GaussX 7.0 & arfimax模型

有兴趣的人都可以寻找Gaussx软件哦!!

Recent additions included in version 7.0:

• Partial Least Squares
• Response Surface Methodology (multiple response optimization)
• Consumer surplus and deadweight loss
• Linear Programming
• Murphy Topel two step estimation for all ML and/or NLS models
• Global optimization and Nelder-Meade optimization algorithms
• Bayesian estimation of Poisson, SURE and MNP models
• Bayesian convergence diagnostics
• Cubic Interpolation
• GAUSSPlot support
• Maple 9.5 and 10 support
• Correlation dimension and Lyapunov exponent
• Parametric tests - Anova, Bartlett, KPSS, Jarque-Bera, Hansen, Newey-West, Welch. Non-Parametric location tests - sign, Wilcoxon, Walsh, Mann-Whitney, Friedman, Conover, Kruskal-Wallis, Mood
• Non-Parametric scale tests - Levene, Brown-Forsythe, O'Brien.
• Durbin-Watson probabilities.
• ML estimation of Normal processes
• Data generating process, Wiener and fBm processes
• Non-linear Ordered Logit and Probit processes
• Enhanced statistics for discrete choice models
• Gini coefficients
• Matrix I/O enhancements

Additions included in version 6.0:

• Automatic differentiation
• Procedure file handing
• Non linear binomial univariate, bivariate and trivariate Probit
• Autoregressive fractional integrated moving average estimation and prediction. (ARFIMA)
• Vector autoregressive moving average estimation (VARMA)
• Formula evaluation (FEVAL)
• Data generating process, stochastic data sets based on 13 distributions (DGP)
• Filter data using linear, fractional or ARMA filters (FILTER)
• Enhanced forecasting options, including conditional variance and probabilities

Additions included in version 5.0:

• Genetic algorithm
• Census X12 smoothing
• Binary matrix I/O
• Denoising using wavelets.
• String evaluation
• Enhanced spreadsheet handling

haoqm 兄，可否分享一下， 哪里找到的？

很期待

这个东东早就听说很好了

但是没有机会一试

this sofrward is good for me