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.
On a public area computer:
1. Click on Start | All Programs | Specialist training and teaching software | Econometrics | OxMetrics | 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 'Lse.ac.uk\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.
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.
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.