OxMetrics

Developer: OxMetrics Technologies

Latest Release: OxMetrics 7 (May 2013)

Operating System: Windows, Mac OS, Linux

OxMetrics is a family of software packages providing an integrated solution for the econometric analysis of time series, forecasting, financial econometric modelling and statistical analysis of cross-section and panel data.

End User License Agreement

The core packages of the family are OxMetrics which provides the user interface, data handling and graphics, and Ox Professional, which provides the implementation language. The other elements of the family are interactive, easy-to-use and powerful tools that can help solve your specific modelling and forecasting needs.

OxMetrics 7, published and distributed by Timberlake Consultants is now shipping. This marks the first major upgrade of the software family since OxMetrics 6 was released in August 2009.

The new release of OxMetrics 7 contains upgraded versions of Ox ProfessionalPcGive andG@RCH. Additionally, STAMP will also be upgraded early 2015. See the following for all the new OxMetrics features:

Use the following links below to find out more information about the latest release of each module:

OxMetrics Enterprise Edition Version 7.0

OxMetrics Enterprise Edition is a single product that includes and integrates all the important components for theoretical and empirical research in econometrics, time series analysis and forecasting, applied economics and financial time series: Ox Professional, PcGive, G@RCH and STAMP.

Ox Professional Version 7.0

An object-oriented matrix programming language. It is an important tool for statistical and econometric programming with a syntax similar to C++ and a comprehensive range of commands for matrix and statistical operations. Ox is at the core of OxMetrics. Most of the other modules of OxMetrics (such as PcGive, STAMP, G@RCH) are implemented with the Ox language. Ox Professional belongs to theOxMetrics Enterprise Edition.

PcGive Professional Version 14.0

An essential tool for modern econometric modelling. PcGive Professional is also part of OxMetrics Enterprise Edition. It provides the latest econometric techniques, from single equation methods to advanced cointegration, volatility models static and dynamic panel data models, discrete choice models and time-series models.

> Find out more about PcGive

PcGive Professional includes Autometrics

Autometrics is the automatic econometric model selection procedure that is available in PcGive. Autometrics is a revolutionary new approach to model building, based on recent advances in the understanding of model selection procedures. Experiments show that Autometrics outperforms even the most experienced econometrician. Starting from an initial model, Autometrics will find the best simplified model. Thus removing the drudgery of model selection, allowing you to concentrate on the variable choice and interpretation of the model(s).

G@RCH Version 7.0

G@RCH is an OxMetrics module dedicated to the estimation and forecast of univariate and multivariate ARCH-type models. It also allows the estimation of univariate and multivariate non-parametric estimators of the quadratic variation and the integrated volatility. G@RCH provides a menu-driven easy-to-use interface, as well as some graphical features. For repeating tasks, the models can be estimated via the Batch Editor of OxMetrics or using the Ox language together with the ‘Garch’, ‘MGarch’ and ‘Realized’ classes. Version 7.0 is a major update that features many improvements. G@RCH is also part of OxMetrics Enterprise Edition.

STAMP Version 8.3

Modelling and forecasting time series, based on structural time series models. These models use advanced techniques, such as Kalman filtering, but are set to be easy to use. The hard work is done by the program, leaving the user free to concentrate on formulating models, then using them to make forecasts. STAMP 8.3 includes both univariate and multivariate models and automatic outlier detection. STAMP is also part of OxMetrics Enterprise Edition.

SsfPack Version 3.0

SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form and requires Ox 4 or above to run. SsfPack is not a member of OxMetrics Enterprise Edition.

* OxMetrics 7 and SSfPack users please note: SSfPack 3.0 has been recompiled to be compatible with OxMetrics 7 and requires users to reinstall a new version of the software.

TSP/OxMetrics Version 5.1

Developed by TSP International, TSP/OxMetrics is an econometric software package, with convenient input of commands and data, all the standard estimation methods (including non-linear), forecasting, and a flexible language for programming your own estimators. TSP can be installed as a module of OxMetrics - TSP/OxMetrics. This eases the use of the command-line environment by providing context sensitive help, syntax highlighting, and a dialog-driven command builder.

Individual or any combination of OxMetrics modules are available for purchase.

The current OxMetrics software family supports the latests versions of Microsoft Windows, Mac OS and Linux. See below to see if your machine is compliant with the latest version:

  • Microsoft Windows:
    • Windows 8, 7, Vista, XP, 2000 (32-bit)
    • Windows 8, 7, Vista (64-bit)
  • Mac OS:
    • OS X 10.4 (Tiger)
    • OS X 10.5 (Leopard)
    • OS X 10.6 (Snow Leopard)
    • OS X 10.7 (Lion)
    • OS X 10.8 (Mountain Lion)
  • Linux:
    • 32-bit
    • 64-bit

To coincide with the new release of OxMetrics 7, we are pleased to announce a series of webcasts delivered by OxMetrics developers: Dr. Jurgen A. Doornik, Prof. Siem Jan Koopman, Prof. Sebastién Laurent and Prof. Sir David F. Hendry. These series of videos provide an introduction to the new software modules and highlight some of the key new features. To view these videos, visit our Timberlake YouTube Channel.


Clique para informações sobre preços

OxMetrics offers special prices to students. To be able to purchase OxMetrics modules at student prices, you need to present proof of student status. 

Student copies are full versions of the software. However, they may not include all the documentation. For example, PcGive is distributed with the Introduction to OxMetrics book and PcGive Volume I manual only. Ox Professional is distributed with Introduction to OxMetrics book and the Introduction to Ox manual only. STAMP is distributed with the full documentation, Introduction to OxMetrics book and STAMP book. G@RCH is distributed with the full documentation, Introduction to OxMetrics book and G@RCH book. When purchasing more than one module only 1 Introduction to OxMetrics book will be included.

Prices

Single Module of PcGive / Ox Professional / STAMP / G@RCH
£85.00 (excluding VAT where applicable).

TSP/OxMetrics
£95.00 (excluding VAT where applicable).

Any two modules from PcGive / Ox Professional / STAMP / G@RCH
£136.00 (excluding VAT where applicable).

Any three modules from PcGive / Ox Professional / STAMP / G@RCH
£204.00 (excluding VAT where applicable).

Any four modules from PcGive / Ox Professional / STAMP / G@RCH
£210.00 (excluding VAT where applicable).