Here's a list of the questions. If you are looking for the answer for a
specific question, look for the string Qx.x: at the beginning of a line,
with x.x being the question number.
Questions:
Section 1: General Information
Q1.1: What features does SHAZAM offer?
Q1.2: How do I get information on SHAZAM?
Q1.3: What is the current version of SHAZAM?
Q1.4: What documentation is there?
Section 2: Hardware requirements
Q2.1: Can I run SHAZAM on my computer?
Q2.2: What is available for PC-DOS?
Q2.3: How do I use SHAZAM on PC-DOS with no math coprocessor?
Q2.4: What are the timing comparisons for different machines?
Section 3: Working with it
Q3.1: How do I get help?
Q3.2: How do I get examples of SHAZAM command files?
Q3.3: How do I produce and print graphs?
Q3.4: What are the limits on problem size?
Section 4: Some SHAZAM tricks
Q4.1: Getting the minimum of more than 2 variables.
Q4.2: Getting the inverse of the NCDF.
Q4.3: How to sort with 2 sort variables.
Section 5: SHAZAM awards
Q5.1: I cited SHAZAM in one of my articles. How do I get my free upgrade?
Q5.2: What are the eligibility requirements for the SHAZAM Hall of Fame?
Questions and Answers:
Section 1: General Information
Q1.1: What features does SHAZAM offer?
SHAZAM is a command-driven computer program for econometric and statistical
computing. Features include:
- data management
- descriptive statistics
- ordinary least squares, restricted least squares, weighted least squares,
detecting influential observations,
heteroskedasticity consistent standard errors
- regression diagnostics
- testing for unit roots and cointegration
- estimation with autoregressive or moving average errors
- ARCH estimation
- Box-Jenkins ARIMA modelling
- estimation with inequality restrictions
- estimation with Box-Cox transformations
- estimation with non-normal errors
- generalized least squares
- pooling of time series and cross-section data
- tobit, logit and probit estimation
- estimation using regression quantiles
- estimation of seemingly unrelated sets of equations
- 2SLS and 3SLS of linear and non-linear systems of equations
- GMM estimation
- linear programming
- price indexes
Q1.2: How do I get information on SHAZAM?
To get information on SHAZAM or to order SHAZAM contact :
SHAZAM | phone : (604) 822-5062
Department of Economics |
University of British Columbia | FAX: (604) 822-9299
#997 - 1873 East Mall |
Vancouver, BC V6T 1Z1 | E-mail : info@shazam.econ.ubc.ca
CANADA |
The Australian distributor of SHAZAM is:
Hallmark Group |
123 George Street | FAX: 075-353-097
Burleigh Heads |
Queensland 4220 | Email: hallmark@shazam.econ.ubc.ca
Australia |
Q1.3: What is the current version of SHAZAM?
The current version of SHAZAM is 7.0.
Q1.4: What documentation is there?
The user manual is:
SHAZAM VERSION 7.0 USER'S REFERENCE MANUAL, McGraw-Hill, 1993,
ISBN 0-07-069862-7.
A number of SHAZAM handbooks with command and data diskettes are available
to accompany popular econometric textbooks. These are:
BASIC ECONOMETRICS: A COMPUTER HANDBOOK USING SHAZAM, McGraw-Hill, 1988,
ISBN 0-07-834463-8.
(accompanies Gujarati, 2nd Edition)
THE PRACTICE OF ECONOMETRICS: A COMPUTER HANDBOOK USING SHAZAM,
Addison-Wesley, 1991, ISBN 0-201-50048-5.
(accompanies Berndt).
INTRODUCTION TO THE THEORY AND PRACTICE OF ECONOMETRICS:
A COMPUTER HANDBOOK USING SHAZAM AND SAS,
John Wiley, 1988, ISBN 0-471-85946-X.
(accompanies Judge, Hill, Griffiths, Lutkepohl and Lee, 2nd Edition)
COMPUTER EXERCISE AND SOLUTIONS MANUAL, John Wiley, 1989,
ISBN 0-471-63821-8.
(accompanies Judge, Griffiths, Griffiths, Lutkepohl and Lee,
The Theory and Practice of Econometrics, 2nd Edition)
ECONOMETRIC MODELS & ECONOMIC FORECASTS: A COMPUTER HANDBOOK
USING SHAZAM, McGraw-Hill, 1991, ISBN 0-07-050101-7.
(accompanies Pindyck and Rubinfeld, 3rd Edition)
LEARNING SHAZAM: A COMPUTER HANDBOOK FOR ECONOMETRICS,
John Wiley, 1993, ISBN 0-471-58592-0.
(accompanies Griffiths, Hill and Judge)
SHAZY: THE SHAZAM STUDENT VERSION, McGraw-Hill, 1993, ISBN 0-07-833562-0.
An introduction level statistics book is:
Trien T. Nguyen, Statistics With SHAZAM, Narada Press, 1993,
ISBN 1-895938-00-7.
Section 2: Hardware requirements
Q2.1: Can I run SHAZAM on my computer?
SHAZAM is available for a number of platforms including mainframe computers
and personal computers. Some popular platforms are:
- PC with DOS, OS/2 or WINDOWS
- Macintosh
- UNIX including SUN SPARCstation
- NeXT
SHAZAM is not available for NEXTSTEP486 until demand warrants it.
Q2.2: What is available for PC-DOS?
SHAZAM is available for PC-DOS computers.
SHAZAME is the the DOS extended memory version of SHAZAM.
The hardware requirements for SHAZAME are:
- 80386 with 80387 math coprocessor, 80386SX with 80387SX math coprocessor,
80486SX with 80487SX math coprocessor, or
80486DX with built-in math coprocessor
- At least 4 MB of extended memory
SHAZAME will automatically try to create a virtual memory scratch disk
file for use when running out of real memory. You may need at least
8 MB or more of free disk space to create the memory partition.
If you have sufficient real memory (4 MB or greater) you may not
need to use virtual memory.
Q2.3: How do I use SHAZAM on PC-DOS with no math coprocessor?
SHAZAM is available for use on a machine with no math coprocessor.
On some machines, performance can be enhanced by first loading
the Q387 math coprocessor emulator. This will then allow you to
run the SHAZAME DOS extended memory version of SHAZAM.
Q387 is a math accelerator and math coprocessor emulator. It will
increase the performance of your computer in math intensive
applications. It works by loading into extended memory completely and
so uses no DOS memory. The requirements to use Q387 are:
- 386SX, 386DX, 486SLC, 486SX based computer,IBM PC or compatible.
- Q387 uses about 340k bytes of extended memory.
- A 386 compatible Expanded Memory Manager (EMM), such as
EMM386.EXE (comes with DOS 5.0 and Windows 3.1), QEMM386,
386MAX, or the EMM386.SYS that comes with Dr. DOS 6.0.
Q2.4: What are the timing comparisons for different machines?
The following gives the cpu time in seconds for running the test file
MANTEST on different operating systems with SHAZAM Version 7.0
(revision date, April 1994).
Screen File
Output Output
==> IBM PC
* 486DX2 - 66 MHz, OS/2 2.1 operating system
SHAZAM0 (OS/2 full screen session - 16 bit version) 96.97 72.19
SHAZAMP (OS/2 presentation manager) 247.00
SHAZAME (DOS full screen - 32 bit version) 63.68 24.72
* 486DX2 - 50 MHz
SHAZAME (DOS - 32 bit version) 84.85 28.67
==> UNIX systems
SPARCstation 2 SunOS 4.1.1, OpenWindows environment 31.03 23.53
UBC computing services UNIXG system - SunOS 4.1.3 15.05
Solaris 2.3 26.81
NeXT 79.0
==> Power Macintosh - 8100/80av 33.0 16.7
==> IBM 370 3081K mainframe - MTS operating system 29.09
Section 3: Working with it
Q3.1: How do I get help?
Use the HELP command.
Read the manual.
Read the README files that are distributed with the SHAZAM diskettes.
Ask other SHAZAM users at your site.
Post a question to comp.soft-sys.shazam
Send an E-mail message to help@shazam.econ.ubc.ca
Q3.2: How do I get examples of SHAZAM command files?
Examples of SHAZAM command files are available to illustrate the
methodology in some of the popular econometrics textbooks.
In addition to the handbooks listed in section 1.4 above
command and data diskettes are available for the following:
W.H. Greene, ECONOMETRIC ANALYSIS 2nd ed.,
MacMillan Publishing Company, 1993.
G.S. Maddala, INTRODUCTION to ECONOMETRICS 2nd ed.,
MacMillan Publishing Company, 1992.
R. Ramanathan, INTRODUCTORY ECONOMETRICS 2nd ed.,
Harcourt Brace Jovanovich, 1992.
T. Wallace and J. Silver, ECONOMETRICS, Addison-Wesley, 1988.
Examples of SHAZAM procedures are available by anonymous ftp to
shazam.econ.ubc.ca (internet number 137.82.185.25).
The file /pub/README contains an index of procedures.
The directory /pub/procs contains examples of SHAZAM procedures and
the directory /pub/examples contains examples of SHAZAM command files
that run the procedures.
Q3.3: How do I produce and print graphs?
SHAZAM has an interface to the gnuplot package and most releases of
SHAZAM include the gnuplot software.
Gnuplot is a command-driven interactive function plotting program and
is freely distributable. Discussion on gnuplot is available in the
comp.graphics.gnuplot newsgroup. This newsgroup has a FAQ that
explains how to get the latest release of gnuplot.
Q3.4: What are the limits on problem size?
SHAZAM sets defaults for memory limits and variable size limits.
These can be changed with the PAR and SIZE commands so that there
is no effective limit on problem size. However the PAR and SIZE
commands are not available on all platforms.
SHAZAM also sets a default for the command line length. This can be
changed with the SET COMLEN= command.
The maximum length of a command line is 4096 characters.
Section 4: Some SHAZAM tricks
Q4.1: Getting the minimum of more than 2 variables.
Suppose you have variables X1, X2, X3, X4 and you would like to
obtain the minimum in the variable VARMIN. You can do this with
the SHAZAM command:
GENR VARMIN=MIN(X1,MIN(X2,MIN(X3,X4)))
Q4.2: Getting the inverse of the NCDF.
To obtain the inverse of the NCDF and save the result in the variable X
use the command:
DISTRIB P / INV TYPE=NORMAL CRIT=X
Q4.3: How to sort with 2 sort variables.
The SORT command in SHAZAM implements a fast sort algorithm. You can
sort on two variables by the following method. Suppose your data set
has variables A, B, C and D and the first sort variable is A and the
second sort variable is B. Suppose that B never has values that exceed
1000. Then, the data set can be sorted by constructing a sort variable
as follows:
GENR SORTVAR=A*1000+B
SORT SORTVAR A B C D
Section 5: SHAZAM awards
Q5.1: I cited SHAZAM in one of my articles. How do I get my free upgrade?
The SHAZAM RESEARCH INCENTIVE PLAN (SRIP) offers free SHAZAM upgrades
to any user who has published an article in which SHAZAM is cited.
To apply, simply send a reprint of the article, along with your original
diskettes or tape, to the SHAZAM address given above.
All articles in a refereed journal are eligible and free upgrades must
be claimed in the year of publication.
In the case of co-authored articles, only one author may get the upgrade.
A list of articles that cite SHAZAM is available by anonymous ftp to
shazam.econ.ubc.ca (internet number 137.82.185.25) in the file
/pub/shazam.ref
Q5.2: What are the eligibility requirements for the SHAZAM Hall of Fame?
SHAZAM users who have cited SHAZAM in more than 5 articles during their
careers will be granted membership into the SHAZAM Hall of Fame.
There are 3 categories:
PREMIER: Cite SHAZAM in 5 articles
PREMIER EXECUTIVE: Cite SHAZAM in 10 articles
LIFETIME ACHIEVEMENT AWARD (LAA): Cite SHAZAM in 15 or more articles.
Current members of the SHAZAM Hall of Fame are:
James A. Chalfant, William A. Donnelly, Ira N. Gang, David E.A. Giles,
and David M. Levy