OxMetrics 7: 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.

OxMetrics 7, published and distributed by Timberlake, starts shipping May 2013. This marks the first major upgrade of the software family since OxMetrics 6 was released in August 2009.

Developer: Latest release: Operating systems: Type:

OxMetric Technologies OxMetrics 7.0 (May 2013) Windows, Mac OS, Linux Econometrics software, Programming Language

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Contents:

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Overview

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.

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OxMetrics 7 Modules

We are pleased to announce that OxMetrics 7 is now available.

OxMetrics 7 is the first major upgrade since 2009. The new release contains upgraded versions of Ox Professional, PcGive (including PcNaive) and G@RCH. Additionally, STAMP will also be upgraded during 2013. See the following for all the new OxMetrics features:

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 the OxMetrics Enterprise Edition.

New features details coming soon

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.

New features details coming soon

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).

PcNaive Version 6.0

New features details coming soon

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.

New features details coming soon

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.

STAMP 9 will be released for OxMetrics 7 in 2013.

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.

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Supported Platforms

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 X:
  • 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

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Prices

Prices for OxMetrics 7 will be the same as OxMetrics 6. However, all documentation will now be made available as PDF.

	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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