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OxMetricstm is a family of 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 consists of a front-end program called OxMetrics, and
individual
application modules such as PcGive, STAMP, etc.
OxMetrics Enterprisetm is a single product that includes all the important components: OxMetrics desktop, G@RCH, Ox Professional, PcGive and STAMP. |
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| OxMetricstm is the `desktop' for the OxMetrics modules. OxMetrics displays reports and graphics, which can be manipulated on screen, offers a calculator and algebraic language for transforming data, and enables the user to open multiple databases. A batch language allows for the automation of many of these tasks. | ||||||||||||||||||
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Oxtm is an object-oriented statistical system.
At its core is a powerful matrix language, which is complemented by a
comprehensive statistical library. Among the special features of Ox are its
speed, well-designed syntax and editor, and graphical facilities. Ox can read
and write many data formats, including spreadsheets and OxMetrics
files;
Ox can run most econometric Gausstm programs. Ox comes in two versions: Ox Professional and Ox Console. Ox is available for Windows, Linux, Mac (OS X), and several Unix platforms. |
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| Ox Professionaltm provides the full functionality. It can be used with an editor such as OxEdit, but also provides full integration with OxMetrics. When running within OxMetrics, graphs and output appear there, and can be edited on screen. The included OxPack program allows many third-party packages to be run interactively, using data that is loaded into OxMetrics. is the command-line | ||||||||||||
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| Ox Consoletm is the command-line version. Ox programs are written in an editor (such as OxEdit) and run from a command-prompt (console/terminal/MS-DOS) window or from inside the editor. In comparison with Ox Professional, Ox Console lacks the interaction with OxMetrics (so cannot show graphs, and cannot run the GUI versions of Ox Packages). Ox Console can be used for free under certain conditions, see here. | ||||||||||||
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| Ox Packagestm extend the functionality of Ox in various ways. Once installed, they become an integrated part of Ox. Some packages just add a few useful functions, whereas others offer an extensive econometric or statistical technique which can also be used interactively using Ox Professional. See the download section for a current list of packages. | ||||||||||
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PcGive Professionaltm
aims to give an operational and structured approach to econometric modelling
using the most sophisticated yet user-friendly software. The accompanying
books transcend the old ideas of `textbooks' and `computer manuals' by
linking the learning of econometric methods and concepts to the outcomes
achieved when they are applied. The econometric techniques of PcGive include: VAR, cointegration, simultaneous equations models, Markov Switching, ARFIMA, logit, probit, GARCH modelling, static and dynamic panel data models, X12ARIMA, and more. PcGive uses Autometricstm for automatic model selection. |
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| OxEdittm is an easy to use, yet powerful text editor. Its support for syntax highlighting, column editing, and running external tools make it especially useful for developing and running Ox programs. OxEdit is installed with Ox Console, but can be downloaded separately for Windows. | ||||||||||||||||
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Design and content ©Jurgen A Doornik. This file last changed 03/05/2020 14:31:5103/05/2020 14:29:0103/05/2020 13:45:58.