La soluzione integrata per l’analisi econometrica.
OxMetrics is a family 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 Ox, CATS, PcGive, STAMP and G@RCH.
OxMetrics Enterprise is a single product that includes all the important components: OxMetrics desktop, Ox Professional, CATS, PcGive and STAMP and G@RCH.
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Cosa è la suite OxMetrics?
La suite OxMetrics è composta da alcuni moduli che possono essere acquistati anche separatamente.
Ox è un software di sviluppo object-oriented basato su un potente linguaggio matriciale arricchito da una completa libreria di funzioni statistiche. I punti di forza di Ox sono la sua velocità, il ben costruito editor e le sua funzionalità grafiche. Ox può leggere e scrivere dati in molti formati, inclusi fogli elettronici; inoltre può utilizzare direttamente programmi scritti in Gauss.
Cats è un completo software per la cointegrazione di analisi di serie temporali.
PcGive è un completo software per la modellazione econometrica. Fornisce agli utilizzatori le più recenti tecniche econometriche: dai metodi ad equazione singola fino all’analisi cointegrata avanzata, modelli volatili (tra cui GARCH, EGARCH), panel data statici e dinamici, serie temporali (come ARFIMA, X-12-ARIMA per aggiustamenti stagionali), ecc.
Stamp è un software per la modellazione e il forecast di serie temporali basato su modelli strutturati di serie temporali. Questi modelli utilizzano tecniche avanzate, come il Kalman filtering, ma sono strutturati per poter applicare con estrema semplicità i concetti base di trend, stagionalità e irregolarità.
G@rch è il software della famiglia OxMetrics dedicato alla stima e alla modellazione di modelli G@rch e di tutte le numerose estensioni. Per operazioni ripetitive i modelli posso essere stimati utilizzando il Batch Editor di GiveWin o il linguaggio di programmazione Ox (insieme al software sono forniti numerosi file di esempio).
G@rch è accompagnato da un manuale cartaceo che raccoglie i più importanti contributi in questo campo.
TSP/GiveWin è uno dei software econometrici della suite OxMetrics e offre i seguenti punti di forza:
è dotato di un ottimo sistema di inserimento dei comandi e dei dati; include tutti i metodi standard per la stima e il forecasting (incluso il metodo non lineare); include un flessibile linguaggio di programmazione per la creazione di parametri di stima personalizzati.
Caratteristiche generali di OxMetrics
OxMetrics is a family 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 Ox, CATS, PcGive, STAMP and G@RCH.
OxMetrics Enterprise is a single product that includes all the important components: OxMetrics desktop, Ox Professional, CATS, PcGive and STAMP and G@RCH.
Find out more about the new features available in OxMetrics 9
Le novità di OxMetrics 9
- Support for dark mode. This is detected automatically under macOS, but can be set in Model/Preferences/Options. Under Windows and Linux not all dialogs will be dark. Graphics windows are never dark.
- New default data format: *.oxdata (this is the .in7/.bn7 files together in a zip file).
- Improved csv reading and writing, and support for zipped csv files.
- Dropped support for obsolete spreadsheet files (.xlsx, .wks), and .dht data files.
- Improved support for high resolution screens (HiDPI) and improved dialogs.
- Native support for Apple silicon (M1).
- Dropped support for 32-bit versions.
- New full precision double point to string conversion avoids printing (e.g.) 0.46000000000000002.
- Graphs can be saved in the SVG vector format which can be incorporated in an html document. SVG files can also be inserted into recent versions of Microsoft Word and Excel.
- The Ox code to regenerate the graph can be created by right-clicking on a graph in the document listing and selecting Save Ox code. This can be useful if, after manual adjustments, the graph is to be used as a template for other graphs.
- DataFetch to download data from Fred, Quandle, and other data providers.
- The Ox code to regenerate the graph can be created by right-clicking on a graph in the document listing and selecting Save Ox code. This can be useful if, after manual adjustments, the graph is to be used as a template for other graphs.
- PcGive and others: made Test menu into popup menu with shortcuts
- PcGive,STAMP,G@RCH dialogs now centred on OxMetrics Model Class dialog
- New Algebra functions: seasonal(LAG), cseasonal(LAG), DI(YEAR, PERIOD), II(YEAR, PERIOD), SI(YEAR, PERIOD), TI(YEAR, PERIOD), lag0
- New Batch functions: drawtext, drawptext, drawtitle.
- Special variables (Seasonal, CSeasonal, II#1980(1), SI#1980(1), TI#1980(1), etc.) can be used on the right-hand side in Algebra expressions.
New Packages in Ox
- oxurl – download resources from the internet through simple interface to libcurl, see packages/oxurl/oxdoc/index.html
- oxdoc – generate documentation from source code markup (written in Ox), see packages/oxdoc/oxdoc/index.html. Documentation for oxdoc is created by running it on itself.
- gwg2ox – generates Ox code for a gwg file (used when calling Save Ox code from the graph window contact menu).
- Python – call Python from Ox code.
- Rox – call R from Ox code.
Ox 9.0
* Added .last to index last element:
x[.last][.last] = 1;
x[.last - 1][.last - 2] = 2;
x[.last + 1] //error: indexing beyond last element
- parallel if (test-expression) for, parallel if (test-expression) foreach allows the code to decide to run in parallel or not
- Multiplicative concatenation of arrays and strings
- Indexing array by string: searches for an odd index wich has that string value, then accesses the next element. This emulates dictionary style lookup. If an item is not present, .Null is returned (instead of a index out of range error).
- decl aa = {“one”, 10, “two”, 0, “four”, <1>, “five”, {1,2}};
- println(“aa[\”one\”]= “, aa[“one”] ?: “false”);
- println(“aa[\”two\”]= “, aa[“two”] ?: “false”);
- println(“aa[\”three\”]=”, aa[“three”] ?: “false”);
- println(“aa[\”four\”]= “, aa[“four”] ?: “false”);
- println(“aa[\”five\”]= “, aa[“five”] ?: “false”);
This example also uses: allow a ? a : c to be written as a ? : c. This makes for more readable code when a function has many options:
func(const options)
{
otherfunc(options["print"] ?: 0,
options["stop_on_errors"] ?: 0,
options["labels"] ?: {"a","b","c"});
}
decl aa = {"one": 10, "two": 0, "four": <1>, "five": {1,2}};
// is equivalent to
decl aa = {"one", 10, "two", 0, "four", <1>, "five", {1,2}};
// but the former may better reflect the intention
Note that the : can only be after odd elements, otherwise there is a compilation error
New packages G@RCH 9.0
- G@RCH 9.0 now includes univariate Multiplicative Error Models (MEM). MEM models are primarily aimed at modeling non-negative time series. The most popular MEM type model is the Autoregressive Conditional Duration (ACD) model of Engle and Russell (1998). G@RCH 9.0 provides no fewer than seven different specifications.
- Mulcom 3.0 is now fully integrated into OxMetrics 9.0. MulCom is designed for forecasting evaluation. It provides an analysis of whether some among a set of competing models are significantly better than the others, in terms of predictive accuracy. MulCom can also be applied in any setting where one what to compare the means of two or more populations.
- G@RCH 9.0 can be used with DataFetch to download data from the internet and then estimate a model on the downloaded data.
Requisiti di sistema di OxMetrics
The current OxMetrics software family supports the latests versions of Microsoft Windows, Mac OS and Linux. See below to see if your machine is compliant with the latest version:
- 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
