An Introductory Guide to SHAZAM By Diana Whistler PART I - Learning the Basics A Brief History of SHAZAM SHAZAM Terms Variables File Data file Commands   SAMPLE, READ, GENR and more Comment statement Program (command file) Output file Memory   PAR Error messages Rounding errors Getting Started How to Run SHAZAM Using SHAZAM as a Calculator Statistics Mean, Variance, Median, Quartiles Covariance and Correlation Computing Probabilities for Normal Random Variables Simulation Experiments More Data Analysis PART II - Practicing Econometrics Ordinary Least Squares Ordinary Least Squares Regression Comparing linear vs. log-linear models Confidence Intervals Hypothesis Testing Estimation with restrictions Prediction Special Topics Working with lagged variables Using trend variables Dummy Variables - Modelling structural change, seasonality and more Diagnostic Testing Testing for Heteroskedasticity Testing for Autocorrelation Testing for Structural Stability - the Chow Test Generalized Least Squares Estimation of models with Heteroskedastic errors Estimation of models with Autoregressive errors Pooling Time-Series Cross-Section Data Sets of Linear Equations - SUR Estimation Maximum Likelihood Estimation Logit and Probit Analysis ARCH and GARCH Models Time Series Analysis Index Numbers Moving Averages and Exponential Smoothing Financial Time Series