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Bugs fixed:

  • #278
  • #277
  • #276
  • #275
  • Bug causing the option SuccessOnly in Model/simulate not to work correctly

New features:

  • Nonlinear regressions in Explanatory, with regression coefficients named and numbered @(1), @(2) etc.
  • New property DateFunc in series.Serialize to parse date fields.
  • New static constructor ParameterizedArmani.fromArmani.
Assets 2

@jaromir-benes jaromir-benes released this Oct 18, 2020 · 20 commits to master since this release

This release is for Matlab R2019b and newer
For older versions of Matlab, download Release-20201018-Matlab-R2019a-And-Older

New features and enhancements:

  • New ARMA error specification and user data specification in @Explanatory equations and source files. Combine #AR{-k} #SAR{-k} #MA{-k} #SMA{-k} (case insensitive) to specify the ARMA terms to be estimated (AR and SAR are multiplicative, MA and SMA are multiplicative) using conditional maximum likelihood. Use hash tagged user data fields assigned a Matlab expression in equation labels to create user data fields. For instance
"Equation label text... #estimationStart=mm(2000,1)"
difflog(x) = @ + @*difflog(y) #AR{-1} #MA{-1} #SMA{-12};
  • New date specification in @Series/normalize. Enter a date or one of the strings "Start", "End", "BalancedStart", "BalancedEnd" (the latter two for multivariate time series) to specify the normalization date.

  • New property CommentsLocation in @ExcelSheet objects. The property enables to read comments for each time series when running retrieveDatabank.

Assets 2

@jaromir-benes jaromir-benes released this Oct 18, 2020 · 25 commits to pre-r2019b since this release

This release is for Matlab R2019a and older
For newer versions of Matlab, download Release-20201018-Matlab-R2019b-And-Newer

See the notes for this release

Assets 2

@jaromir-benes jaromir-benes released this Oct 8, 2020 · 39 commits to master since this release

Bugs fixed:

  • Fix bug in databank.backend.resolveRange. The bug caused -Inf:date or date:Inf to behave as -Inf:Inf in databank.range.

New features and enhancements:

  • Accelerate stacked time simulations with multiple frames in Model/simulate.
  • New function databank.filterFields; a more straighforward databank field filter. For Matlab R2019a and later.
  • New function databank.toSeries; consolidates multiple time series from a databank into a single time series object.
  • Remove the invisible UTF-16 character from Excel created CSV files.
Assets 2

@jaromir-benes jaromir-benes released this Oct 7, 2020 · 50 commits to master since this release

Bugs fixed:

  • Fixed a bug in the validation of the option Frequency in +databank/range.
Assets 2

@jaromir-benes jaromir-benes released this Oct 6, 2020 · 55 commits to master since this release

Bugs fixed:

  • Bug in a backend @parser.Preparser method. The bug caused very long load times for large models.
Assets 2

@jaromir-benes jaromir-benes released this Oct 5, 2020 · 64 commits to master since this release

Bug fixes:

  • #273
  • Bug when using the option Simulate in @Model/filter
  • Make char-string comparisons compatible with older versions of Matlab in isequal
Assets 2
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