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Martin Nørgaard Petersen

Økonomistuderende ved Københavns Universitet

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OxMetrics tips

Below I share a couple of tips for OxMetrics. However, I do recommend searching through the Manuals by Doornik and Hendry (they are easily found by clicking help in the ribbon in OxMetrics).

How to plot unit roots of companion matrix in OxMetrics

On page 7 of the Econometrics note a plot of the unit roots of the companion matrix is included. After I've formulated and estimated my model using the PcGive module, I click the PcGive Modul again and choose 'Test...'. I then choose 'Dynamic Analysis and Cointegration Tests...'

Test Menu in OxMetrics

Then I choose 'Plot roots of companion matrix'

Dynamic Analysis

Then I have the plot. Followingly, I can right click on the graph and choose 'Edit Graph' and style it. One nice feature is, if you enter 'Graph layout' and set the 'Aspect ratio (Y scale)' to 'Square', you'll end up with a circle. Further, under 'Area 1', 'Y-axis', under 'Location and transformation' for 'Anchor' you may choose 'Use specified anchor' and set the X anchor to 0 in order to put your locate your Y-axis in the center of the circle. You may choose to do the same for your X-axis, if you like.

Square the circle

After editing, choose 'File' and 'Save as' and output your nice new plot.

The final plot

Please write me on mail if you have any questions.

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