Software products

OxMetrics

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.


Homepage www.oxmetrics.net
Some examples OxMetrics 4 (PcGive/STAMP) demo version
Newsletters March 2010, August 2009, August 2008, August 2007, others stored at Timberlake

OxMetrics Desktop

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.

Latest version 7.00  Changes  New features
Homepage www.oxmetrics.net
Some examples Getting started with OxMetrics and PcGive
Online documentationClick here
Books See Timberlake Press
Availability Included with relevant modules
Download Upgrades can be found at www.doornik.com
Platforms 32-bit: Windows 8, 7, Vista, XP; Linux (i386); OS X
  64-bit: Windows 8, 7, Vista, XP; Linux (x86_64); OS X (most is 32-bit)

Ox

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.

Latest version 7.0  changes  issues
Homepage www.doornik.com
Online documentationClick here
Books the reference manual and the Introduction to Ox by Doornik and Ooms
Discussion listox-users
Some outside links Benchmarks at www.sciviews.org and www.scientificweb.com
A Japanese introduction to Ox (pdf)

Ox Professional

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

Latest version 7.0  changes  issues
Some examples PcGive is written in Ox, also see the ARFIMA package for some OxPack examples
Availability Timberlake Consultants
Download Upgrades can be found at www.doornik.com
Platforms 32-bit: Windows 8, 7, Vista, XP; Linux (i386); OS X
  64-bit: Windows 8, 7, Vista, XP; Linux (x86_64); OS X

Ox Console

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.

Latest version 7.00  changes  issues
Availability Free for academic use (details)
Download Download the latest version at www.doornik.com
Licence licence
Platforms 32-bit: Windows 8, 7, Vista, XP; Linux (i386); OS X
  64-bit: Linux (x86_64)

Ox Packages

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.

Latest version Each package has its own version
Online documentationEach package has its own documentation
Availability Many are free or free for academic use
Download Download packages at www.doornik.com
Platforms see OxMetrics Desktop

PcGive Professional

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.

Latest version 14.00  changes  issues
Homepage www.doornik.com/pcgive
Some examples Getting started with PcGive
Online documentationClick here
Books Five volumes, See Timberlake Press
Availability Timberlake Consultants
Download Upgrades can be found at www.doornik.com
Platforms see OxMetrics Desktop

OxEdit

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.

Latest version 7.00   Changes  New features
Homepage www.doornik.com
Online documentationOxEdit
Availability Free download
Licence licence
Download Download the latest version at www.doornik.com
Platforms 32-bit: Windows 8, 7, Vista, XP; Linux (i386); OS X
  64-bit: Windows 7, Vista, XP; Linux (x86_64)


Software reviews

 


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