OxMetrics 提供一個綜合的解決辦法工具,可以用在時間序列,預報,金融計量經濟學的類比試驗的經濟計量分析,或者典型人物的統計分析和小組數據。提供了用戶界面,數據處理,和圖形,是能幫助解決的交互式,易於使用和強有力的工具。
OxMetrics Enterprise 包含以下獨立模組軟體: Ox Professional, PcGive, and STAMP.可另添購SsfPack和TSP軟體。
配合PcGive用來設計動態計量經濟學模型的Monte Carlo試驗的套裝軟體。有一系列互動式對話方塊,在這裏資料生成過程(DGP)和模型都是公式化的,並讓統計上感興趣的部分被選中。PcNaive然後生成和運行一個Ox程式,輸出將會在OxMetrics中顯示,可能包括 :
●DGP的理論分析
●作為試驗運行的生動的圖形化輸出
●最終結果的數值輸出
更新介紹
The new release of OxMetrics 9 contains upgraded versions of STAMP, PcGive and G@RCH.
The latest version includes CATS 3 (Cointegration of Time Series Analysis by Jurgen A Doornik and Katerina Juselius) and several improvements to the following modules:
- Ox Console 9
- OxMetrics Enterprise Edition 9
- CATS 3 (Cointegration of Time Series Analysis)
- Ox Professional 9
- PcGive Professional 15
- G@RCH 9.0
- STAMP 8.3
- SsfPack 3
OxMetrics Enterprise Edition Version 9.0
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.
CATS 3 (Cointegration of Time Series Analysis) by Jurgen A Doornik and Katerina Juselius
CATS uses OxMetrics for data input and graphical and text output, and is part of the OxMetrics family.
The third generation of CATS is a complete rewrite in more than one way. It is now written in Ox for use within OxMetrics, either using the graphical user interface or programmatically. Furthermore, many algorithms have been improved or newly invented, in particular for I(2) models. The new CATs module with I(2) cointegration and many new I(1) cointegration features includes corrections and is considerably faster.
Ox Professional Version 9.0
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 theOxMetrics Enterprise Edition.
PcGive Professional Version 15.0
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.
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).
G@RCH Version 9.0
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 9.0 is a major update that features many improvements. G@RCH is also part of OxMetrics Enterprise Edition.
STAMP Version 9
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 9 includes both univariate and multivariate models and automatic outlier detection. STAMP 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.
* OxMetrics 8 and SSfPack users please note: SSfPack 3.0 has been recompiled to be compatible with OxMetrics 8 and requires users to reinstall a new version of the software.
- 32-bit: Windows 10, 8, 7, Vista, XP; Linux (i386); OS X
- 64-bit: Windows 10, 8, 7, Vista, XP; Linux (x86_64); OS X