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>Fri, 03 May 2013 08:57:52 +0000Time-dating the X-axis when doing forecasting with ARIMAhttp://community.econometrics.com/question/259/time-dating-the-x-axis-when-doing-forecasting-with-arima/Hi all,
I’m struggling with time-dating the x-axis. In connection to estimation and plotting the ARIMA-model (monthly data) I run into some trouble with time dating the x-axis. I use the order “GRAPHFORC”, and Shazam generates a nice plot which I can edit. But I do not find out how to time date the x-axis (which is the time-axis when doing this kind of analysis). The default-plot shows only an x-axis with numbers; 1, 2, ,,,etc. Frustrating when we prefer months and years on the axis? Well, I use monthly data, and I wonder; is it possible to include any suitable set-options in the “edit graph source” (or an alternative way) to solve the problem? Let’s say the observed data cover the period March 2003 to April 2013, and the forecast period ends the axis at January 2019.
Regards,
P
Ps. The option “PREDICT” does not function when you want to store the forecast-values.
PanteraFri, 03 May 2013 08:57:52 +0000http://community.econometrics.com/question/259/How do I simulate a first order Autoregressive process - AR(1)?http://community.econometrics.com/question/190/how-do-i-simulate-a-first-order-autoregressive-process-ar1/**A SHAZAM User asked:**
I’m trying to generate (simulate) an autoregressive process of first order, and in that connection I tried to use the powerful DO#-loop order in Shazam.
Problem: I’m not sure whether I have formulated the process/function correctly. I appreciate a lot if you could take a look at my experiment.
SHAZAMHelpSat, 12 Mar 2011 08:58:27 +0000http://community.econometrics.com/question/190/How do you create a moving window with a constant width?http://community.econometrics.com/question/191/how-do-you-create-a-moving-window-with-a-constant-width/**A SHAZAM User asked:**
I wonder whether it is possible to do a series of estimations in SHAZAM in the following way (an example describes the problem).
Example: Let say you have a total of 40 observations, and want to use a MOVING SUB-SAMPLE with a fixed size (moving window with constant width), let say 20 observations, in each estimation.
The first sample includes observation 1 to 20. The next sub-sample consists of observation 2 to 21, the third from 3 to 22 etc., and the last includes observation 20 to 40. Then you can do 20 regressions by using this moving window of fix sample size. Is it possible to do this kind of estimation without doing 20 separate regressions manually 20-times?
And output: Is it possible to store (save) the estimated 20 coefficients in a file, and to print them?
Let say you want to estimate an AR(1)-model: y(t+1) = constant +
(coefficient)y(t) + residual(t), and you want a file with two columns which stores 20 estimated constants and coefficients.
It is of great help if you could look at the problem. I look forward to hearing from you.
SHAZAMHelpSat, 12 Mar 2011 09:03:23 +0000http://community.econometrics.com/question/191/