Short-term forecasting of the coronavirus pandemic (with Jennie Castle and David Hendry) is now in press at the International Journal of Forecasting.
(10 October, 2020)- OxMetrics is a family of 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.
- The answer depends on at what level you want to do econometrics, and what your specialization is. I divide programs into three categories: One-Click, Semi-Coding, and Pure Coding. "One-Click" Programs ((almost) no coding required, results obtaine.
Modelling non-stationary 'Big Data' (with Jennie Castle and David Hendry) is now in press at the International Journal of Forecasting.
(8 October, 2020)Mar 19, 2020 The most popular versions of the TSP 9.1 and 7.2. Commonly, this program's installer has the following filenames: MainUI.exe, SKD.exe, TasksScheduleProjects.exe, tlg.exe and TSP Console.exe etc. TSP lies within Security Tools, more precisely Antivirus. This PC software is compatible with Windows XP/Vista/7/8/10 environment, 32-bit version.
A hard disk is recommended. Middeldorp / Review of Micro TSP 11. Some conclusions MicroTSP is a user friendly econometric software package, with a fairly wide range of econometric capabilities. It runs with a relative small hardware configuration. PC TSP has all econometric techniques of the well known mainframe version. . TSP/GiveWin™ by TSP International (founded in 1982 by Bronwyn H. Hall) is an econometric software package, with convenient input of commands and data, all the standard estimation methods (including non-linear), forecasting, and a flexible language for programming your own estimators. The philosophy behind TSP is that of a command.
Short-term COVID-19 forecasts (confirmed cases and deaths), England (confirmed cases), and Latin American countries (confirmed cases and deaths) are still regularly updated.
(1 October, 2020) Can we get accurate short-term forecasts of coronavirus cases and deaths? Appeared at Economics Observatory.
(6 July, 2020) Added forecasts of cumulative confirmed cases for lower tier local authorities of England. The data is available from 2020-07-02 including all tests (pillar one and two).
(3 July, 2020) Thursday 2 July we'll be in São Paolo for a webinar at the FGV EESP - São Paolo School of Economics. This starts at 16:00 UK time (UTC+01:00) and will be streamed here.
(1 July, 2020) Why short-term forecasts can be better than models for predicting how pandemics evolve Just appeared at The Conversation.
(30 June, 2020)Research presentation on short-term COVID-19 forecasting on 26 June at the Quarterly Forecasting Forum of the IIF UK Chapter.
(25 June, 2020)Short-term COVID-19 forecasts are regularly updated.
(25 June, 2020)Free Econometrics Software
We now have more than three months of regular short-term COVID-19 forecasts.
(22 June, 2020) We now have more than two months of regular short-term COVID-19 forecasts.
(21 May, 2020) See our blog entry at the International Institute of Forecasters.
(30 Apr, 2020) Our short-term COVID-19 forecasting paper is now available as Nuffield Economics Discussion Paper 2020-W06.
(27 Apr, 2020) A summary of our work on short-term COVID-19 forecasting appeared as a voxeu.
(24 Apr, 2020) Lead letter to the editor in the Saturday Financial Times: Even murky glasses are better than a blindfold (paywall). Also see INET Oxford.
(11 Apr, 2020) We are now publishing short-term COVID-19 forecasts for many countries. This will be updated regularly.
(20 Mar, 2020) My 2009 work on flu trends is still of some relevance, see the references in Flu Forecasts. Although at the time some publications were not willing to publish work critical of Google, it turned out to be a prescient criticism of some modelling approaches. It also showed the value of more careful econometric modelling.
(Mar, 2020) The OS X and Windows OxMetrics 8.1 Upgrade can be downloaded. These updates require a valid installation of OxMetrics 8.0x. The small number of changes are listed here: Ox, OxMetrics, PcGive.
(Oct, 2019)Programme (pdf) for the 22th Dynamic Econometrics Conference (OxMetrics Users Conference).
(6 Sept, 2019) Malick Fall and Prolept have released a first version of an Ox extension for Visual Studio Code, a popular and free editor for developers. Installation and instructions can be found here.
(May, 2019) We have released the first version of XlModeler. This an Excel addin for financial and time-series econometrics. For more information go to xlmodeler.com.
(March, 2019)Ox 8 Console is now available.
(Dec, 2018)OxMetrics 7.21 upgrade can be downloaded for
macOS.
The upgrade for macOS fixes two problems specific to macOS High Sierra (10.13) and Mojave (10.14):
- cannot start modelling client (OxModel.app), OxPack.app or OxRun.app from inside OxMetrics;
- graphics fonts are wrong.
Because
OxMetrics 7 on macOS has a 32-bit user interface, Mojave is the final version on which it can run. The first time you run a 32-bit app, a warning pops up, which can be safely dismissed.
OxMetrics 8 is 64-bit, so unaffected.
(Sep 26, 2018)
We are pleased to announce that OxMetrics 8 started shipping over the summer. This is an important update with a range of new features. Read what is new. Also see the 2018 newsletter.
(Sep 3, 2018) The latest macOS update is causing some problems with
OxMetrics 7. After installing High Sierra 10.13.5, you'll get a message when running OxMetrics:
Just click on OK.
Unfortunately, some internal macOS change also prevents starting OxModel/OxPack/OxRun from inside OxMetrics 7. The work around is simple (thanks to Mehmet Balcilar): you can use PcGive/G@RCH/STAMP in the model formulation dialog by starting Applications/OxMetrics7/bin/OxModel.app separately from Finder. Similarly for OxRun and OxPack, which can be found in the Applications/OxMetrics7/ox/bin folder.
The changes in macOS impact 32-bit applications. OxMetrics 8 is 64-bit, so unaffected.
(Jun 20, 2018)
There is a very minor upgrade for OS X to fix the problem of running Ox programs with spaces in their path. This version is labelled 720a in the downloads, see Ox Console or OxMetrics update.
(Jul 5, 2017) The OS X, Linux and Windows versions of Ox Console 7.2 can be downloaded.
(Jul 5, 2017) The OS X and Windows OxMetrics 7.2 Update can be downloaded. These updates require a valid licence code and a valid installation of 7.x. The changes are listed here: Ox, OxMetrics, PcGive.
(Jul 5, 2017) My first I(2) paper is published in Econometrics. Katarina Juselius and I are now finalizing the release version of CATS 3 for OxMetrics.
(May 17, 2017) The next OxMetrics Users' Conference will be hosted by the ESSEC Business School in Paris on 11-12 September. The call for papers will appear soon.
(Jan 16, 2017) The OS X, Linux and Windows versions of Ox Console 7.1 can be downloaded.
(Jul 29, 2015) The OS X and Windows OxMetrics 7.1 Update can be downloaded. These updates require a valid licence code and a valid installation of 7.x. The changes are listed here: Ox, OxMetrics, PcGive.
(Jul 23, 2015)
(OS X only) We've had some reports of OxMetrics crashing at start-up after upgrading OS X to 10.10.4. In all cases sofar, this was resolved by re-installing OxMetrics.
(Jul 07, 2015) The Empirical Model Discovery and Theory Evaluation web page has been updated with the Supplement, code and data.
(Aug 13, 2014)
Empirical Model Discovery and Theory Evaluation, the new book by David Hendry and Jurgen Doornik is available now.
(Jul 22, 2014)When using OS X 10.9 (Mavericks), the model formulation dialog of PcGive/STAMP/G@RCH sometimes takes a long time to appear. We have now discovered that this is caused by a technology that is called App Nap. More information is here.
(Jul 4, 2014) New version 0.86 of STR2 with small fix: numerical 2nd derivatives for standard errors was accidentally switched off.
(Jun 18, 2014)Free Econometrics Software Download
Bernhard Brümmer and Jonathan Holtkamp have released SFAMB for Stochastic Frontier Analysis using ModelBase. SFAMB is a tool for stochastic frontier (SF) estimation techniques including the basic estimator (with extensions) as well as panel fixed effects SF estimators. The zip-file includes an user manual.
(May 23, 2014) Under certain circumstances OxEdit or OxMetrics can crash at start-up under OS X Mavericks 10.9. In our experience this has only happened when a system update led to an automatic reboot while OxEdit or OxMetrics was running.
The first message may be (assuming user jurgen and program OxMetrics) `deleted stale lock .../Users/jurgen/.OxMetrics7_server-jurgen'. This happens when a previous session of OxMetrics did not terminate properly (force close for reboot, crash), and is nothing to worry about. The second message `Failed to open client' is serious: it means that a client-server connection could not be established.
The following solved the problem:
- in your home folder, delete any .OxMetrics7_server* files (these will be hidden, but you can use 'ls -l -a' in a terminal window to see them). This file should not be present unless OxMetrics 7 is running.
Now start OxMetrics.
Removing the preferences was not necessary. OxMetrics preferences can be removed as follows: In the Finder menu, use Go/Go to folder, and enter ~/Library (to see this hidden folder), then go to the Preferences sub folder, and delete
- OxMetrics7_OxMetrics Preferences
- com.oxmetrics.OxMetrics.plist
(Mar 14, 2014; updated Apr 30) We noted problems with OxEdit and OxMetrics using recent linux distributions. One problem (causing a segmentation fault in longjmp_chk upon opening the program), had to do with incompatibility between versions of libpng (a system using libpng16 would lead to the crash). There was also some problem with libc version incompatibility.
A new version of Ox Console for linux is nor available to download. Please contact Timberlake to obtain access to an updated version of Ox Professional or OxMetrics.
(Mar 14, 2014)
Excel2Ox is a new package that provides dynamic link libraries (xll) that allow Ox code to be called from a cell in an Excel work sheet. This package is for Ox 7 and Windows only. You can browse the documentation here. Excel2Ox can be found on the download page .
(Jan 3, 2014)The linux version of Ox 7.00 Console had a problem. This has been solved, and it can be downloaded again. Although the other versions are unaffected, I have increased all to 7.01, to have the same version on each platform.
(Aug 14, 2013) The Linux, OS X and Windows versions of
Ox 7 Console are now available to download.
Note that oxo files and dynamic link libraries must be recompiled for Ox 7, because of several internal changes. Most, but not all, Ox packages have been updated for Ox 7.
(Aug 12, 2013)
It is a pleasure to announce that Professor Russell Davidson, McGill University, will be the invited speaker for the Ana Timberlake Memorial Lecture at the 13th OxMetrics conference.
Further invited speakers are: Asger Lunde, Gunnar Bårdsen, Katarina Juselius, and Morten Nielsen.
(Jun 20, 2013)OxMetrics 7 started shipping in May. This is a substantial update, see, e.g. Ox, OxMetrics, PcGive. A new version of Ox Console will follow this summer.
(May, 2013)