SHAZAM Analytical Features
The primary strength of SHAZAM is the estimation and testing of many types of econometric and statistical models.

Build and estimate models by choosing variables and selecting techniques using your mouse, or code them quickly using the powerfully simple SHAZAM Command Language.

SHAZAM also provides capabilities for both matrix programming and the programming of reusable procedures.

With SHAZAM you can do:

• ARCH and GARCH Models
• ARIMA Models
• Autocorrelation Models
• Beta Regression
• Bootstrapping
• Box-Cox Models
• Chow Test and Goldfeld-Quandt Test
• Cointegration Testing
• Combined Box-Cox and Box-Tidwell Model
• Computing the Power of a Test
• Confidence Intervals and Ellipse Plots
• Cross-Section Heteroskedasticity and Time-Wise Autoregression
• Data Smoothing and Seasonal Adjustments
• Cumulative Distribution Function Computation
• CUSUM Tests
• Data Sorting
• Data Transformations
• Derivatives and Integrals Evaluation
• Descriptive Statistics
• Diagnostic Tests
• Dickey-Fuller Unit Root Tests
• Distributed Lag Models
• Dynamic Simultaneous Equation Models
• Estimation of Systems of Linear and Nonlinear Equations
• Estimation using Regression Quantiles
• Exact Durbin Watson Tests
• Exponential Regression
• Factor Analysis
• Financial Time Series
• Forecasting
• Full Information Maximum Likelihood (FIML) Models
• Fuzzy Set Models
• Gamma Regressions
• Generalized Entropy Models
• Generalized Least Squares
• Generalized Method of Moments (GMM) Estimation
• Generating Variables
• Granger Causality
• Graphing
• Hausman Specification Tests
• Hetereskedasticity Tests
• Heteroskedastic Consistent Covariance Matrices
• Heteroskedastic Error Estimation
• Heteroskedastic Models
• Heteroskedasticity Tests
• Hodrick Prescott Filtering
• Hypothesis Testing (Linear and Nonlinear)
• Hypothesis Testing of Nonlinear Functions of Coefficients
• Index Number Series Splicing
• Instrumental Variable Estimation
• Iterative Cochrane-Orcutt Estimation
• Jackknife Estimators
• Johansen Maximum Eigenvalue Tests
• Johansen Trace Tests
• Joint Confidence Region Computation
• Least Absolute Errors Estimation
• Limited Information Maximum Likelihood (LIML) Models
• Linear Programming
• Linear Regressions with Inequality Restrictions
• Logit Models
• Lognormal Regression
• MAD Estimation
• Matrix Manipulation
• Maximum Likelihood Estimation with Non-Normal Errors
• Minimization and Maximization of Nonlinear Functions
• Missing Observation Handling
• Monte Carlo Experiments
• Moving Averages
• Multivariate Kernel Method
• Newey-West Autocorrelation consistent covariance matrix
• Nonlinear Least Squares
• Nonlinear Least Squares by the Rank One Correlation Method
• Nonlinear Seemingly Unrelated Regression (SUR)
• Nonlinear Sets of Equations
• Nonparametric Density Estimation
• Nonparametric Methods
• Nonparametric Regression with Kernel Estimation
• Ordinary Least Squares Models
• Poisson Regression
• Phillips-Perron Unit Root Test
• Polynomial Inverse Lags
• Pooling Cross-Section Time-Series with Balanced or Unbalanced Panels
• Power of Statistical Tests Computation
• Price Indices
• Principal Components Analysis
• Probability Distributions
• Probit Models
• Quadratic Programming
• Random Number Generation
• Recursive Residuals
• Regression with Non-Normal Errors
• Regression with Time Varying Coefficients
• RESET Specification Error Tests
• Restricted Least Squares
• Restricted Seemingly Unrelated Regression Models (SUR)
• Ridge Regression
• Robust Regression
• Seasonal Adjustment
• Seemingly Unrelated Regression (SUR)
• Simulated Annealing
• Simultaneous Equation Models (Linear and Nonlinear)
• Solving Nonlinear Sets of Equations
• Splicing Index Number Series
• Stepwise Regression
• Stochastic Frontier Models
• Tests for Autocorrelation
• Three Stage Least Squares
• Time Varying Linear Regression
• Tobit Models
• Two Stage Least Squares
• Univariate Kernel Method
• Vector AutoRegressive (VAR) Models
• Weighted Least Squares Regression
• ..and much more...

版本介紹

SHAZAM Standard Edition
The Standard Edition supports command-driven execution of SHAZAM analytical techniques.

SHAZAM 11 is faster and more powerful

• Automatic Parallelization across all processor cores - future proof your analytical software
• 32 bit and 64bit versions included for Windows XP or later - move to 64 bit computing when you are ready
• The most precise Econometrics and Statistics Software available - SHAZAM supports Double and Quadruple Precision Modes
• Massive Memory Support - the 64bit version will handle even your largest analytical tasks

SHAZAM 11 is easier to use

• A Brand New Environment
• Reference Manual - includes a fully searchable electronic version of the excellent SHAZAM 11 Reference Manual
• Data Management Improvements

SHAZAM 11 has numerous new features including

• Quadratic Programming - solve bounded or unbounded problems with or without inequality or equality constraints
• Simulated Annealing - solve single or multiple equation nonlinear models
• Automatic Starting Point Locator for Optimization - find global rather than local maxima or minima quickly
• Improved Graphing - smooth rendering, new styling and customization options
• Examples - hundreds of new and updated examples for the latest textbooks

SHAZAM Professional Edition
The Professional Edition supports both command-driven and menu-driven execution of SHAZAM analytical techniques.

SHAZAM 11 is faster and more powerful

• Automatic Parallelization across all processor cores - future proof your analytical software
• 32 bit and 64bit versions included for Windows XP or later - move to 64 bit computing when you are ready
• The most precise Econometrics and Statistics Software available - SHAZAM supports Double and Quadruple Precision Modes
• Massive Memory Support - the 64bit version will handle even your largest analytical tasks

SHAZAM 11 is easier to use

• True Menu-driven Operation - operate all SHAZAM analytical techniques through menus, windows and dialog boxes 
• Reference Manual eBook - includes a fully searchable electronic version of the excellent SHAZAM 11 Reference Manual
• Data Management Improvements - simplified Data Connector and support for XLSX
• SHAZAM Wizards - available for all SHAZAM analytical techniques

SHAZAM 11 has numerous new features including

• Quadratic Programming - solve bounded or unbounded problems with or without inequality or equality constraints
• Simulated Annealing - solve single or multiple equation nonlinear models
• Automatic Starting Point Locator for Optimization - find global rather than local maxima or minima quickly
• Improved Graphing - smooth rendering, new styling and customization options
• Examples - hundreds of new and updated examples for the latest textbooks

授權介紹

Licensing
There are two classes of SHAZAM license:

Single License
A Single License of SHAZAM can be installed either:
for all users on a single computer; or
all the computers owned and operated by a single user

Site License
A Site License allows the site licensee (a company, organization or institution) to make multiple copies of SHAZAM for use by its bona fide employees, staff and students for use at a single address - up to the permitted maximum number of users.

N.B. An Academic Site License permits an unlimited number of users of SHAZAM available to its bona fide employees, staff and students for use at a single address.

In addition a Site Licensee may create sublicenses from its SHAZAM Store Account for its bona fide employees, staff or students to use on their own personal computers eg. at home - up to the permitted maximum number of users.

System Requirements

SHAZAM is supported on all recent versions of Microsoft Windows. SHAZAM will always run on the latest versions of Windows because we develop and test on those before they are released to the general public.

The 32 bit version operates on both 32 and 64 bit versions of Microsoft Windows whilst the 64 bit version of SHAZAM requires a 64 bit version of Microsoft Windows.

Specific system requirements are in the table below:

*Memory Management
All SHAZAM versions manage memory internally using highly optimised memory management routines. All calculations are performed using static rather than dynamic memory to eliminate costly memory allocation and deallocation operations. The maximum amount of memory available can be adjusted using the PAR command and SHAZAM can allocate as much memory as the Operating System will allow.

The maximum amount of addressable memory in SHAZAM 32 bit using the PAR command is approximately 1.4GB.
The maximum amount of addressable memory in SHAZAM 64 bit using the PAR command is (theoretical) 8TB.