What is OxMetrics™
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. 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.
The following modules are available in OxMetrics™:
OxMetrics Enterprise Edition™
Current Version 6.1:
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™
Current Version 13.1:
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™
Current Version 6.1:
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™
Current 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 up so as to be easy to. 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™
Current Version 6.1:
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™
Current Version 3:
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™
TSP (Version 5.1), by TSP International 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.
Also see: www.oxmetrics.net