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Command Reference
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Command Description
ARIMA The ARIMA command estimates Univariate ARIMA models. There are 3 forms of the command: IDENTIFICATION, ESTIMATION, and FORECASTING. The specified options determine which form of the ARIMA command is in effect.
AUTO The AUTO command estimates models with autoregressive errors or moving average errors.
AXISFMT The AXISFMT command is used to specify a format for x-axis labels to be used for gnuplot plots from a GRAPH command. 
BAYES The BAYES command is used to specify the number of replications desired, and is also followed by the RESTRICT commands that specify the inequality restrictions. Following the RESTRICT commands, an END command must be placed. Finally, the BAYES command must itself follow an estimation command such as OLS.
BOX The BOX command does Box-Cox regressions.
CALL The CALL command is used to calculate call option prices.
CHECKOUT The CHECKOUT command displays characteristics of the machine and operating system for SHAZAM running at this installation.
COEF The COEF command is used in conjunction with the NL command.
COINT The COINT command implements tests for unit roots and cointegration.
COMPRESS The COMPRESS command is used when you have deleted some variables and have run out of space and need to squeeze out all the unused space.
CONFID The CONFID command computes confidence intervals.
COPY The COPY command is used to copy variables.
DELETE The DELETE command is used to delete variables.
DEMO The DEMO command teaches you how to use SHAZAM, just keep typing DEMO and it will slowly teach you some SHAZAM basics.
DERIV The DERIV command will differentiate an equation with respect to any variable and return the derivatives as another variable.
DIAGNOS The DIAGNOS command performs diagnostic tests after OLS estimation.
DIM The DIM command dimensions a vector, or a matrix so that data may be placed in it piece by piece.
DISPLAY The DISPLAY command will display the current value of any option that you have specified with the SET command.
DISTRIB The DISTRIB command will compute probabilities for variables.
DO The DO command provides some DO-loop capabilities that are useful for repeated calculations.
DUMP The DUMP command will dump common blocks and other information useful only to SHAZAM consultants. DUMP DATA will give a listing of all the current variables, their addresses, increment, type, total number of observations, and second if a matrix. DUMP ASCII displays hex codes for characters in the ASCII character set.
END The END command is used in: non-linear estimation to mark the end of the EQ and COEF commands; conjunction with all estimation procedures when joint tests are being done with TEST commands - in this case the END command marks the end of the TEST commands that form the joint test; conjunction with some estimation procedures when RESTRICT commands are being used - in this case the END command marks the end of the RESTRICT commands.
ENDIF The ENDIF command will terminate execution of a DO loop if the condition is true for any observation. If the ENDIF is used outside of a DO loop and the condition is true for any observation then the run will stop.
ENDO The ENDO command is used to end DO loops.
EQ The EQ command is used in conjunction with the NL command.
EXEC The EXEC command runs a SHAZAM procedure. Also see PROC and PROCEND.
FC The FC command uses a set of regression coefficients and a set of data to compute predicted values of the dependent variable and compare the predictions to the actual values.
FILE The format of the FILE command is: FILE option filename where option can be either a keyword as listed below or a unit number.
FLS The FLS command implements time-varying linear regression via flexible least squares.
FORMAT The FORMAT command is used to specify a FORMAT to be used in a later READ, WRITE, or PRINT command with the FORMAT option.
FUZZY The FUZZY command implements fuzzy set econometrics.
GAMES GLOBAL THERMONUCLEAR WAR
GENR The GENR command will create new variables from old ones and do a variety of data transformations. The SAMPLE command in effect defines the observation range used in GENR commands.
GEN1 The GEN1 command will generate a constant.
GLS The GLS command does Generalized Least Squares Regressions.
GME The GME command implements Generalized Entropy methods.
GRAPH The GRAPH command plots variables with the gnuplot program.
HET The HET command implements the estimation of models which require correction for heteroskedastic errors.
IF The IF command is a conditional form of the GENR command. It will perform the implied GENR option if the condition is true.
IF1 Equivalent to a SAMPLE 1 1 and an IF command
INDEX Calculates price and quantity indexes
INST The INST command is identical to the 2SLS command.
INTEG The INTEG command will perform numeric univariate integration on an equation.
LAMBDA The LAMBDA restriction command is used with the BOX command to impose restrictions on LAMBDA on individual variables. The RESTRICT option on the BOX command must be specified if the LAMBDA command is used. The END command must follow the restrictions
LOGIT The LOGIT command does Logit regressions. The format and options are the same as those for PROBIT.
LP The LP command gives the solution to a linear programming problem
MATRIX The MATRIX command will do matrix operations.
MENU The MENU command displays a list of SHAZAM commands and indicates which commands are valid to type at any point in time.
MLE The MLE command does Maximum Likelihood Estimation of some regression models with non-normal errors.
NAMEFMT This command controls the layout of the header line of variable names.
NAMES The NAMES command will print out the names of all variables that have been read or generated in the particular SHAZAM run.
NL The NL command estimates non-linear models.
NONPAR The NONPAR command implements nonparametric density estimation and regression smoothing.
OLS The OLS command will perform OLS regressions.
PAR The PAR command is used to change the amount of memory used as a workspace in SHAZAM. Par can be set on a system command or it can be changed in a SHAZAM session.
PAUSE The PAUSE command causes the machine to PAUSE.
PC The PC command does Principal Components and Factor Analysis.
PLOT The PLOT command plots variables with plain text characters on the SHAZAM output.
POOL The POOL command does Pooled Cross Section - Time Series estimation under certain model specifications and conditions.
PORTFOLIO The PORTFOLIO command is used to calculate risk return portfolios using Markowitz models.
PRINT The PRINT command prints variables.
PROBIT The PROBIT command does Probit regressions.
PROC The PROC command is the first command in a SHAZAM procedure. Also see PROCEND and EXEC.
PROCEND The PROCEND command is the last command in a SHAZAM procedure. Also see PROC and EXEC.
PUT The PUT command is used to calculate put option prices.
QP The QP command gives the solution to a quadratic programming problem.
READ The READ command reads data.
RENAME The RENAME command is used to rename variables that already exist in the current run.
RESTORE The RESTORE command reads all variables that have been written with the SAVE command. Any variables currently defined with the same name as one being RESTORED will be deleted. Variables that do not have the same name as a RESTORED variable will still exist. This command will also read data from the CITIBASE tape.
RESTRICT The RESTRICT command is used to specify restrictions that are to be imposed in estimation. When this command is used the RESTRICT option must be specified on the estimation command. Restrictions must be linear. Restrictions cannot be used with TOBIT, LOGIT, PROBIT, or NL commands.
REWIND The REWIND command is used to rewind the READ or WRITE units. REWIND is also available as an option on the READ or WRITE commands.
ROBUST The ROBUST command performs the Robust Estimation Method.
SAMPLE The SAMPLE command specifies the sample range in effect.
SAVE The SAVE Command writes all variables in a file for use in a later SHAZAM run. Later you can use the RESTORE command to read back all variables that have been SAVED. This command is experimental.
SET The SET commands allows you to turn on or off and set certain options.
SIZE The SIZE command sets the maximum number of variables. This command is not available on all computers.
SKIPIF The SKIPIF command is used to specify conditions under which observations are to be skipped. The observations will still be in the data and will be used in all GENR statements, but will not be used in estimation.
SMOOTH The SMOOTH command is used to calculate moving averages and seasonally adjusted time series.
SORT The SORT command will sort the variables specified in ascending order according to the sort variable specified.
STAT The STAT command will print means, standard deviations, variances, minimums, and maximums for the variables listed.
STOCKGRAPH The STOCKGRAPH command is used for technical analysis of stock price data.
STOP The STOP command terminates execution and returns you to the system.
SYSTEM To SYSTEM command provides features for joint estimation of a set of linear equations by either seemingly unrelated regression (SUR) estimation or by 3SLS.
TEST The TEST command does hypothesis testing.
TIME The TIME command specifies the beginning year and frequency for a time series
TIMEFMT The TIMEFMT command is used to specify the time date format for the indep variable given on a GRAPH command.
TITLE The TITLE command is used to specify a title which will be printed at the top of each page of output.
TOBIT The TOBIT command does TOBIT regressions.
WRITE The WRITE command writes data to a file.
2SLS The 2SLS command estimates Two Stage Least Squares.