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HOW TO USE DO-LOOP TO GENERATE A SAMPLE OF AR-SERIES

Hi all,

I tried to do some programming in Shazam, but I unfortunately stranded. I have the following problem 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 Stop

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

HOW TO USE DO-LOOP TO GENERATE A SAMPLE OF AR-SERIES

Hi all,

I tried to do some programming in Shazam, but I unfortunately stranded. I have the following problem 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 Stop

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

HOW TO USE DO-LOOP TO GENERATE A SAMPLE OF AR-SERIESHow 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 
Stop

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 (optionally) separately (with the generated YEAR-variable on the x-axis). Great if I could get some help with the right Shazam-script SHAZAM -script which could sort this out :-)

Kind regards, TL