NumXL 1.62 (Dewdrop)

Official version of NumXL 1.62 (1.62.41788.1)

For 32-bit version of Microsoft Office                            For 64-bit version of Microsoft Office

(May 29th, 2014) - NumXL 1.62.41788.1 (1.62 DEWDROP) Update 20

1. [Fixed]  MLR Wizard fails to generate ANOVA or Parameters table for data-set with 33000 or more observations.

(May 28th, 2014) - NumXL 1.62.41787.1 (1.62 DEWDROP) Update 19

1. [Fixed] GLM wizard generates invalid values for the calibrated parameters.
2. [Fixed] PCA Wizard is taking too long to generate the PCA output of a data-set with 200 or more factors.

(May 13th, 2014) - NumXL 1.62.41772.1 (1.62 DEWDROP) Update 18

1. [Fixed] The GARCH- in the mean (GARCH-M) generate invalid values for the parameters when user select GED or Student's t-distribution for shocks/innovations.

(May 6th, 2014) - NumXL 1.62.41765.1 (1.62 DEWDROP) Update 17

1. [Fixed] Error in the formulas generated by the Fourier (FFT) wizard for non-English Excel..

(Mar 24th, 2014) - NumXL 1.62.41722.1 (1.62 DEWDROP) Update 16

1. [Fixed] The formulas generated by the forecast wizard for ARMA(p,0) or ARMA(0,q) are invalid.

(Feb 24th, 2014) - NumXL 1.62.41709.1 (1.62 DEWDROP) Update 15

1. [Fixed] In few cases, the US Census x12a.exe program was taking long time to finish causing NumXL to time out.

(Feb 24th, 2014) - NumXL 1.62.41694.1 (1.62 DEWDROP) Update 14

1. [Fixed] In few cases, Excel solver fails to find optimal solution for GARCH models with GED or student's t distributed innovations.

(Feb 17th, 2014) - NumXL 1.62.41687.1 (1.62 DEWDROP) Update 13

1. [Fixed]  X12ARIMA model's identifier in few cases included spaces(s) breaking X12-related functions.
2. [Enhanced] Updated Intel Math Kernel Library (MKL) to version 11.1 (update 2) 

(Feb 11th, 2014) - NumXL 1.62.41681.1 (1.62 DEWDROP) Update 12

1. [Fixed]  X12ARIMA model's identifier in few cases included comma(s) breaking X12-related functions.

(Feb 2nd, 2014) - NumXL 1.62.41674.1 (1.62 DEWDROP) Update 11

1. [Enhanced]  Changed the minimum number of observations for an ADF test to 10.
2. [Enhanced]  Improved the resolution (i.e. number of entries) of the ADF probability tables.
3. [Enhanced] Added "trend-only" variant/scenario for the ADF test.

(Jan 31, 2014) - NumXL 1.62.41670.1 (1.62 DEWDROP) Update 10

1. [Fixed] WMA, NxTrend and exponential smoothing functions return #NUM! for very short  time series.

(Jan 30, 2014) - NumXL 1.62.41669.1 (1.62 DEWDROP) Update 9

1. [Fixed] Computation error in MAPE/SMAPE calculation..

(Jan 27, 2014) - NumXL 1.62.41664.1 (1.62 DEWDROP) Update 8

1. [Fixed] Compatibility issue with Office 2013 and Windows 8 (64-bit) causing X12ARIMA wizard to crash.

(Jan 20, 2014) - NumXL 1.62.41659.1 (1.62 DEWDROP) Update 7

1. [Enhancement] Revised Hurst Exponent function to support smaller data set (9 vs. 96).
2. [Enhancement] Support for Annis-Peters-LIyod algorithm for size-corrected Hurst component.
3. [Enhancement] Installer support for users' machine with multiple Excel installations.

(Jan 2, 2014) - NumXL 1.62.41641.1 (1.62 DEWDROP) Update 6

1.  [Fixed] The coefficients' initial values generated by GARCH Wizard are bad.

(Dec 16, 2013) - NumXL 1.62.41630.1 (1.62 DEWDROP) Update 5

1.  [New] Support for installing NUmXL on an unlimited number of machines.

 (Dec 10, 2013) - NumXL 1.62.41618.1 (1.62 DEWDROP) Update 3

1.  [Enhancement] EWMA detrends (i.e. subtracts the mean of) the input time series before it calculates the estimated volatility.
2. [Enhancement] EWMA uses the square of the first observation value for initial volatility .

(Dec 5, 2013) - NumXL 1.62.41613.1 (1.62 DEWDROP) Update 2

1. [Fixed] Error triggered by stationary test wizard on non-US excel users.
2. [Fixed] Default number of histogram bins is incorrect (i.e. 2).
3. [Fixed] Choosing an output range on a different worksheet than data triggers an error.

 (Nov 27, 2013) - NumXL 1.62.41605.1 (1.62 DEWDROP) Update 1

1. [Fixed] Upon upgrade from 1.61, the NumXL entries in Excel Add-ins manager are missing.

(Nov 24, 2013) - NumXL 1.62.41603.1 (1.62 DEWDROP)

1. [New] support for Hodrick-Prescott (HP) filters.
2. [New] support for cointegration testing.
3. [New] Support for convolution operator.
4. [New] NumXL Software development kit for VBA.