OxMetrics 6: Integrated econometric and statistical software

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

Developer: Latest release: Operating systems: Type:

OxMetric Technologies OxMetrics 6.3 (March, 2012) Windows, Mac OSX, Linux Programming language, Econometrics software

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Contents:

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Overview

At the heart of the OxMetrics suite of software is Ox Professional 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.

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New features in OxMetrics 6.3

We are pleased to announce that the OxMetrics 6.3 Update is now available. All current maintenance subscribers will already have received the Update installation media. The Windows OxMetrics 6.3 Update can be downloaded here and requires a valid installation and license code of OxMetrics 6.0, 6.1 or 6.2.

The following improvements and fixes have been in OxMetrics 6.2 & 6.3:

• Improved: xlsx: allow reading of strings created through a formula
• Improved: xlsm can be read as xlsx
• Improved: default browser detection under Windows; Chrome/Safari jumping to help item.
• Fixed: Save graph as PDF: hats on symbols showed next to the symbol; large ellipses were squeezed in the middle
• Fixed: xlsx: column labelling error when > 26 columns. Reading file written by OxMetrics worked, but there were gaps. Reading file written in Excel resulted in skipped columns
• Fixed: Chrome/Safari/Opera frame loading fixed (was entering infinite reload loop)

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Available modules

The following modules are available in OxMetrics:

OxMetrics Enterprise Edition Version 6.3

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.

PcGive Professional Version 13.2

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.

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).

Ox Professional Version 6.2

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 the 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.

G@RCH Version 6.2

Dedicated to the estimation and forecasting of univariate ARCH-type models. G@RCH provides a user-friendly interface (with rolling menus) as well as some graphical features (through the OxMetrics graphical interface). For repeated tasks, the models can be estimated via the OxMetrics Batch Editor or the Ox programming language. G@RCH 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.

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.

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Screenshots

To view larger versions of the screenshots, click on the images below to view in a new tab.

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Supported Platforms

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

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

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Prices

	Commercial (GBP)	Click here to view
	Commercial (EUR)	Click here to view
	Commercial (USD)	Click here to view
	Academic (GBP)	Click here to view
	Academic (EUR)	Click here to view
	Academic (USD)	Click here to view
	SsfPack (GBP)	Click here to view
	SsfPack (EUR)	Click here to view
	SsfPack (USD)	Click here to view

To order OxMetrics software, please contact our sales team either by email: info@timberlake.co.uk, phone: +44 (0)20 8697 3377 or fill out an online order form.

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Additional information

For more information on OxMetrics software visit: www.oxmetrics.net

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