Vector Autoregressive to Anything (VARTA) processes are
stationary, vector time series with arbitrary marginal distributions
and feasible autocorrelation structure specified through lag
VARTA processes are designed to be used as input to computer
The VARTA software available on this page solves the correlation
matching problem for fitting VARTA processes with fully specified
marginals from the Johnson family of distributions. The software
consists of a Windows .exe file that reads an input file and produces
an output file; it is not interactive. The software is distributed
"as is," without warranties of any kind, either express or implied.
Please report problems to email@example.com
Latest Release: 9/9/02.