SHAZAM Questions and Answers (Q&A) - RSS feedhttp://community.econometrics.com/questions/SHAZAM Econometrics, Statistics and Analytics Communityen<font color="white">Copyright <b>SHAZAM Analytics, 2018</b></font>Wed, 08 Mar 2017 09:37:24 +0000GRAPH-function and time-scalehttp://community.econometrics.com/question/752/graph-function-and-time-scale/ Hi all,
I have three time series, and I want to make nice figures of them by using the GRAPH-function in SHAZAM. The series are as follows:
The first one: Daily data, which start in March 23, 1995 and end in March 28, 2015.
The second series is weekly scale and start in week 16, 1995 and ends in week 16, 2015.
The third series is monthly data that starts March 2015 and ends in March 2015.
My **problem** is to time-scale correctly the X-axis for these three series when I use the GRAPH-function in SHAZAM. I hope I can get some help to solve the problem.
TL
TLWed, 08 Mar 2017 09:37:24 +0000http://community.econometrics.com/question/752/MATRIX ALGEBRAhttp://community.econometrics.com/question/746/matrix-algebra/ I have a matrix A. Let's say 10 columns and 50 rows. Problem: I want to delete rows 25 to 30, and use the remaining part of the matrix in the calculations. I checked the Shazam manual (pp. 406-407), but the example was not easy to understand. Any good ideas how to delelete rows (and columns)?
Regards,
TL TLThu, 02 Feb 2017 13:26:06 +0000http://community.econometrics.com/question/746/How to present Heteroskedastic model outputhttp://community.econometrics.com/question/736/how-to-present-heteroskedastic-model-output/ What part of output should be presented in a paper?ParSun, 29 Jan 2017 01:45:11 +0000http://community.econometrics.com/question/736/How do I determine the statistical significance of Box-Cox lambda?http://community.econometrics.com/question/735/how-do-i-determine-the-statistical-significance-of-box-cox-lambda/ I ran a Box-Cox regression. How do I determine if the Box-Cox regression lambda is statistically significant? ToluSat, 14 Jan 2017 01:04:48 +0000http://community.econometrics.com/question/735/How to organize time series and make nice figureshttp://community.econometrics.com/question/738/how-to-organize-time-series-and-make-nice-figures/Hi all,
I have a single time series "A", and the length of the series is 32 years. The series start in 1983 and last observation is in 2014. The single time series "A" store in a separate file. I have a multi series 1, 2, 3, 4, ….N which are generated series. They are stored in B and with length 50 years.
Problem: How can I stack the **single** series A (1x32) and the **multi series** B (Nx50) with A on the **top**, and GRAPH the time series? **Note** that the single series A starts in 1983 ends in 2014 and the multi-series starts in 2015.
Regards,
TL
TLMon, 30 Jan 2017 20:44:36 +0000http://community.econometrics.com/question/738/From data-file to matrixhttp://community.econometrics.com/question/731/from-data-file-to-matrix/ Hi all,
Shazam is a flexible tool. I want to use Shazam in my input-output analysis. The input-output coefficients are stored in a text-file, dimension 50x50. *Question*: How can I “transform” data-files to matrices so I can solve the system by using matrix algebra?
Regards,
TL
TLFri, 28 Oct 2016 13:04:16 +0000http://community.econometrics.com/question/731/LM Autocorrelation problem with Weight optionhttp://community.econometrics.com/question/726/lm-autocorrelation-problem-with-weight-option/ I use the following command to calculate an LM Autocorrelation test. Without the WEIGHT option there is no problem, but the problem with WEIGHT option was that I got different results. Why?
Here is the code:
sample 1 17
read T Y X1 X2
1 99.20 96.70 101.0
2 99.00 98.10 100.1
3 100.0 100.0 100.0
4 111.6 104.9 90.60
5 122.2 104.9 86.50
6 117.6 109.5 89.70
7 121.1 110.8 90.60
8 136.0 112.3 82.80
9 154.2 109.3 70.10
10 153.6 105.3 65.40
11 158.5 101.7 61.30
12 140.6 95.40 62.50
13 136.2 96.40 63.60
14 168.0 97.60 52.60
15 154.3 102.4 59.70
16 149.0 101.6 59.50
17 165.5 103.8 61.30
set NODEL
?OLS Y X1 X2 / resid=E ut
diag / acf
gen E1=lag(E,1)
?OLS E E1 x1 x2 /
gen1 sqrt($N*$R2)
?OLS Y X1 X2 / resid=E weight=X2 ut
diag / acf
gen E1=Lag(E,1)
?OLS E E1 x1 x2 /
gen1 sqrt($N*$R2)
>
Here is the output:
|_set NODEL
|_?OLS Y X1 X2 / resid=E ut
|_diag / acf
REQUIRED MEMORY IS PAR= 5 CURRENT PAR= 112400
DEPENDENT VARIABLE = Y 17 OBSERVATIONS
REGRESSION COEFFICIENTS
1.06170962850 -1.38298545741 130.706587487
RESIDUAL CORRELOGRAM
LM-TEST FOR HJ:RHO(J)=0, STATISTIC IS STANDARD NORMAL
LAG RHO STD ERR T-STAT LM-STAT DW-TEST BOX-PIERCE-LJUNG
1 -0.1455 0.2425 -0.5998 0.7014 2.0185 0.4272
2 -0.2231 0.2425 -0.9200 1.2257 2.0359 1.4994
3 0.1871 0.2425 0.7716 0.9975 1.1956 2.3074
4 -0.3002 0.2425 -1.2377 1.7388 2.0133 4.5462
LM CHI-SQUARE STATISTIC WITH 4 D.F. IS 3.333
|_gen E1=lag(E,1)
...NOTE..LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_?OLS E E1 x1 x2 /
|_gen1 sqrt($N*$R2)
...NOTE..CURRENT VALUE OF $N = 17.000
...NOTE..CURRENT VALUE OF $R2 = 0.28942E-01
0.70143480
|_?OLS Y X1 X2 / resid=E weight=X2 ut
|_diag / acf
REQUIRED MEMORY IS PAR= 5 CURRENT PAR= 112400
DEPENDENT VARIABLE = Y 17 OBSERVATIONS
REGRESSION COEFFICIENTS
0.975798381981 -1.36603123581 138.217582873
RESIDUAL CORRELOGRAM
LM-TEST FOR HJ:RHO(J)=0, STATISTIC IS STANDARD NORMAL
LAG RHO STD ERR T-STAT LM-STAT DW-TEST BOX-PIERCE-LJUNG
1 -0.1453 0.2425 -0.5990 0.6957 2.0257 0.4261
2 -0.2332 0.2425 -0.9615 1.2576 2.0795 1.5972
3 0.1883 0.2425 0.7762 1.0115 1.2232 2.4148
4 -0.3195 0.2425 -1.3174 1.8588 2.0829 4.9515
LM CHI-SQUARE STATISTIC WITH 4 D.F. IS 3.621
|_gen E1=lag(E,1)
...NOTE..LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_?OLS E E1 x1 x2 /
|_gen1 sqrt($N*$R2)
...NOTE..CURRENT VALUE OF $N = 17.000
...NOTE..CURRENT VALUE OF $R2 = 0.31908E-01
0.73650384
Shazam UserSat, 03 Sep 2016 05:52:32 +0000http://community.econometrics.com/question/726/Remove Autocorrelation and heteroskedasticity of a time series regression modelhttp://community.econometrics.com/question/723/remove-autocorrelation-and-heteroskedasticity-of-a-time-series-regression-model/ Hi,
I have some problems of autocorrelation (serial correlation) and heteroskedasticity in a regression model but I don't know how to remove it. I read on the net that we have to use the Newey-West estimator but I don't know how the way to use it on Shazam.
Thanks a lot,
Brice BriceWed, 03 Aug 2016 08:59:23 +0000http://community.econometrics.com/question/723/Shazam exiting after completionhttp://community.econometrics.com/question/721/shazam-exiting-after-completion/ I am trying to run a script with essentially just a couple of NL commands. As soon as estimation is completed, Shazam exits and I have no opportunity to view the results. I believe that estimation is completing, as it stays open just long enough for me to catch a glimpse on the output screen of what appear to be the results. Any experience and/or help with this issue?
Thanks.StevenRWed, 27 Jul 2016 15:54:10 +0000http://community.econometrics.com/question/721/Variable -99999 currently existshttp://community.econometrics.com/question/718/variable-99999-currently-exists/ I keep running into this error despite ensuring that i do not have (or trying to generate) a variable with the same name.
How would i clear the memory?
Regards,
FlorenceFlorenceFri, 03 Jun 2016 15:58:51 +0000http://community.econometrics.com/question/718/What does the error "Variable Exists" mean?http://community.econometrics.com/question/715/what-does-the-error-variable-exists-mean/ What does the error "Variable Exists" mean?FlorenceSun, 22 May 2016 23:04:59 +0000http://community.econometrics.com/question/715/How to use a DO loop to generate a sample of an AR serieshttp://community.econometrics.com/question/707/how-to-use-a-do-loop-to-generate-a-sample-of-an-ar-series/ Hi all,
I tried to do some programming in Shazam, but I unfortunately I am stranded. I have the following problem that I’m struggling with: My objective is to generate a selected number of AR(1)-series by using the do-loop command on the following script (which only generates a single series):
SAMPLE 1 5
GENR YEAR = TIME(0)
GENR X2 = NOR(3)
GENR y = 1
GENR y = 1 + 0.2*LAG(Y) + X2
PRINT y year
Further – the problem is to store the n-AR(1) series in a n-column matrix and then be able to graph the series in a single figure and as well (optionally) separately (with the generated YEAR-variable on the x-axis). Great if I could get some help with the right SHAZAM -script which could sort this out :-)
Kind regards,
TL
TLFri, 11 Mar 2016 15:54:55 +0000http://community.econometrics.com/question/707/How to test X affects Y through Mhttp://community.econometrics.com/question/705/how-to-test-x-affects-y-through-m/ Have a simple question. I have a dep. variable Y and an independent variable, X. X also affects another binary variable M and M affects Y. I want to show that X affects Y through M. M is exogenous. This is my strategy. In Step 1, I estimate a uni variate logit model of M on X. Get the predicted values. This is the portion of M that is explained by X only. I then use these predicted values as an independent variable to predict Y. If the coefficient is significant, I know X affects Y through M. Is this ok? Is there a cite or reference to show this can be done. HARVEYSat, 16 Jan 2016 08:04:33 +0000http://community.econometrics.com/question/705/May I use the value of output of the different industrial groups as a dependent variable to deal with Technical Efficiency and Technology gaps with Stochastic MF Analysis without aggregation problem?http://community.econometrics.com/question/704/may-i-use-the-value-of-output-of-the-different-industrial-groups-as-a-dependent-variable-to-deal-with-technical-efficiency-and-technology-gaps-with/I would like to use a 10 years panel data that involves 9 industrial sectors (i.e.,) established in 6 regions. Besides, I will use FRONTIER 4.1c and SHAZAM code for estimates of the parameters of the regional frontiers and metafrontier respectively.
But my question is:
• May I use the value of output of the different industrial groups (like manufactures of food products and beverages, non-metallic mineral products, … ) as a dependent variable to deal with Technical Efficiency and Technology gaps with Stochastic Meta-frontier Analysis without aggregation problem?
AYThu, 24 Dec 2015 13:35:12 +0000http://community.econometrics.com/question/704/Is there an easy way to compute EKS price index?http://community.econometrics.com/question/608/is-there-an-easy-way-to-compute-eks-price-index/The EKS index avoids base-group bias in multilateral comparisons as it is the geometric mean of bilateral Fisher indices computed using all possible bases. Is there an easy way to compute it?
Also, with panel data, to make cross-sectional EKS indices comparable over time, Robert Hill (AER, 2004) suggests a method that uses a time-series of price indices to link them over time. Is there a Shazam procedure to do that? Daehoon NahmWed, 04 Mar 2015 23:11:01 +0000http://community.econometrics.com/question/608/Working with dummy variableshttp://community.econometrics.com/question/594/working-with-dummy-variables/I have some dummy variables in my dataset. The summary statistics of my variables specifies the minimum values of each of these dummies as 0.0000E11 for instance. I am trying to implement a combined Box-Cox and Box-Tidwell estimation which requires that all variables are strictly positive. Shazam (my students licence) keeps returning an error code because of my dummies. I will appreciate some advise on how to overcome this problem.ToluFri, 30 Jan 2015 01:27:51 +0000http://community.econometrics.com/question/594/Can you use Shazam to compute impulse response functions and to decompose forecast-error variance?http://community.econometrics.com/question/610/can-you-use-shazam-to-compute-impulse-response-functions-and-to-decompose-forecast-error-variance/ Is there a procedure to do this?Daehoon NahmWed, 04 Mar 2015 23:24:29 +0000http://community.econometrics.com/question/610/How to estimate translog production functions?http://community.econometrics.com/question/218/how-to-estimate-translog-production-functions/i want to estimate a translog production function, i used ols, but want to estimate elasticity of variable, how can i do this? and how can print or see the exact mount of variables used in estimation?homaTue, 23 Aug 2011 02:02:39 +0000http://community.econometrics.com/question/218/How can I use Excel spreadsheets with SHAZAM?http://community.econometrics.com/question/188/how-can-i-use-excel-spreadsheets-with-shazam/**A SHAZAM User Asked:**
What is wrong with the following code?
sample 1 352
read (C:\Users\name\Desktop\rice.xls) firm year prod area labor fert / list
The output is:
|_read (C:\Users\name\Desktop\rice.xls) firm year prod area labor fert / list
...SYNTAX ERROR IN LINE ABOVE
SHAZAMHelpSat, 12 Mar 2011 05:56:25 +0000http://community.econometrics.com/question/188/What command do I use to capture endogenity of a variable using non-linear SUR?http://community.econometrics.com/question/630/what-command-do-i-use-to-capture-endogenity-of-a-variable-using-non-linear-sur/ What command do I use to capture endogeneity of a variable using non-linear SUR?domsiskSat, 22 Aug 2015 23:26:06 +0000http://community.econometrics.com/question/630/How do I use the Box-Cox command for panel data estimation?http://community.econometrics.com/question/624/how-do-i-use-the-box-cox-command-for-panel-data-estimation/ I have a panel data of US states and want to implement a Box-Cox regression. Does SHAZAM allow this? What is the command?ToluFri, 17 Apr 2015 16:52:15 +0000http://community.econometrics.com/question/624/How to use the predict commandhttp://community.econometrics.com/question/615/how-to-use-the-predict-command/ How do I use "predict=" option with a regression command to estimate the value of the dependent variable at the mean value of independent variables?
ToluSun, 29 Mar 2015 22:35:37 +0000http://community.econometrics.com/question/615/How do I conduct a multivariate ANOVA in SHAZAM?http://community.econometrics.com/question/617/how-do-i-conduct-a-multivariate-anova-in-shazam/ I have dataset comprising 3 subgroups and I want to compare the variables in all 3 subgroups. The subgroups do not follow each other so I can't use the sample option to separate the members of each sub-group. Please advise me on how to go about this.ToluTue, 07 Apr 2015 17:50:50 +0000http://community.econometrics.com/question/617/How to compute the degrees of freedom in SFAhttp://community.econometrics.com/question/616/how-to-compute-the-degrees-of-freedom-in-sfa/I want to test for differences between the group frontiers,the null hypothesis is that the group frontiers are identical.
Suppose the generalised likelihood-ratio test statistic for the null hypothesis that
the group frontiers are identical is LR = 140.6.
Assume that parameters=22 and group=4, how to compute the "degrees of freedom" of chi-square distribution to test the null hypothesis?kacusiThu, 02 Apr 2015 13:31:06 +0000http://community.econometrics.com/question/616/what does "warning finished at obs.." warning message mean?http://community.econometrics.com/question/612/what-does-warning-finished-at-obs-warning-message-mean/hi, I am transforming a monthly data into a quarterly data and I keep getting this message...what does it mean?lthernanThu, 19 Mar 2015 04:19:40 +0000http://community.econometrics.com/question/612/How do I run a combined Box-Cox-Box-Tidwell regression?http://community.econometrics.com/question/601/how-do-i-run-a-combined-box-cox-box-tidwell-regression/I need some advice on how to go about executing a combined Box-Cox-Box-Tidwell regression for an equation in which there are about 8 independent variables. Of these, 4 are continuous variables while the remainder are dummy variables. Is there a way to run this regression such that only the dependent variable and the RHS continuous variables are transformed? What is the command?ToluSat, 21 Feb 2015 05:03:09 +0000http://community.econometrics.com/question/601/Can Shazam do Multiple Correspondence Analysis (MCA)?http://community.econometrics.com/question/597/can-shazam-do-multiple-correspondence-analysis-mca/Working with nominal categorical variablesClau ZubietaMon, 09 Feb 2015 14:34:05 +0000http://community.econometrics.com/question/597/How do I generate a dummy variable which is a composite of other dummy variables?http://community.econometrics.com/question/593/how-do-i-generate-a-dummy-variable-which-is-a-composite-of-other-dummy-variables/I have a few dummy variables in my dataset and I want to generate a 4th dummy which combines the other 3. How do I do this in Shazam?ToluFri, 30 Jan 2015 01:12:08 +0000http://community.econometrics.com/question/593/How to read CSV data using SHAZAM?http://community.econometrics.com/question/590/how-to-read-csv-data-using-shazam/Hi, I'm a new shazam user. I'd like to know how to read and use data in SHAZAM.
I have been trying the following commands for weeks now. I make changes sometimes to see if it works, but I always get an error.
read(data.csv) obs y x z
print
stop
The first row of my data consists of variable names. Is this the problem?KwameWed, 07 Jan 2015 20:12:06 +0000http://community.econometrics.com/question/590/Arch modelhttp://community.econometrics.com/question/495/arch-model/Dear friends,
I want to estimate a model where I have a mean equation of:
Investment = α + βY +µR +ϴD+ ϵ
Where alpha is an intercept, Y is production, R is the interest rate and D is a dummy variable for risk?
I do not know if it is possible/allowed to model the volatility of investment in this way?
And I do not know what my variance equation will be. Is it just:
Vt= α + Rt-1(squared)
Where Rt-1(squared) is my residuals from the mean equation in t-1 squared?
I will be very greatful for all insight:)siljeMon, 14 Apr 2014 13:39:38 +0000http://community.econometrics.com/question/495/