A software framework for data based analysis

This paper presents the software framework JStatCom which is geared towards the development of rich GUI clients for numerical procedures. The concept is to solve all recurring tasks with the help of reusable Java components. Optionally, one can delegate the execution of special numerical algorithms to external programs, for example Gauss or Matlab. This way it is possible to reuse an already existing code base for numerical routines written in different programming languages and to link them with the Java world. A reference application for JStatCom is the econometric software package JMulTi, which will shortly be introduced.

[1]  B. G. Quinn,et al.  The determination of the order of an autoregression , 1979 .

[2]  Lon-Mu Liu,et al.  A system-independent graphical user interface for statistical software , 1995 .

[3]  John Hutton,et al.  The Maple Computer Algebra System: A Review , 1995 .

[4]  Francisco Cribari-Neto,et al.  MATLAB as an econometric programming environment , 1997 .

[5]  Ronald F. Boisvert,et al.  Proceedings of the IFIP TC2/WG2.5 Working Conference on the Architecture of Scientific Software , 2000 .

[6]  Peter Schmidt,et al.  LM Tests for a Unit Root in the Presence of Deterministic Trends , 1992 .

[7]  Samuel P. Midkiff,et al.  Efficient support for complex numbers in Java , 1999, JAVA '99.

[8]  Paul J. Deitel,et al.  C how to program , 1994 .

[9]  J. Mark Bull,et al.  Benchmarking Java against C and Fortran for scientific applications , 2001, JGI '01.

[10]  P. Phillips,et al.  Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? , 1992 .

[11]  Wolfgang Pree.  Hot-Spot-Driven Framework Development , 1995 .

[12]  W. Fuller,et al.  Distribution of the Estimators for Autoregressive Time Series with a Unit Root , 1979 .

[13]  Helmut Lütkepohl,et al.  Applied Time Series Econometrics , 2004 .

[14]  G. Box,et al.  On a measure of lack of fit in time series models , 1978 .

[15]  H. Herwartz.  Applied Time Series Econometrics: Conditional Heteroskedasticity , 2004 .

[16]  Doug Lea,et al.  Concurrent programming in Java - design principles and patterns , 1996, Java series.

[17]  Jack Dongarra,et al.  LAPACK Users' Guide, 3rd ed. , 1999 .

[18]  James D. Hamilton.  A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle , 1989 .

[19]  Brian Foote,et al.  Designing Reusable Classes , 2001 .

[20]  J. Durbin,et al.  Techniques for Testing the Constancy of Regression Relationships Over Time , 1975 .

[21]  L. P. Deutsch,et al.  Design reuse and frameworks in the smalltalk-80 system , 1989 .

[22]  David von Oheimb.  Analyzing Java in Isabelle-HOL: formalization, type safety and Hoare logic , 2001 .

[23]  Francisco Cribari-Neto,et al.  R: Yet Another Econometric Programming Environment , 1999 .

[24]  Engle Granger.  Testing for the cointegrating rank of a VAR process with an intercept , 2022 .

[25]  R. Engle.  Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .

[26]  Helmut Lütkepohl,et al.  On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models , 2001 .

[27]  H. Akaike.  Fitting autoregressive models for prediction , 1969 .

[28]  Helmut Lütkepohl,et al.  Structural Vector Autoregressive Modeling and Impulse Responses , 2004 .

[29]  Robert Tibshirani,et al.  An Introduction to the Bootstrap , 1994 .

[30]  L. Glosten,et al.  On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks , 1993 .

[31]  N. Falconer.  Structured Programming , 1973, Nature.

[32]  H. Akaike,et al.  Information Theory and an Extension of the Maximum Likelihood Principle , 1973 .

[33]  G. Schwarz.  Estimating the Dimension of a Model , 1978 .

[34]  H. Vinod.  Review of GAUSS for Windows, including its numerical accuracy , 2000 .

[35]  강문설.  [서평]「The Unified Modeling Language User Guide」 , 1999 .

[36]  Douglas C. Schmidt,et al.  Building application frameworks: object-oriented foundations of framework design , 1999 .

[37]  Stuart Dabbs Halloway.  Component Development for the Java¿ Platform , 2001 .

[38]  Wolfgang Pree.  Component-based software development-a new paradigm in software engineering? , 1997, Proceedings of Joint 4th International Computer Science Conference and 4th Asia Pacific Software Engineering Conference.

[39]  R. Engle,et al.  Multivariate Simultaneous Generalized ARCH , 1995, Econometric Theory.

[40]  Harald Uhlig,et al.  A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily , 1995 .

[41]  Anil K. Bera,et al.  A test for normality of observations and regression residuals , 1987 .

[42]  Steven John Metsker.  Building Parsers With Java , 2001 .

[43]  Byung Sam Yoo,et al.  Seasonal integration and cointegration , 1990 .

[44]  S. Johansen.  Likelihood-Based Inference in Cointegrated Vector Autoregressive Models , 1996 .

[45]  Edsger W. Dijkstra,et al.  Structured programming , 1972, A.P.I.C. Studies in data processing.

[46]  Jack J. Dongarra,et al.  JLAPACK-compiling LAPACK Fortran to Java , 1999, Sci. Program..

[47]  Helmut Lütkepohl,et al.  Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System , 2000 .

[48]  J. Doornik,et al.  Approximations to the Asymptotic Distributions of Cointegration Tests , 1998 .

[49]  Hans-Arno Jacobsen,et al.  Component leasing on the World Wide Web , 2000 .

[50]  H. Lütkepohl,et al.  Comparison of unit root tests for time series with level shifts , 2002 .

[51]  Samuel P. Midkiff,et al.  Supporting multidimensional arrays in Java , 2003, Concurr. Comput. Pract. Exp..

[52]  Andrew Harvey,et al.  The econometric analysis of time series , 1991 .

[53]  Søren Johansen,et al.  Some tests for parameter constancy in cointegrated VAR-models , 1999 .

[54]  T. Bollerslev,et al.  Generalized autoregressive conditional heteroskedasticity , 1986 .

[55]  William H. Press,et al.  Numerical recipes , 1990 .

[56]  Leslie Godfrey.  Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches , 1988 .

[57]  T. Teräsvirta,et al.  Evaluating GARCH models , 2002 .

[58]  Dirk Eddelbuettel,et al.  Econometrics with Octave , 2000 .

[59]  Carlo Giannini,et al.  Topics in structural VAR econometrics , 1992 .

[60]  Francisco Cribari-Neto,et al.  Econometric and Statistical Computing Using Ox , 2003 .

[61]  Wirtschaftswissenschaftliche Fakultat,et al.  The Software JMulTi: Concept, Development, and Application in VAR Analysis. , 2002 .

[62]  Colin Rose,et al.  Mathematical Statistics with Mathematica , 2002 .

[63]  Timo Teräsvirta,et al.  Applied Time Series Econometrics: Smooth Transition Regression Modeling , 2004 .

[64]  H. Luetkepohl,et al.  TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME , 2002, Econometric Theory.

[65]  Contents , 2007, Physiology & Behavior.

[66]  Bent Nielsen,et al.  Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend , 2000 .

[67]  J. Hinde.  XploRe: An Interactive Statistical Computing Environment , 1997 .

[68]  Alessandro Bianchi,et al.  Evaluating software degradation through entropy , 2001, Proceedings Seventh International Software Metrics Symposium.

[69]  David Garlan,et al.  Documenting software architectures: views and beyond , 2002, 25th International Conference on Software Engineering, 2003. Proceedings..

[70]  P. Hall.  The Bootstrap and Edgeworth Expansion , 1992 .

[71]  Robert Eckstein,et al.  Java Swing , 1998 .

[72]  P. Franses,et al.  Testing For Seasonal Unit Roots In Monthly Data , 1990 .

[73]  Lijian Yang,et al.  Nonparametric Lag Selection for Time Series , 2000 .

[74]  David Garlan,et al.  Acme: architectural description of component-based systems , 2000 .

[75]  Kent L. Beck,et al.  Extreme programming explained - embrace change , 1990 .

[76]  G. C. Tiao,et al.  An introduction to multiple time series analysis. , 1993, Medical care.

[77]  Jurgen A. Doornik.  Object-Oriented Programming in Econometrics and Statistics Using Ox: A Comparison with C++, Java and C# , 2002 .

[78]  Ralph Johnson,et al.  design patterns elements of reusable object oriented software , 2019 .

[79]  Ghazi Shukur,et al.  Testing autocorrelation in a system perspective testing autocorrelation , 1999 .

[80]  Ronald F. Boisvert,et al.  Developing numerical libraries in Java , 1998, Concurr. Pract. Exp..