SHAZAM has been available on PCs for about 20 years and was possibly the first econometrics package available on PC. I used a version that was available on three 360K diskettes that could be run on a twin floppy disk PC with no hard drive and which could complete most of the then current econometric estimation techniques and tests. It developed over the years into a very good package with a comprehensive coverage of econometrics and statistics. For a long time the interface to the program betrayed its mainframe origins and its data handling facilities were primitive to say the least. A later interface introduced ODBC facilities which allowed the import of data from EXCEL but this was not user friendly.
My mail use of SHAZAM was to access various statistical facilities that might have been difficult to access in RATS or possibly GAUSS which were the other main programs that I would have used over the years. I no longer use SHAZAM as I find that my needs are better met with a mixture of Gretl and R and RATS.
JMulti is a very specialised program for particular type of time series analysis. Data transfer to it from Gretl could be achieved by simply editing data exported from Gretl in ASCII format in a text editor. If one needed the facilities in JMulti I do not think that this should cause any particular hardship. I would certainly use JMulti in this way perhaps working in parallel with the facilities in R.
John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
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John C Frain