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柏際股份有限公司 BockyTech, Inc. 5F-5, 70, Yanping S. Rd., Taipei 100, Taiwan, .O.C. 100台北市中正區延平南路 70號5F之5 Http://www.bockytech.com.tw Tel:886-2-23618050 Fax:886-2-23619803 OxMetrics Software Modules

OxMetrics modules are:

• Ox Professional™ - is 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 (e.g. PcGive, PcGets and PcNaive) are written in the Ox language. Related Web • GiveWin™ - Like Ox, GiveWin is at the core of OxMetrics. GiveWin is the front-end for all the members of the OxMetrics™ family. GiveWin displays reports and graphics, which can be manipulated on screen, offers a calculator and algebraic language for transforming data, and enables the user to open multiple databases. A batch language allows for the automation of many of these tasks. GiveWin is interactive and graphics-oriented providing nearly 50 types of graphs, ranging from time-series plots to cross-plots, ACF, density, 3-D plots, automatic graphing of logs and growth rates, seasonal subplots, error fans and many others. Related Web • PcGive Professional™ - PcGive Professional aims to give an operational and structured approach to econometric modelling using the most sophisticated yet user-friendly software. The accompanying books transcend the old ideas of `textbooks' and `computer manuals' by linking the learning of econometric methods and concepts to the outcomes achieved when they are applied. Related Web • STAMP ™ - STAMP is a package designed to model and forecast , based on structural time series models. These models use advanced techniques, such as Kalman filtering, but are set up so as to be easy to use . The hard work is done by the program, leaving the user free to concentrate on formulating models, then using them to make forecasts. Structural time series modelling can be applied to a variety of forecasting areas, such as financial, stock market volatility, macro-economic, and many more. Related Web • PcGets™ - is a powerful and inovative computer-automated approach to econometric modelling, 'outperforming' even experienced econometricians Related Web • G@RCH™ - G@RCH 3 is an OxMetrics module dedicated to the estimation and the forecasting of GARCH (in-Mean) models and many of its extensions. It can be used via OxPack (with a dialog-oriented interface) or via the traditional way (OxEdit or console) . The available models are ARCH, GARCH, EGARCH, GJR, APARCH, IGARCH, 柏際股份有限公司 BockyTech, Inc. 5F-5, 70, Yanping S. Rd., Taipei 100, Taiwan, R.O.C. 100台北市中正區延平南路70號5F之5 Http://www.bockytech.com.tw Tel:886-2-23618050 Fax:886-2-23619803 FIGARCH, FIEGARCH, FIAPARCH and HYGARCH. Related Web • PcNaive™ - PcNaive is an interactive menu-driven program for Monte Carlo study of econometric methods. PcNaive is designed for simulating on artificial data the range of estimators, tests, and modelling methods provided in PcGive. Related Web • TSP/GiveWin - TSP/GiveWin allows those working in a Windows environment to install TSP as a module of GiveWin. This eases the use of the command-line environment by providing context sensitive help, syntax highlighting, and a dialog-driven command builder. • Ox Packages - A growing number of Ox Packages are available to Ox users. Some of the packages use OxPack to provide a user-friendly interface (similar to PcGive) to some Ox Packages in conjunction with Ox Professional. For examples see the Arfima, DPD and OxPack and Modelbase documentation. OxPack is installed with Ox Professional.

OxMetrics Books

OxMetrics books are more than software manuals. The OxMetrics documentation distributed with the software consists of books on econometrics using the software to help with the interpretation of results.