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 :
OxMetrics Enterprise Edition Version 8.0
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, [email protected] 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.
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, [email protected]) are implemented with the Ox language. Ox Professional belongs to theOxMetrics Enterprise Edition.
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).
[email protected] 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. [email protected] 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 8.0 is a major update that features many improvements. [email protected] is also part of OxMetrics Enterprise Edition.
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.
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