TIME SERIES 4.0

New features:

• EXACT MAXIMUM LIKELIHOOD ESTIMATION OF VAR, VARMAX, UNIVARIATE AND MULTIVARIATE ARIMA, AND ECM MODELS. Impose linear and nonlinear constraints on the coefficients. Find Lagrangean values associated with each constraint.
• DICKEY-FULLER AND AUGMENTED DICKEY: Fuller Unit Root and Cointegration Tests
• PHILLIPS-PERRON UNIT ROOT AND COINTEGRATION TESTS
• JOHANSEN TRACE AND MAXIMUM EIGENVALUE COINTEGRATION TESTS
• SHOW CHARACTERISTIC EQUATION ROOTS.
• ON-LINE DOCUMENTATION. Time Series 4.0 comes with on-line documentation in .pdf format which can be viewed using Adobe Acrobat Reader. Hard copy documentation is available.

Time Series 4.0 requires GAUSS 3.6 for Windows or GAUSS 3.5 for Unix.