FUZZY
The FUZZY command facilitates the construction of fuzzy-set econometric models. Fuzzy set econometric modelling provides a means of using the information associated with economic concepts and linguistic economic variables to predict the value of another economic variable.
In general, the format is:
FUZZY x1 x2 / rules=rulemat degrees=degreemat options
where rulemat and degreemat are 5 x 5 matrices of decision rules and degrees.
The available options are:
OPTION |
DESCRIPTION |
beg= |
Specifies the BEGinning observation to be used in estimation. This option overrides the SAMPLE command and defaults to the sample range in effect. |
cma= |
Specifies the number of periods to start the Cumulative Moving Average. If this is used CMA-1 observations will be lost. |
degrees= |
Specifies a 5 x 5 matrix of degrees of association to be used with the decision rules. The 25 degrees of association are represented in a (5x5) matrix. A row of this matrix corresponds to a membership level for the first causal variable. A column corresponds to a membership level for the second causal variable. This option is required. |
dump |
DUMPS large amounts of output mainly useful to SHAZAM Consultants |
end= |
Specifies the ENDing observation to be used in estimation. This option overrides the SAMPLE command and defaults to the sample range in effect. |
graphdata |
Provides a graphics plot of the data. |
graphrule |
Provides a graphics plot of the rule surface. |
median |
Specifies to center the data around the median instead of the mean. |
nolist |
Suppresses the List of computed index values and rules. |
nopmatrix |
Suppresses printing of the rules and degrees matrices. |
nostandard |
Assumes that the input data is standardized. |
passoc |
Prints the table of Association values. |
pbreak |
Prints the table of Breakpoints. |
predict= |
Saves the calculated index in the variable specified. |
rma= |
Specifies the number of periods for the Regular Moving Average. RMA-1 observations will be lost |
rules= |
Specifies a 5 x 5 matrix of decision rules. This option is required. |
weight= |
Specifies a 5 element vector of weights to replace the default of (0, 0.25, 0.5, 0.75, 1.0). |
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