Command 
Description 
ARIMA (Autoregressive Integrated Moving Average Models) 
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 (Autocorrelation Models) 
The AUTO command estimates models with autoregressive errors or moving average errors. 
AXISFMT (Axis Formatting)

The AXISFMT command is used to specify a format for xaxis
labels to be used for gnuplot plots from a GRAPH command.

BAYES (Bayesian Inequality Restrictions)

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 (Box Cox Regression)

The BOX command does BoxCox regressions.

CALL (Call Options)

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 (Coefficients)

The COEF command is used in conjunction
with the NL command.

COINT (Unit Roots And Cointegration)

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 (Confidence Intervals)

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 (Differentiating Equations)

The DERIV command will differentiate an equation with respect to any variable and return the derivatives as another variable.

DIAGNOS (Diagnostic Tests)

The DIAGNOS command performs diagnostic tests after OLS estimation.

DIM (Dimensioning Variables)

The DIM command dimensions a vector, or a matrix so that data may be placed in it piece by piece.

DISPLAY (Displaying Options)

The DISPLAY command will display the current value of any option that you have specified with the SET command.

DISTRIB (Probability Distributions)

The DISTRIB command will compute probabilities for variables.

DO (Do Loops)

The DO command provides some DOloop capabilities that are useful for repeated calculations.

DUMP (Dumping Information)

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: nonlinear 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 (Linear Or Nonlinear Equations)

The EQ command is used in conjunction with the NL command.

EXEC (Executing Procedures)

The EXEC command runs a SHAZAM procedure. Also see PROC and PROCEND.

FC (Forecasting And Prediction)

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 (Flexible Least Squares)

The FLS command implements timevarying linear regression via flexible least squares.

FORMAT (Data Formatting)

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 (Fuzzy Set Models)

The FUZZY command implements fuzzy set econometrics.

GENR (Generating Variables)

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 (Generating Constants)

The GEN1 command will generate a constant.

GLS (Generalized Least Squares Models)

The GLS command does Generalized Least Squares Regressions.

GME (Generalized Entropy Methods)

The GME command implements Generalized Entropy methods.

GRAPH (Graphing And Plotting)

The GRAPH command plots variables with the gnuplot program.

HET (Heteroskedasticity)

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 (Price Indexes)

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 (Lambda Restrictions)

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 (Logit Models)

The LOGIT command does Logit regressions. The format and options are the same as those for
PROBIT.

LP (Linear Programming)

The LP command gives the solution to a linear programming problem

MATRIX (Matrix Programming Language)

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 (Maximum Likelihood Estimation)

The MLE command does Maximum Likelihood Estimation of some
regression models with nonnormal 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 (Nonlinear Models)

The NL command estimates nonlinear models.

NONPAR (Nonparametric Density Estimation And Regression Smoothing)

The NONPAR command implements nonparametric density estimation
and regression smoothing.

OLS (Linear Regression)

The OLS command will perform OLS
regressions.

PAR (Memory Management)

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 (Principle Components)

The PC command does Principal Components
and Factor Analysis.

PLOT (Plotting Data)

The PLOT command plots variables with
plain text characters on the SHAZAM output.

POOL (Pooled Cross Section Time Series Panel Data) )

The POOL command does Pooled Cross Section  Time Series estimation
under certain model specifications and conditions.

PORTFOLIO (Risk Return Portfolios Using Markowitz Models)

The PORTFOLIO command is used to
calculate risk return portfolios using Markowitz models.

PRINT

The PRINT command prints variables.

PROBIT (Probit Regression)

The PROBIT command does Probit
regressions.

PROC (Writing Procedures)

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 (Put Options)

The PUT command is used to calculate put
option prices.

QP (Quadratic Programming)

The QP command gives the solution to a quadratic programming problem.

READ (Reading Data)

The READ command reads data.

RENAME

The RENAME command is used to rename
variables that already exist in the current run.

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 (Robust Estimation)

The ROBUST command performs the Robust
Estimation Method.

SAMPLE

The SAMPLE command specifies the sample
range in effect.

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 (Skipping Observations)

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 (Smoothing Time Series Moving Averages Exponential Smoothing Seasonal Adjustment)

The SMOOTH command is used to calculate
moving averages and seasonally adjusted time series.

SORT (Sorting Data)

The SORT command will sort the variables
specified in ascending order according to the sort variable specified.

STAT (Descriptive Statistics)

The
STAT command will print means, standard deviations, variances,
minimums, and maximums for the variables listed.

STOCKGRAPH (Charting Technical Indicators Stock Market Prices)

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 (Estimating Sets Of Equations)

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 (Hypothesis Testing)

The TEST command does hypothesis
testing.

TIME (Time Format)

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 (Tobit Regression Regressions With Limited Dependent Variables)

The TOBIT command does TOBIT
regressions.

WRITE (Writing Variable Data)

The WRITE command writes data to a file.

2SLS (Two Stage Least Squares)

The 2SLS command estimates Two Stage
Least Squares.
