Shazam 10.0 經濟計量分析軟體

SHAZAM

SHAZAM 適用於計量經濟學、生物、社會科學、心理、政治等任何需要統計領域的軟體，目前已有89個國家使用SHAZAM 。SHAZAM 的優勢用於預估及測試很多種型式的迴歸模型，語言命令具有很大的彈性，並且可以做程式規劃，具有界面連接GNUPLOT產生高品質的圖型。

■ SHAZAM includes features for:

● 資料轉換、處理遺漏的觀察值、矩陣運算、evaluation of derivatives and integrals, data sorting, computation of cumulative distribution functions for a variety of probability distributions;

● 敘述統計學、物價指數的計算、移動平均、exponential smoothing、季節性調整、金融時間序列、ARIMA(Box-Jenkins)時間序列模型、Dickey-Fuller and Phillips-Perron unit root tests, tests for cointegration, nonparametric density estimation

● OLS estimation, restricted least squares, weighted least squares, ridge regression, distributed lag models, generalized least squares, estimation with autoregressive or moving average errors, estimation with heteroskedastic errors, ARCH and GARCH models, Box-Cox regressions, probit models, logit models, tobit models, estimation using regression quantiles (including MAD estimation), regression with non-normal errors (including exponential regression, beta regression and poisson regression), regression with time varying coefficients, nonparametric methods, generalized entropy methods, fuzzy set models;

● linear and nonlinear hypothesis testing, calculation of confidence intervals and ellipse plots, computation of the Newey-West autocorrelation consistent covariance matrix, regression diagnostic tests (including tests for heteroskedasticity, CUSUM tests, RESET specification error tests), computation of p-values for many test statistics (including the p-value for the Durbin-Watson test), forecasting;

● nonlinear least squares, estimation of systems of linear and nonlinear equations by SURE, 2SLS and 3SLS, generalized method of moments (GMM) estimation, pooled time-series cross-section methods;

● principal components and factor analysis, principal components regression, linear programming, minimizing and maximizing nonlinear functions, solving nonlinear simultaneous equations.