Get started with OxMetrics

What is OxMetrics?

OxMetrics is a modular software system for data analysis and forecasting. The modules in OxMetrics are: Ox Professional, PcGive, STAMP and G@RCH.

Ox Professional 5.10: Object-oriented matrix programming language. Ox is multi-threaded and will hence optimize multi processor functionality for all OxMetrics users. Users of PcGive and G@rch will be able to output Ox code, and hence facilitate any associated programming they may need.

PcGive 12.10: Modern econometric modelling, easy to use and flexible. It includes Autometrics, for automated general to specific modelling. This also incorporates PcNaive for Monte Carlo simulations, which was previously a separate module.

STAMP 8.10: Structural time series modelling: includes time series techniques, using Kalman Filter, but easy to use and requires no prior knowledge of the Kalman Filter technology. This includes multivariate functionality.

G@RCH 5.1: Estimation and forecasting of a very wide range of univariate and multivariate ARCH- type models.


OxMetrics version 5.10 is provided on all public room computers at LSE and can be run on any machine at LSE that is connected to the network.

Starting OxMetrics

On a public area computer:
1. Click on Start | All Programs | Specialist training and teaching software  | EconometricsOxMetrics | OxMetrics51

On other computers:
1. Double-click on My Computer to display a list of your folders and servers.

2. Double-click on Public on '\Software\Applications' (W:)

3. Scroll down and double-click on Oxmetrics51, then double-click on bin.

4. Right-click oxmetrics.exe, choose Send to and then Desktop (create shortcut).

5. Once the OxMetrics icon is on your desktop, double-click it to start the application.

Using OxMetrics

Help on using OxMetrics is available on-line via the Help menu. Beginners should start with Help | PcGive Help and then Getting started from the list on the left.


One set of manuals for OxMetrics 5 is held in the Library. Manuals for earlier versions are also available.

Example files

Sample datasets are held in the subfolder data of Oxmetrics51.


Those using OxMetrics on a taught course should seek help from the class teacher. Other students should go to the IT Help Desk; staff and research students should consult their IT Support team in the first instance.


LSE has a Site License PLUS for OxMetrics Enterprise.

Students may obtain OxMetrics licences from the IT Help Desk|.