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OxMetrics
OxMetrics is an econometric software including the Ox programming language for econometrics and statistics, developed by Jurgen Doornik and David Hendry. OxMetrics originates from PcGive, one of the first econometric software for personal computers, initiated by David Hendry in the 1980s at the London School of Economics. OxMetrics builds on the Ox programming language of Jurgen Doornik developed at University of Oxford. describes the history of econometric software packages. OxMetrics is a family of software packages for the econometric and financial analysis of time series, forecasting, econometric model selection and for the statistical analysis of cross-sectional data and panel data. The main modules apart from ''PcGive'' for dynamic econometric models (ARDL, VAR, GARCH, Switching, Autometrics), panel data models (DPD), limited dependent models, are ''STAMP'' for structural time series modelling, "SsfPack" for State space methods and "G@RCH" for financial vola ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
OxMetrics Technologies
OxMetrics is an econometric software including the Ox programming language for econometrics and statistics, developed by Jurgen Doornik and David Hendry. OxMetrics originates from PcGive, one of the first econometric software for personal computers, initiated by David Hendry in the 1980s at the London School of Economics. OxMetrics builds on the Ox programming language of Jurgen Doornik developed at University of Oxford. describes the history of econometric software packages. OxMetrics is a family of software packages for the econometric and financial analysis of time series, forecasting, econometric model selection and for the statistical analysis of cross-sectional data and panel data. The main modules apart from ''PcGive'' for dynamic econometric models (ARDL, VAR, GARCH, Switching, Autometrics), panel data models (DPD), limited dependent models, are ''STAMP'' for structural time series modelling, "SsfPack" for State space methods and "G@RCH" for financial volati ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Econometrics Software
The following tables compare general and technical information for a number of statistical analysis packages. General information Operating system support ANOVA Support for various ANOVA methods Regression Support for various regression methods. Time series analysis Support for various time series analysis methods. Charts and diagrams Support for various statistical charts and diagrams. Other abilities See also * Comparison of computer algebra systems * Comparison of deep learning software * Comparison of numerical-analysis software * Comparison of survey software * Comparison of Gaussian process software * List of scientific journals in statistics * List of statistical packages Footnotes References Further reading * * * * * {{Statistical software Statistical packages Statistical software are specialized computer programs for analysis in statistics and econometrics. Open-source * ADaMSoft – a generalized statistical software with data mining a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Comparison Of Statistical Packages
The following tables compare general and technical information for a number of statistical analysis packages. General information Operating system support ANOVA Support for various ANOVA methods Regression Support for various Regression analysis, regression methods. Time series analysis Support for various time series analysis methods. Charts and diagrams Support for various statistical charts and diagrams. Other abilities See also * Comparison of computer algebra systems * Comparison of deep learning software * Comparison of numerical-analysis software * Comparison of survey software * Comparison of Gaussian process software * List of scientific journals in statistics * List of statistical packages Footnotes References Further reading * * * * * {{Statistical software Comparisons of mathematical software, Statistical packages Statistical software, Statistics-related lists Mathematical and quantitative methods (economics) ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Econometric Software
The following tables compare general and technical information for a number of statistical analysis packages. General information Operating system support ANOVA Support for various ANOVA methods Regression Support for various regression methods. Time series analysis Support for various time series analysis methods. Charts and diagrams Support for various statistical charts and diagrams. Other abilities See also * Comparison of computer algebra systems * Comparison of deep learning software * Comparison of numerical-analysis software * Comparison of survey software * Comparison of Gaussian process software * List of scientific journals in statistics * List of statistical packages Statistical software are specialized computer programs for analysis in statistics and econometrics. Open-source * ADaMSoft – a generalized statistical software with data mining algorithms and methods for data management * ADMB – a softwar ... Footnotes References Further r ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Econometric Software
The following tables compare general and technical information for a number of statistical analysis packages. General information Operating system support ANOVA Support for various ANOVA methods Regression Support for various regression methods. Time series analysis Support for various time series analysis methods. Charts and diagrams Support for various statistical charts and diagrams. Other abilities See also * Comparison of computer algebra systems * Comparison of deep learning software * Comparison of numerical-analysis software * Comparison of survey software * Comparison of Gaussian process software * List of scientific journals in statistics * List of statistical packages Statistical software are specialized computer programs for analysis in statistics and econometrics. Open-source * ADaMSoft – a generalized statistical software with data mining algorithms and methods for data management * ADMB – a softwar ... Footnotes References Further r ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ox Programming Language
Ox is an object-oriented matrix programming language with a mathematical and statistical function library, developed by Jurgen Doornik. It has been designed for econometric programming. It is available for Windows, Mac OS X and Linux platforms. The downloadable console version of Ox is free for academic use. A commercial version is available for non-academic use. According to its documentation, it should be cited whenever results are published. The programming environment for econometric modelling OxMetrics is based on Ox. See also * R (programming language) R is a programming language for statistical computing and graphics supported by the R Core Team and the R Foundation for Statistical Computing. Created by statisticians Ross Ihaka and Robert Gentleman, R is used among data miners, bioinform ... References External linksOfficial site [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
David Hendry
Sir David Forbes Hendry, FBA CStat (born 6 March 1944) is a British econometrician, currently a professor of economics and from 2001 to 2007 was head of the Economics Department at the University of Oxford. He is also a professorial fellow at Nuffield College, Oxford. He obtained an M.A. in economics with first class honours from the University of Aberdeen in 1966. He then went to the London School of Economics and completed an MSc (with distinction) in Econometrics and Mathematical Economics in 1967. He received his PhD from the London School of Economics under the supervision of John Denis Sargan in 1970, and until joining the University of Oxford as professor of economics in 1982, was a lecturer, then reader and finally professor of economics at the LSE. Hendry also served as a research professor at Duke University from 1987 until 1991. His work is predominantly on time series econometrics and the econometrics of the demand for money. In recent years he has worked o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Forecasting
Forecasting is the process of making predictions based on past and present data. Later these can be compared (resolved) against what happens. For example, a company might estimate their revenue in the next year, then compare it against the actual results. Prediction is a similar but more general term. Forecasting might refer to specific formal statistical methods employing time series, cross-sectional or longitudinal data, or alternatively to less formal judgmental methods or the process of prediction and resolution itself. Usage can vary between areas of application: for example, in hydrology the terms "forecast" and "forecasting" are sometimes reserved for estimates of values at certain specific future times, while the term "prediction" is used for more general estimates, such as the number of times floods will occur over a long period. Risk and uncertainty are central to forecasting and prediction; it is generally considered a good practice to indicate the degree of uncertainty ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Time Series Analysis
In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Examples of time series are heights of ocean tides, counts of sunspots, and the daily closing value of the Dow Jones Industrial Average. A time series is very frequently plotted via a run chart (which is a temporal line chart). Time series are used in statistics, signal processing, pattern recognition, econometrics, mathematical finance, weather forecasting, earthquake prediction, electroencephalography, control engineering, astronomy, communications engineering, and largely in any domain of applied science and engineering which involves temporal measurements. Time series ''analysis'' comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series ''forecasting'' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Volatility (finance)
In finance, volatility (usually denoted by ''σ'') is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices. Implied volatility looks forward in time, being derived from the market price of a market-traded derivative (in particular, an option). Volatility terminology Volatility as described here refers to the actual volatility, more specifically: * actual current volatility of a financial instrument for a specified period (for example 30 days or 90 days), based on historical prices over the specified period with the last observation the most recent price. * actual historical volatility which refers to the volatility of a financial instrument over a specified period but with the last observation on a date in the past **near synonymous is realized volatility, the square root of the realized variance, in turn calculated using the sum of squ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
State Space
A state space is the set of all possible configurations of a system. It is a useful abstraction for reasoning about the behavior of a given system and is widely used in the fields of artificial intelligence and game theory. For instance, the toy problem Vacuum World has a discrete finite state space in which there are a limited set of configurations that the vacuum and dirt can be in. A "counter" system, where states are the natural numbers starting at 1 and are incremented over time has an infinite discrete state space. The angular position of an undamped pendulum is a continuous (and therefore infinite) state space. Definition In the theory of dynamical systems, the state space of a discrete system defined by a function ''ƒ'' can be modeled as a directed graph where each possible state of the dynamical system is represented by a vertex with a directed edge from ''a'' to ''b'' if and only if ''ƒ''(''a'') = ''b''. This is known as a state diagram. For a cont ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Panel Data
In statistics and econometrics, panel data and longitudinal data are both multi-dimensional data set, data involving measurements over time. Panel data is a subset of longitudinal data where observations are for the same subjects each time. Time series and cross-sectional data can be thought of as special cases of panel data that are in one dimension only (one panel member or individual for the former, one time point for the latter). A study that uses panel data is called a longitudinal study or panel study. Example In the multiple response permutation procedure (MRPP) example above, two datasets with a panel structure are shown and the objective is to test whether there's a significant difference between people in the sample data. Individual characteristics (income, age, sex) are collected for different persons and different years. In the first dataset, two persons (1, 2) are observed every year for three years (2016, 2017, 2018). In the second dataset, three persons (1, 2, 3) ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
