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>Thu, 12 Jul 2012 13:55:41 +0000Sequential Anovahttp://community.econometrics.com/question/238/sequential-anova/I want to test the mean difference of Variable X between period 1 to 50 against period 51 to 178.(time series has two variables: period and X )
I used the following:
SAMP 1 50
READ (Data.dif) period1 X1 / DIF
SAMP 51 178
READ (Data.dif) period2 X2 / DIF
STAT X1 X2 / ANOVA
Error says:
HAS NO OBSERVATIONS IN SAMPLE RANGE
Thanks for your help
JackThu, 12 Jul 2012 13:55:41 +0000http://community.econometrics.com/question/238/How to select a random sample from a population?http://community.econometrics.com/question/210/how-to-select-a-random-sample-from-a-population/Given a population for variable, say, X of 25384. How do I randomly select a sample of 380?
I've had no success with the SAMP Function of p68 (Version 10) TucucheMon, 29 Aug 2011 16:16:27 +0000http://community.econometrics.com/question/210/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/