Microfit    經濟計量分析軟體

Microfit 5.0 is an interactive, menu-driven program with a host of facilities for estimating, hypothesis testing, forecasting, data processing, file management, and graphic display. These features make Microfit 5.0 one of the most powerful menu-driven time-series econometric packages currently available. It is a major advance over Microfit 4.0 and offers a unique built-in interactive, searchable econometric text. It provides users with technical, functional and tutorial help throughout the package, and can be used at different levels of technical sophistication.

Microfit 5.0 is suitable for classroom teaching of undergraduate and postgraduate courses in applied econometrics. For experienced users of econometric programs, 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 on other packages. The interaction of excellent graphics and estimation capabilities in Microfit 5.0 allows important econometric research to be carried out in a matter of days rather than weeks.
　

New Features in Microfit 5.0
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
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 5.0
Enhanced help files now included within the software package

System Requirements
Microsoft® Windows® 7, Vista, XP or 2000
1 GB RAM
Minimum 45 MB free hard disk space
Internet access for software activation
Microsoft mouse or compatible (optional)
A printer for producing hard copies of graphs and regression results (optional)
Adobe® Reader® 6 or later required to access the help files