We use cookies on this site to help provide the best possible online experience. By using this site you agree to our use of cookies.

Click to view our cookie policy and customize your cookie preferences.

Icon
A notification message..

OxMetrics

Available to purchase until

OxMetrics is a family of software packages providing an integrated solution for the econometric analysis of time series, forecasting, financial econometric modelling and statistical analysis of cross-section and panel data.

Key Facts

Benefits

  • 3 year licence with fixed pricing 
  • Simple pricing model
  • Lowest price available
  • The Site License allows unlimited access to all modules comprising an OxMetrics Enterprise license (Ox Professional, PcGive, STAMP, G@RCH, XlModeler, CATS) for the entire University
  • Free software upgrades to the latest version of OxMetrics when available
  • Unlimited technical support by email and telephone.  
  • Access to OxMetrics training webinars

 

Important Dates

Agreement start: 1 February 2021

Agreement end: 31 January 2024

Subsequent invoice date: Three months in advance of the licence anniversary date.

 

Commitment Period

Institutions may participate at any time during the 3 year period. They will then be committed for three years.

 

Licence type

Site licence

 

Trial

Trials are available.  Please see 'Service and Support' tab for more information.

 

Eligible Institutions

This Agreement is available to Institutions of Higher and Further Education and Research Councils in the United Kingdom, to Universities and Colleges of Further Education in Ireland, and to Associated Sites.

Product Information

Supplier Details

Licensor: Timberlake Consultants Ltd, registered in England and Wales (company number 3225632), whose registered office is 6th Floor, Charles House, 108-110 Finchley Road, London, NW3 5JJ.

Product Description

A licence purchased through this Agreement provides the institution with the following package, details of which are below.

  • OxMetrics Enterprise Edition 8
  • CATS 3 (Cointegration of Time Series Analysis)
  • Ox Professional 8
  • PcGive Professional 15
  • G@RCH 8.0
  • STAMP 8.3
  • SsfPack 3

OxMetrics Enterprise Edition Version 8.0:  OxMetrics Enterprise Edition is a single product that includes and integrates components for theoretical and empirical research in econometrics, time series analysis and forecasting, applied economics and financial time series: Ox Professional, PcGive, G@RCH and STAMP.

CATS 3 (Cointegration of Time Series Analysis) by Jurgen A Doornik and Katerina Juselius: CATS uses OxMetrics for data input and graphical and text output and is part of the OxMetrics family. The third generation of CATS is a complete rewrite and is now written in Ox for use within OxMetrics, either using the graphical user interface or programmatically. Many algorithms have been improved or newly invented, in particular for I(2) models. The new CATs module with I(2) cointegration and many new I(1) cointegration features includes corrections and is considerably faster than hitherto.

Ox Professional Version 8.0: An object-oriented matrix programming language. It is an important tool for statistical and econometric programming with a syntax similar to C++ and a comprehensive range of commands for matrix and statistical operations. Ox is at the core of OxMetrics. Most of the other modules of OxMetrics (such as PcGive, STAMP, G@RCH) are implemented with the Ox language. Ox Professional belongs to the OxMetrics Enterprise Edition.

PcGive Professional Version 15.0: A tool for modern econometric modelling. PcGive Professional is also part of OxMetrics Enterprise Edition. It provides the latest econometric techniques, from single equation methods to advanced cointegration, volatility models static and dynamic panel data models, discrete choice models and time-series models.

PcGive Professional includes Autometrics: Autometrics is the automatic econometric model selection procedure that is available in PcGive. Autometrics is a new approach to model building, based on recent advances in the understanding of model selection procedures. Starting from an initial model, Autometrics will find the best simplified model.

G@RCH Version 8.0: G@RCH is an OxMetrics module dedicated to the estimation and forecast of univariate and multivariate ARCH-type models. It also allows the estimation of univariate and multivariate non-parametric estimators of the quadratic variation and the integrated volatility. G@RCH provides a menu-driven easy-to-use interface, as well as some graphical features. For repeating tasks, the models can be estimated via the Batch Editor of OxMetrics or using the Ox language together with the ‘Garch’, ‘MGarch’ and ‘Realized’ classes. Version 8.0 is a major update that features many improvements. G@RCH is also part of OxMetrics Enterprise Edition.

STAMP Version 8.3: Modelling and forecasting time series, based on structural time series models. These models use advanced techniques, such as Kalman filtering, but are set to be easy to use. STAMP 8.3 includes both univariate and multivariate models and automatic outlier detection. STAMP is also part of OxMetrics Enterprise Edition.

SsfPack Version 3.0: SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form and requires Ox 4 or above to run. SsfPack was hitherto not a member of OxMetrics Enterprise Edition. SSfPack 3.0 has been recompiled to be compatible with OxMetrics 8 and requires current users to reinstall a new version of the software.

Service and Support

Trial

14-day trial licenses are available.  Please contact info@timberlake.co.uk for further information.

Product Documentation / Training and Training Materials

Access to free webinars and details of upcoming OxMetrics training courses and conferences via Timberlake's website: https://www.timberlake.co.uk/

Check out the Chest Events page for details of forthcoming OxMetrics webinars.

Technical Support

Full technical support is available during normal UK working hours by email and phone: 

Supplier Web Address

www.timberlake.co.uk/

System releases, new versions and functionality

New releases, versions and functionality are included.

Terms and Conditions

The Chest Order, together with the Licence Terms and Conditions, and any exceptions listed below, create a legally binding contract between your institution, organisation or company and the Licensor. Therefore please read the terms and conditions carefully and only submit a Chest Order if its terms and conditions are acceptable to your institution, organisation or company and you have the authority to make the financial commitment shown.

Licence Type

This Site licence is subject to the terms and conditions for the Standard Chest Licence for Software.

Payment Terms

Jisc will invoice Licensed Institutions for the initial fee on receipt of a completed order. Sites will then be invoiced annually three months in advance of the anniversary of their licence start date until the end of their Commitment Period.

You are advised that because of the requirement for Jisc to collect monies due before the anniversary date two charges may initially fall into one academic accounting year.

Chest is an Enterprise of Jisc. All Purchase orders must be made out to Jisc, 4 Portwall Lane, Bristol, BS1 6NB to cover all charges plus VAT.

All terms contained in a PO are expressly rejected and do not form part of the Licence or vary the Licence terms in any way.

Payments are due within thirty days of invoice date; recipients of late payments are entitled to interest in accordance with UK statutory provisions.

Location and Use Permissions

User Permission
Students Yes
Academic Staff  Yes
Non-Academic Staff  Yes 
Staff home use rights Yes 
Student home use rights Yes 

The use of the Product for the administration and management of the Licensee’s educational and research operations is permitted under this Licence.

Personal Licences

Personal licences are not available under this Agreement.

 

Exceptions to the Terms and Conditions

The following clause has been added to this Agreement:

10. GDPR. Licensor and Licensee agree the following:

10.1     Each will comply with GDPR which means the General Data Protection Regulation (EU 2016/679) and any legislation or regulation which amends or replaces it.  Performance of this Licence Agreement requires each party to process contact details for the other party’s personnel.  Each party is the controller of the Personal Data (as defined by GDPR) relating to its own personnel and both are processors of Personal Data relating to the other party’s personnel.  Therefore, each party will:

10.2     only use such Personal Data for the purposes of this Licence Agreement;

10.3     take appropriate measures to ensure the security of the Personal Data that they process;

10.4     ensure that its personnel who process Personal Data are subject to a duty of confidence;

10.5     ensure that no third-party processes any Personal Data received from the other party except in accordance with GDPR requirements and with the consent of the other party;

10.6     cooperate with the other party with their rights and obligations as data controllers, including assistance with: obligations in connection with subject access requests and other data subject rights under GDPR; controller’s responsibilities concerning the security of processing, data breaches and data protection impact assessments; and reporting, inspection, and audit requirements;

10.7     notify the other party:

             (a) immediately if they believe any instructions or requirements of the other party would infringe GDPR;

             (b) immediately they believe a GDPR breach has occurred or is likely to occur under this Licence Agreement;

             (c)  within twenty-four (24) hours of receiving any subject access request from the other party’s personnel relating to Personal Data under this Licence Agreement;

10.8     only retain Personal Data after the end of this Licence Agreement if there is a statutory basis to do so or as specified in its own published privacy policy, provided such privacy policy complies with GDPR requirements.  Each party will also delete Personal Data upon request of the other party unless there is a statutory basis to retain it or some other lawful reason, independent of this Licence Agreement, allows the party to retain the Personal Data.

Products and Pricing

This content is restricted to logged in members.

Please register or login to view.

Join our mailing list for the latest news, event information and resources