The GAUSS Mathematical and Statistical System is a fast matrix programming language widely used by scientists, engineers, statisticians, biometricians, econometricians, and financial analysts. GAUSS is a complete analysis environment suitable for performing quick calculations, complex analysis of millions of data points, or anything in between. GAUSS family of products combine to offer you an easy to learn environment that is powerful and versatile enough for virtually any numerical task.

GAUSS has over 400 mathematical functions built in, including LINPACK, EISPACK and BLAS routines, factorizations, decompositions, eigenvalues, distributions and equation solving functions, to provide you with all the tools you need to solve your most difficult problems. Other important features include: data import/export compatibility with many popular spreadsheets and databases, long period random number generators, built-in functions for efficiently handling sparse data, and a Foreign Language Interface for incorporating your favorite compiled C and FORTRAN programs directly into GAUSS programs.

FDB has purchased 5 IDs for GAUSS and Constrained Optimization and 1 ID each for FANPAC and Time Series.

Constrained Optimization: Solves the nonlinear programming problem subject to general constraints on the parameters.

FANPAC: Comprehensive suite of GARCH (Generalized AutoRegressive Conditional Heteroskedastic) models for estimating volatility.

Time Series: Exact ML estimation of VARMAX, VARMA, ARIMAX, ARIMA, and ECM models subject to general constraints on the parameters. Panel data estimation. Unit root and cointegration tests.

For details, please refer to: http://www.aptech.com

How Does One Access the Data?

FDB has purchased 5 IDs for GAUSS and Constrained Optimisation and 1 ID each for FANPAC and Time Series.

• For staff:
  You may install it on your PC. Please forward your request to
• For students:
  You can get access to the software on the teminals located in Computer Lab1 (used for DataStream)