OxMetrics
This page is maintained by the software tutors. For errors and/or amendments please contact the current tutor supporting the program.
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. The core packages of the family are GiveWin™ , 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.
Other modules of the OxMetrics family are: PcGive Professional™, PcGets™, PcNaive™, STAMP™ and TSP/GiveWin™.
Software Modules
Modules available at the EUI are: GiveWin™ , PcGive Professional™ , PcNaive™ , STAMP™ , Ox Professional™ and OxEdit™ .
GiveWin™ is an interactive menu-driven graphics-oriented program, which acts as 'front-end' to a series of integrated software modules.
GiveWin provides a complete separation of the front-end (for data manipulation and visualization) and the econometric and statistical modules. Users with the necessary programming skills can write programs in suitable languages (including Ox) which can communicate with GiveWin.
You will use GiveWin to:
-
load, edit, and save data
-
transform data (e.g. take logs or differences) using the GiveWin calculator or algebra editor
-
create graphs, which can be edited and saved in various formats
-
provide the data for other modules to analyse
-
receive text output, results, and graphics from those modules
-
edit, and save text output, results and graphics as desired
PcGive Professional™ is an interactive menu-driven econometric modelling program.
The implemented approach is the well-known LSE-methodology. This program allows you to formulate and estimate regression models and to undertake post-regression diagnostic testing. It is designed for modelling univariate and multivariate time-series data. It can also perform dynamic panel data estimation.
PcNaive™ is an Ox Professional package for designing Monte Carlo experiments of dynamic econometric models. There is a set of interactive dialogs in which the data generation process (DGP) and model are formulated, and the statistics of interest are selected. PcNaive then generates and runs an Ox program.
STAMP™ is a package designed to model and forecast 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 use--at the most basic level all that is required is some appreciation of the concepts of trend, seasonal and irregular. The hard work is done by the program, leaving the user free to concentrate on formulating models, then using them to make forecasts.
Ox Professional™ is an object-oriented programming language specifically tailored for econometrics.
Check Jurgen Doornik's home page for a description, latest news, upgrades and links related to Ox Professional.
It is very convenient to use Ox in a specially designed editor, Oxedit , which is also very good as an all-purpose ASCII text editor.
Ox Edit is an easy to use, yet powerful, text editor. Its support for syntax highlighting and running external tools makes it especially useful for developing and running Ox programs. However, you'll be likely to find that you end up doing most of your other edit work in OxEdit too.
Installation Notes
In Reslabs
The Computing Service has installed OxMetrics under Windows on the Reslab PCs. The following versions of the modules are available:
-
GiveWin 2.02
-
PcGive 10.00
-
PcNaive 2.00
-
Stamp 6.20
-
X12ARIMA 1.00
-
Ox 3.00
-
Oxedit 1.61
On your own PC
You can also install the OxMetrics program suite on your own PC by borrowing a license from your Site Office.
Starting OxMetrics in ResLabs
Click Start - Programs - GiveWin2 to launch these applications.
Internet Information