JMulTi
JMulTi - Multiple Time Series Analysis with Java
JMulTi is a new interactive software for univariate and multiple time series analysis. It consists of several modules that provide a rich set of modern econometric methods, for example VAR, VEC, STR, and ARCH modelling. The software is under constant development, the maintainer is Markus Krätzig.
For more information and download, check: www.jmulti.com
Screenshots: VECM Estimation & VECM Impulse Response Analysis