Macrobond 1.12

The new version can be installed directly via the Macrobond platform by clicking the yellow line that appears on the screen or by selecting “Check for update” from the Help menu. If you need assistance, a description of how to upgrade is provided by the IT-department, which may be found here.

Selection of new functionality

Support for 64-bit add-ins

The major new feature of 1.12 is that Macrobond now supports 64-bit versions of Microsoft Office, EViews and MATLAB.

There are now two installation packages:

• The 32-bit installation package contains only the 32-bit versions of the add-ins. You have to install this package if you run on 32-bit versions of Windows.
• The new 64-bit installation package contains both the 32-bit and 64-bit versions of the add-ins and we recommend that you always use this package on 64-bit versions of Windows.

If you use the automatic upgrade functionality, you will always continue to use the same type of installation as before. To switch from the 32-bit to the 64-bit installation package, you need to run Setup as described on https://redir.macrobond.com/go/installation.

Note of important series

There is a new column in the lists of series results called “Notes” that shows an exclamation mark for important series.

You can move it or turn it off in the “Edit|Select columns” dialog.

New way to group in the Scalar analysis

We have added a new way of grouping series in the Scalar analysis called “Partition into”. There is also a new column called “Group” in the list of input series that illustrates which group each series goes into.

The new Statics analysis allows you to add several statistics for each series. You can specify the estimation sample range for each calculation and also determine if the resulting time series should cover the whole range or only the estimation range.

Disable month initials on chart x-axis

There is a new setting that controls if month initials, such as J, F and M, can be used when showing month labels on the x-axis:

Log change in Rate of change

There is a new setting in the Rate of change analysis for calculating the logarithmic change:

This calculates 100 x (Ln(xi)-Ln(xi-t))

Information about 5% tail in Histogram report

We have added another section to the report from the Histogram analysis containing not only the 1% but also the 5% tail expectations. This can be used to estimate Value at Risk (VaR) and Expected shortfall (ES).

No intercept in the Regression analysis

There is a new setting in the Regression analysis called “No intercept”. When this option is selected, the model is solved without a constant.