pace and Ron
Barry (7.5MB!). For sparse large-dimensional autoregressions. Also
available for Fortran 90.
- Free basic statistics
toolbox Statbox 4.1
by Gordon Smyth
- Free Financial
Engineering Toolbox v. 2.0 by Rafal
Weron
- Free Quantile
regression for MATLAB, by Roger
Koenker and Paul Eilers
- Matlab now also allows
for objects, which have been used to create a Database
Toolbox 2.1 and a Financial
Toolbox 2.1 This requires the Statistics
Toolbox 3, Optimization
Toolbox 2.1, and the Splines
Toolbox 3.
- Use
and manipulation of Java (1.1) (MS/Sun) Classes possible
- Jos Sturm freely
provides SeDuMi
1.03 toolbox for solving optimization
problems over symmetric cones. Allows for quasiconvex-quadratic constraints
and positive semii-definiteness constraints (using Semidefinite programming,
SDP). Complex
valued entries allows. GPL (General Public) licence.
- Spatial Econometrics
Toolbox for Matlab by James P. LeSage and friends. Extensive, with
350 page manual. I.a. Numerical Recipes optimization
routines and GAUSS utilities.
- O-matrix
provides an inexpensive and fast compiler of matlab programs.
- MATLAB
files and links for filtering, RBC modeling and much more, by Torben
Mark Pedersen
- Matlab
resources at ECE, basic
- JMatLink
MATLAB applied in java applets
- MultiMATLAB
From Computer Science Department
Cornell
- MATLAB
digest (Quarterly)
- Matlab
tutorials from University of New Hampshire, department of Mathematics
- Nederlandse
MATLAB handleiding van Vrije Universiteit Amsterdam Ad Ridder en Manon
Dortland.
- Expensive, but there
is a Second
hand market on the net
- Matrixer
[RU] 4.3.1
- Alternative URL:
matrixer.narod.ru. Free econometrics program with Russian Interface by
Alexander Tsyplakov
- Download shareware-version
in English here
- MetrixND,
(Energy) Forecasting software from Regional Economic Research (RER, CA) [US]
- Microfit
4.0 [UK]
- MHTS
1.043 [CA]
- McLeod-Hipel Time
Series PC Package, for MS-W98, NT.
- Free student demo
version
- By A.I.
McLeod
- MicroFit
1.0 [UK]
- MiKTeX
2.1 [DE]
- Minitab
13.3 [US]
- MINOS
5.5 [US]
- Optimization
software from SBSI-SOL
Stanford Business Software Inc SOL (Stanford University Systems Optimization
Lab) optimization software
- Solvers can be called
from AMPL
- MIXOR/REG/NO/PREG
[US]
- By Don
Hedeker and Rob Gibbons.
- Free! For Windows,
Powermac and Solaris. For Mixed-effects ordinal regression (MIXOR202),
AR-regression (MIXREG122), logit regression (MIXPREGNO12) and Poisson
regression (MIXPREG12). Advanced likelihood based panel analysis, discrete
choice data et al.
- ModelMaker
4 [US], (Modelkinetix)
- MLE++
2.0 [CA]
- MLE library in C++
for cross section models, by Ian Cahill
- Comes with the Learn
to Program version of Borland C++ Builder
- MLWin
1.10 (MLn for Windows) [UK]
- Modeleasy
5.2 [US], Econometric Modeling & Computing Corporation
- Modern shell for
former Bank of Italy macroeconometric programming language
- Developed in Speakeasy
- Data interchange
with B34S
- Modler
10.3 [UK/US]
- Windows program.
Time-series database management, statistical analysis, product line forecasting,
large engineering model simulations, as well as advanced economic analysis.
- Mplus
2.02 [US]
- (Critical
Mass) Modula-3 [US]
- MOSEK
2 [DK]
- Advanced Optimization
routines, also implemented for AMPL and MATLAB
- Free trial versions
with unlimited capacity.
- Mx
1.44 [US]
- Free Matrix language
and optimization software for Multivariate (Structural) Statistical analysis
in Psychology. Various Platforms. By Michael
C. Neale .
N
- NAG
Mark
20 Numerical Libraries, GLIM 4, Genstat,
MLP (ML estimation)) [UK]
- NAG Mark 20 includes
multithreaded optimization and (A/E)GARCH models.
- NCSS
2001 for Windows [US]
- What
is new in NCSS 2001
- Number Cruncher Statistical
System. Comprehensive general purpose statistical package for scientific
calculations. Cross section and (basic) time series models. Linear, univariate
and multivariate, and nonlinear (Generalized linear models, survival analysis).
Connected with PASS
- Download
free trial versions of NCSS/PASS
- Nonlinear
Least Squares Curve Fitter [US]
- Nonlinear
Toolkit Version 4.52 [US]
- Free software for
(bootstrapped) nonlinearity tests (MS operating systems) by Richard
Asley
- Numerical
Recipes NR 2.10 [US]
O
Octave
, O-Matrix , Omegahat ,
OpenDX , Ox , OxEdit
, OxGauss , OxMetrics
- Octave
2.017 [US] GNU alternative for MATLAB (04/02)
- O-Matrix
5.2 [US]
- Omegahat
[US]
- Open source packages
for R/S-Plus for Statistical Computing
- Includes R-Plugin
for Netscape
- Open
DX 4.1.3 (Data Explorer) by IBM [uS]
- Free Data
visualization software with intuitive graphical interface
- Ox
3.1 [UK]
- What's
new in Ox 3.1
- Ox Console 3 is a
free
version for academic research [UK]
- Ox Professional 3
is an OxMetrics program.
- What
is new in Ox 3, i.a. Quadratic programming and 3D plots and
- OxGauss
- Updated Free
packages:
- A
- Arfima
Pack 1.01 Jurgen
Doornik. Package for estimation, simulation and forecasting of AR(F)(I)MA
processes, by Jurgen
Doornik and Marius
Ooms. Several estimation methods, including modified profile likelihood
(a higher order asymptotic method reducing finite sample bias, by David
Cox and Nancy Reid).
Also with interactive point-and-click interface using OxPack 1.00
for GiveWin. Includes an updated version of the
exact ML procedures for Gaussian Arfima by Fallaw
Sowell
- B
- Bootstrap,
by James
Davidson implements bootstrap, double bootstrap and fast double bootstrap
and Monte Carlo analysis of bootstrap tests. See ox-users
message for a summary.
- C
- Cambridge
Econometrics Ox_functions_library [UK], CellTable to create tabular
data in spreadheet-format, DB1 class (to store nonstandard variables)
- D
- Free DPD
1.20 Package for estimating dynamic panel data models with
modern estimators, in particular (GMM-) estimators by Manuel
Arellano and Stephen
Bond, next to classical (static) estimators, c.f. Badi
Baltagi's (1995) book. Now also with interactive point-and-click interface
using OxPack 1.00 for GiveWin. This version
only available in Ox. Old versions also available for Gauss.
- F
- Financial Numerical
Recipes for Ox, based on code by Bernt
Arne �degaard
- G
- G@RCH
2.2. Update free interactive A2Z-A2Z-ARCH package. Code for Ox and
OxPack (menu-driven) of wide range ARFIMA-FI(E)GARCH-t models. By S�bastien
Laurent and Jean-Philippe
Peters
- GnuDraw.
for creating GnuPlot graphics. By Charles
Bos.
- L
- LaPack for Ox, based
on the Linear Algebra Package,
LAPack
- LMMod
2 by James
Davidson. Long memory modelling of mean and variance. Extensive range
of models (ARFIMA-GARCH and generalisations) and tests.
- M
- MSVar
1.3 for Ox 3 and GiveWin 2, for efficient and up-to-date Markov Switching
VAR Modelling (Cointegrated, Nonlinear etc.), by Hans-Martin Krolzig
- L
- Loess package for
Ox, based on the Netlib package
for local smoothing of multivariate scattered data
- P
- PcNaive
is an Ox Professional package for designing Monte Carlo experiments of
dynamic econometric models.
- Q
- Free Quantile
regression for Ox, by Roger
Koenker
- S
- SsfPack
2.3. Article on SsfPack 2.2 in The
Econometrics Journal (1999).
New in 2.3: computes implicit weights for (estimated) filters and
smoothers. For efficient and up-to-date State Space modelling,
by Siem Jan Koopman, Neil
Shephard and Jurgen
Doornik.
- STR
Pack 2.0, by Ivar Pettersen for Smooth transition autoregressive modelling,
based on cod by Timo Ter�svirta.
- SVPack
2.1 for up-to-date Stochastic Volatility modelling, by Neil Shephard.
Stochastic Volatility
models of articles
(1994-2000) by Siddharta Chib, James Durbin, Andrew Harvey, Sangjoon Kim,
Siem Jan Koopman, Mike Pitt, Esther Ruiz, Gleb Sandmann, Neil Shephard
in Biometrika,JoE,
JRSS B, ReStud
- OxEdit
1.61 [UK] [OX],
- Version 1.61 can
be used freely. Very powerful up-to-date Windows program editor,
search engine, with an interface for Ox, MiKTeX,
HTML, C, Java, or your own favorite language.
- OxGauss
1.0 [UK]
- OxMetrics
[US], OxMetrics [UK]
- Note: www.oxmetrics.com
down from Jan 6, 2002
- www.oxmetrics.net
online from Jan 10, 2002
- www.oxmetrics.co.uk
online from Jan 15, 2002
- The OxMetrics family
includes Ox, OxGauss, PcGets,
PcGive, STAMP and TSP/GiveWin.
All these program interact with GiveWin.
P
- PASS
2000 [US]
- Inexpensive standalone
program for Power Analysis and Simple Size. Design of Experiments. Made
by producers of NCSS.
- PcFiml
- PcGets
1 [US]
- PcGive
(Professional) 10.1 [UK], [US].
- PcNaive
2 [US], [UK]
- PcNaive is an OxMetrics
program.
- PcNaive is an Ox
Professional package for designing Monte Carlo experiments of dynamic
econometric models.
- PRVWIN
and PRVEWIN [BR]
- Free. For Bayesian
time series and spatial data analysis. From the Instituto de Pesquisa
Econ�mica Aplicada (IPEA), in Rio
de Janeiro, Brazil.
R
- R
1.5.0 [US] , [AT] , [AU]
, [BR] , [CH]
, [DK] , [HU]
, [UK] , [ZA]
(04/02)
Freeware version of S (GNU S) for Unix/Linux. Now also binaries for Windows
95/98/ME/NT4/2000/XP!
- RATS
5.0 (Estima) [US]
- ReSampling
Stats 5.0 [US]
- For bootstrap, jack-knife,
Monte Carlo simulation etc. Standalone and as add-in.
- Rlab
2.1.05
- Free interpreted
C-like matrix language for Unix and Windows by Ian Searle
S
SAS
, SCA , Scilab , Sciword
, Shazam , Sigmaplot ,
SOLAS , Soritec , SpaceStat
, Speakeasy ,
S-PLUS , SPSS , STAMP
, Stata , Statgraphics,
Statistica , StatsDirect
SUDAAN ,
- SAS/ETS
8.2 [US]
- What's
new in 8.2: ML for VARMAX and multivariate GARCH.
- Allows batch forecasting
- Econometrics and
Time Series (Most standard techniques available). New in 7: Output as
you like it (spreadsheet,HTML,RTF).
- Newsgroup: comp.soft-sys.sas.
- SAS/STAT
8.2 [US]
- Scientific
Computing Associates (SCA) Statistical System [US]
- Now 32 bit PC versions
available as well as SCA applets to communicate with other languages
- SCA-PC
modules include PC-UTS, PC-EXPERT, PC-MTS, Vector ARMA, STF, PC-GSA, SCAGRAF,
- The original (George)
Box-(Jenkins) Program. Multivariate techniques by Tiao and Liu. Time Series
Analysis. Econometric Analysis (B34s) and Industrial
Statistics. Design of Experiments and SCA Workbench.
- Scilab
2.6 [FR]
- Serious Freeware
with MATLAB (computing, graphics, engineering) compatibility
and
- by INRIA,
French national institute for research in computer science and control.
- Parallel computing
facilities in Scilab//
1.0.
- Scientific
Workplace 4.0, Scientific Word 4.0, Scientific Notebook, MathTalk
- What's
new in 4.0. Export as MathML.
- Now by and from MacKichan
Software, inc. (MSI) With online store. Notebook includes LaTex editor/viewer
and Maple V 5.1 interface. Enter the equations by
talking using MathTalk.
- SHAZAM
9.0. provides an up-to-date interface and GnuPlot
graphics.
- SigmaPlot
8.0 [US]
- SOLAS
3.0 [US]
- Now with script-language
(3.0)
- Program for Missing
Data Analysis from Statistical Solutions.
- Specializes in Multiple
imputation techniques to correct for the systematic inferential failings
produced by ignoring missing data and the ad-hoc approaches of single
imputation.
- Donald B. Rubin of
Harvard Statistics Department
is on the Statistical Advidory Board
- Soritec
for Windows 1.0 (Full Information Software) [US]
- SpaceStat
1.91 [US] (for spatial data)
- Speakeasy
theta [US]
- Linux
Speakeasy (03/02)
- Multi purpose computer
language for scientific computing from Speakeasy Computing Corporation
(SCC). I.a. used for Modeleasy
- S-PLUS
6 Professional [US] [JP], (NASDAQ:
IFUL,
IFUL info)
- SPSS
10.0 and SYSTAT 10.0 [US]
(NASDAQ: SPSS)
, Related to:
- STAMP
6.02 [US],
- Stata
7.0 [US]
- STATGRAPHICS
Plus 5 (Manugistics) [US] (NASDAQ: MANU)
- Manugistics distributes
Special versions for Control Charts and Experiment Design, Professional
version includes basic econometric (regression, multivariate analysis,
time series) techniques
- STATGRAPHICS
Plus 5 (Statistical Graphic Corp) [US]
- STATLETS
1.1, Java Applets for statistical Analyisis, run via WWW
- Statistica
6 [UK][US] [HR], [NL],
[PL], [RU],
[SE], [TW]
- StatsDirect
[UK]
- Easy to use Windows
package for standard (medical) statistics. Affordable academic price.
- By camcode (UK)
- STL
[US] Free. Modern Seasonal Adjustment.
- SUDAAN
8 [US]
- What's
new in 8.0
- Software for cluster-correlated
and weighted data. MLOGIT, Robust variance estimates. Generalized Estimating
Equation (GEE) approach. Survival
- SAS
callable version exists
- From the Research
Triangle Institute (rti.org)
T
- TISEAN
2.1 [DE]
- Free software
(C and Fortran) for nonlinear deterministic TIme SEries ANalysis ("chaos")
- by Rainer Hegger,
Holger Kantz, Thomas Schreiber
- TSE
2.2 [BE] Time Series Expert, Free (1995) time series program from ULB Brussels
for TV-ARIMA-GARCH
- TSP
4.5(PC-TSP) [US] (TSP International)
- TRAMO/SEATS
[ES],
- tsrf
(v 0.0061) [UK]
- Free (GNU) Econometrics
(C-)shell for distribution dynamics, vector autoregression, and random
fields analysis. By Danny Tyson
Quah
- TVAR
[US]
- Free Time varying
AutoRegression package by Raquel Prado and Mike
West for Nonstationary Time Series Analysis and Decomposition
- Available for Fortran90,
MATLAB, S-PLUS , see also
BATS
V
- VassarStats
[US], free webbased basic statistical computing, by Richard Lowry
- ViSta
6 [US], [UK
Mirror]
- Free "open source",
Visual Statistic System for dynamic interactive exploratory data analysis,
developed using XLispStat 3.2.52 by Forrest
W. Young
- Vista 5 aussi en
fran�ais, y Espa�ol
- Spinning plots, diamond
plots, partial, Multivariate (robust) (weighted) multiple regression,
ANOVA, Principal components. Multidimensional scaling. Many influence
measures.
- Lots of example data
from Biology, Health, sociology, psychology, crime, marketing. Program
in its 10th year of development.
- Developers
Workshop
W
- Web
Decomp 2 [JP] by Seisho Sato
of the Institute of Statistical Mathematics
(ISM), Tokyo .
- Very useful time
series program operated via the Web with nice sample data sets. Seasonal
decomposition, ARMA, SV, VAR etc.
- There is even a simple
non-Gaussian State Space
model one can try to estimate.
- WebStat
2.0 by Webster West (sic!)
at U. SC
- A Statistical computing
environment for the WWW (Java applet). Only basic functions up to now,
but a simple and nice spreadsheet interface.
- WinIDAMS
Y
- Yorick
1.5 [US]
- Free interpreted
language for data visualization
- WINKS
4.65 [US]
- Windows KWIKSTAT.
Statistical Data Analysis program by TexaSoft.
- BASIC (teaching)
and PROFESSIONAL (includes ARIMA, ANCOVA, Quality control) version.
X
- XploRe
4.4 [DE], Try it directly via
WWW (install client program first)
- Census
X-12-ARIMA [US] Version 0.2.9
- X12arima
for GiveWin [UK], [US]
- Developed for GiveWin
, Flexible Windows interface for statistical and Graphical analysis using
Census code for X12arima
- XLisp-Stat
[US]
- Xtremes
3.0 and X(G)PL [DE]