NumXL Changelog

What's new in NumXL 1.68.7.45184

Sep 16, 2023
  • [Fixed] Code signed all executables in the NumXL distribution using the renewed code signing certificate.
  • [Enhanced] Updated third-party software components (e.g., Intel One API MKL 2023.2, X-13ARIMA-SEATS, etc.).

New in NumXL 1.68.6.45089 (Jun 15, 2023)

  • [Enhanced] Updated 3rd party components (e.g., Intel Open API MKL).
  • [Enhanced] The installer checks and, if missing, installs the latest Visual C++ 2015-2022 runtime libraries.
  • [Fixed] GLM_FORESD(.) misinterpreted the value of the shape factor of the link function.
  • [Enhanced] The model-based simulation functions (i.e., *_SIM(.)) are non-volatile.
  • [Fixed] The model calibration (*_CALIBRATE(.)) and the parameters standard errors (*_ERRORS(.)) functions return #VALUE!.
  • [Fixed] X13ASCOMP(.) returns the output series in ascending chronicle order, regardless of the chronicle order of the input dataset.
  • [Enhanced] Revised the localized text on calendars and holiday names.
  • [Fixed] Johansen Cointegration Test function returns #VALUE! for data sets with two variables.
  • [Fixed] The check for update dialog title bar shows version 1.67.
  • [Fixed] Check for updates always advises the user of new version availability.
  • [Fixed] NxReplace(.) returns #VALUE! when the replace text argument is missing or empty.
  • [Fixed] NxTokenize(.) returns #VALUE! when the delimiter argument is a white space.
  • [Fixed] SLR_GOF(.) returns #VALUE! for the following return types: 4 = LLF, 5 = AIC, and 6 = BIC.

New in NumXL 1.68.5.44961 (Feb 5, 2023)

  • [Fixed] X12ACOMP() returns NA for all values.
  • [Fixed] DFT Wizard does not apply the missing values treatment selection in the output formulas.
  • [Fixed] X13-ARIMA-SEATS wizard does not support datasets that start with one or more missing values.

New in NumXL 1.68.5.44959 (Feb 2, 2023)

  • [Changed] Added manifest XML metadata to NumXL binaries.
  • [Changed] Updated the X-13ARIMA-SEATS to the latest version, 1.1 Build 59.
  • [Changed] Revised NxTokenize(.) Implementation to support negative order to designate the end of the token list.
  • [Enhanced] The NxTokenize(.) supports multiple separator characters.
  • [Enhanced] Revised NxArrat(.) to accept either a single cell/value, row, or column in any of its arguments list.
  • [Fixed] The NxFlatten(.) returns an error if any X or Y levels are not numbers.
  • [Fixed] In a few cases, the output series values are not updated when the X-13ARIMA-SEATS model’s specification(s) are changed.

New in NumXL 1.68.4.44820 (Sep 20, 2022)

  • [Changed] Add a new interpolation method: Nearest Neighbor in NxINTRPL(.).
  • [Changed] Add a new interpolation method: Nearest Neighbor in NxINTRPL2D(.).
  • [Changed] The -1 (not 0) index refers to the last element in NxSubset(.).
  • [Fixed] NxNWKDY(.) fails to return the last weekday occurrence in a given month.
  • [Fixed] NxIsWeekend(.) fails to report dates that fall on weekends.
  • [Fixed] NxCalendars(.) does not return a list of supported calendars if the prefix argument is blank.
  • [Fixed] NxHLDYName(.) does not return a list of supported holidays if the prefix argument is blank

New in NumXL 1.68.3.44810 (Sep 7, 2022)

  • [Fixed] INTRPL2D(.) returns an error for a data set with one or more missing values.
  • [Changed] NxFold(.) returns X and Y levels as additional output types.
  • [Changed] Updated U.S. Census X13ARIMA-SEATS program to version 1.1 (Build 59)

New in NumXL 1.68.2.44718 (Jul 1, 2022)

  • New: Support for Portfolio risk statistics and enhancements for the
  • Kernel density estimation (KDE): bandwidth optimization, CDF, VaR, Domain Bounds,
  • etc.

New in NumXL 1.68.2.44717 (Jul 1, 2022)

  • Fixed:
  • Migrating the X-12-ARIMA model to an equivalent X-13ARIMA-SEATS model causes Excel to freeze and stop responding in a few use-case scenarios.
  • Enhanced:
  • Updated resources (EN/ES) for the X-13ARIMA-SEATS wizard and output report.

New in NumXL 1.68.1.44705 (Jun 6, 2022)

  • [Enhanced] Redirected the new uninstall survey hosted on numxl.com.
  • [new] Portfolio risk-statistics worksheet functions:
  • NxCAGR Calculates the Compound Annual Growth Rate (CAGR).
  • NxDWS Calculates the Downside Deviation (DWS).
  • NxMDD Calculates the Maximum Drawdown (MDD).
  • NxMCR Calculates the Up-/Down-Market Capture Ratio (MCR).
  • NxVaR Calculates the Historical/Theoretical VaR.
  • NxCVaR Calculates the Historical and Theoretical (Normal and log-Normal) Conditional VaR (CVaR).
  • NxSharpe Calculates the Sharpe ratio.
  • NxTreynor Calculates the Treynor ratio.
  • NxCalmar calculates the Calmar ratio.
  • NxCAPM calculates the CAPM Beta.
  • NxJensen calculates the Jensen Alpha.
  • [KDE Enhancement] Support for single- and double-bound domains using positive reflection (Silverman) or via transform functions (log, power, logit, probit, and cloglog).
  • [KDE Enhancement] Support for new output types: Cumulative density function (CDF) and its inverse, and bandwidth value.
  • [KDE Enhancement] Support for calculating optimal bandwidth using Silverman rule-of-thumb or direct plug-in (Sheather & Jones)
  • Unbiased cross-validation
  • KDE-based Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR).
  • Revised KDE wizard.
  • [Enhancement] Support for arbitrary lower and upper bound for logit, probit, and cloglog functions.
  • [Enhancement] Support for lower/upper bounds for x-domain in Box-Cox transform function.
  • [Enhancement] Support of negative values for the start/finish arguments in NxSubset(.) to designate offsets relative to the dataset end.
  • [Fixed] The ADF Test returned invalid critical values and P-Value in a few cases.
  • [Enhanced] Revised the ADF Test distribution tables with more granular entries: sample size and percentiles.
  • [Enhanced] The SUBNA(.) function support interpolation for a single or multiple times series in a single call.
  • [Fixed] The NxFlatten(.) function returns X-Level values for both X and Y.

New in NumXL 1.67.18.0 (Mar 14, 2022)

  • [Enhanced/ UX] Support for in local configuration in the user local profile directory.
  • [Enhanced/ UX] Preserve user local profile between version updates.
  • [Changed] Reorganization of NumXL registry settings for the current user.
  • [Fixed] The PCA wizard disables the OK if the worksheet name contains leading/trailing space(s).
  • [Fixed] The Check update dialog disables the “What’s New” button if no new update is available.
  • [Enhanced] Revised the menu and toolbar’s help tips popup in Excel.

New in NumXL 1.67.17.0 (Mar 14, 2022)

  • [Fixed] PCA and MLR wizard generate tables with #VALUE!.

New in NumXL 1.67.16.0 (Mar 14, 2022)

  • [Fixed] Forecast Wizard generates an empty table when the input time series starts with a missing value (#N/A).
  • [Fixed] The Spanish version of X13ARIMA-SEATS wizard has few labels and help tips in English.
  • [Fixed] The download button in the Check Update dialog opens the release note web page.
  • [Enhanced] Update few third-party dependencies to their most recent versions.

New in NumXL 1.67.15.0 (Mar 14, 2022)

  • [Fixed] Using the manual activation method, the NumXL License Manager fails to validate activation codes for perpetual-type licenses.

New in NumXL 1.67.14.0 (Dec 28, 2021)

  • [New] Full support for U.S. Census X13ARIMA-SEATS seasonal adjustment software, modeling, and forecasting in Microsoft Excel.
  • [New] Provide a mechanism to migrate existing X12A models to equivalent X12ARIMA-SEATS models.

New in NumXL 1.66.44235.1 (Feb 24, 2021)

  • [Enhancement] Disabled the pop-up dialog when activating NumXL add-in. When loading the add-in into Excel programmatically, the pop-up dialog disrupted the script.

New in NumXL 1.66.44070.1 (Aug 30, 2020)

  • [Enhancement] Support for X12ARIMA lazy-loading of user's model files from disk.

New in NumXL 1.66.43927.1 (Jul 1, 2020)

  • Fixed: Failed to validate the semi-annual license activation for
  • obscure cases where number of days between today and next renewal date exceed 182
  • days.
  • Fixed: Incorrect Help file shortcut in the NumXL start menu.
  • Fixed: Incorrect subscription mode in the About NumXL box

New in NumXL 1.66.43860.1 (Jan 30, 2020)

  • [Fixed] Failed to validate the semi-annual license activation for obscure cases where number of days between today and next renewal date exceed 182 days.
  • [Fixed] Incorrect Help file shortcut in the NumXL start menu.
  • [Fixed] Incorrect subscription mode in the About NumXL box.

New in NumXL 1.66.43798.1 (Dec 2, 2019)

  • [New] forecast performance measure - MDA.
  • [New] Statistical Sampling functions - NxShuffle, NxSort, NxChoose, NxSubset.
  • [New] Technical analysis: moving-average NxMA , and exponential moving average NxEMA.
  • [New] filters: NxCMA (MA, Henderson, Spencer, etc.), NxSMA (Seasonal MA).
  • [Enhanced] Interpolation (1-D): added two spline interpolation methods: Akima and Steffen's (monotonic) - NxINTRPL
  • [New] Interpolation (2-D): two(2) dimensional bi-linear and bi-cubic interpolation methods.
  • [New] Non-parametric one(1) dimensional Regression:
  • K nearest neighbor (K-NN) regression - NxKNN
  • Kernel Regression - NxKREG
  • Local Regression - NxLOCREG

New in NumXL 1.65.43791.1 (Nov 25, 2019)

  • [Fixed] Calendar and Holiday functions return #N/A!

New in NumXL 1.65.43754.1 (Oct 17, 2019)

  • [Fixed] Error in ADF Test statistics calculation for small-sized (e.g. 12) data set with large number of lags (e.g. 10).

New in NumXL 1.65.43740.1 (Oct 17, 2019)

  • [Enhancement] Toolbar VBA code changes to mitigate issues caused by Microsoft Windows update (KB4511553).

New in NumXL 1.65.43698.1 (Oct 17, 2019)

  • [Enhanced] Redirect license activation requests to our new platform, for more timely response.

New in NumXL 1.65.43628.1 (Jun 26, 2019)

  • Fixed:
  • Manual activation network timed out. Updated the activation page URL directly to www.spiderfinancial.com.

New in NumXL 1.65.43621.1 (Jun 6, 2019)

  • [Fixed] :
  • Multiple regression wizard generates empty output tables if worksheet name has blank(s).
  • [Enhanced] :
  • Support for worksheet names with embedded special characters (e.g. apostrophe, single/double-quote, exclamation mark, etc.).

New in NumXL 1.65.43619.1 (Jun 4, 2019)

  • [Fixed] Multiple regression wizard generates empty output tables if worksheet name has blank(s).

New in NumXL 1.65.43609.1 (May 27, 2019)

  • [Enhanced] Allow user to select target installation directory.
  • [Enhanced] Updated 3rd party components (e.g. MKL).
  • [Fixed] E-mail address validation rule(s) in License Manager.

New in NumXL 1.65.43485.1 (Feb 5, 2019)

  • [Fixed] Windows 10 requests elevated mode permission to run NumXL license manager.

New in NumXL 1.65.43334.1 (Aug 23, 2018)

  • [Enhancement] Resigned all binary files with the renewed digital secure certificate.

New in NumXL 1.65.43067.1 (Nov 29, 2017)

  • [Fixed] Fourier Transform wizard throws an error in a worksheet with a very long worksheet tab names.

New in NumXL 1.65.42930.1 (Jul 17, 2017)

  • [Fixed] Excel crashes when Quantum XL (From SigmaZone) and NumXL Add-ins are both enabled/Loaded in Excel.

New in NumXL 1.65.42922.1 (Jul 13, 2017)

  • [Enhanced] Support for multiplicative trend/seasonality type when log-transform is enabled in the GESMTH function.

New in NumXL 1.65.42908.1 (Jun 26, 2017)

  • [Enhanced] Installer verifies that Windows OS and Microsoft Excel meet the minimum requirements.

New in NumXL 1.65.42892.1 (Jun 6, 2017)

  • [Fixed] On Windows 7/8/8.1 machines with missing required UCRT Windows Update (KB2999226), an error is triggered upon Excel startup: "Error during initializing the locality system".

New in NumXL 1.65.42885.1 (May 30, 2017)

  • [Fixed] GESMTH return #N/A, when trend-type is set to None (0).
  • [New] (Windows 10 requirement) Dual Code Signing with SHA1 & SHA256 hashing Algorithm for NumXL components.
  • [New] (Windows 10 requirement) Time-stamping the NumXLUI (Toolbar) VBA code signing certificate using SHA256 Algorithm.

New in NumXL 1.65.42872.1 (May 22, 2017)

  • [New] Forecasting performance measures: MASE, PB, MSE, MRAE, MdRAE, GMRAE, etc.
  • [New] Generic single seasonality exponential smoothing function.
  • [New] Support for additive/multiplicative seasonality, (damped) additive/multiplicative trend, adjustment for forecast error auto-correlations, and more.
  • [Enhanced] Integration help system in Excel with online documentation.
  • [Enhanced] Revamped the calibration of the optimal smoothing parameters for existing functions.
  • [Enhanced] Performance enhancements and efficient memory utilization.
  • [Fixed] Several reported defects and bugs.

New in NumXL 1.64.42788.1 (Feb 24, 2017)

  • [Fixed] In Excel 2007, the X12-ARIMA wizard throws an error when user presses "run" button.

New in NumXL 1.64.42751.1 (Jan 17, 2017)

  • [Fixed] Excel Solver crashes under Windows 7 (32-bit) with one(1) (or less) GB of memory.

New in NumXL 1.64.42740.1 (Jan 10, 2017)

  • [Fixed] Selecting non-empty output cells range triggers an error in multi-colinearity test wizard.

New in NumXL 1.64.42727.1 (Jan 3, 2017)

  • [New] Multi-language support infrastructure support.
  • [New] Include Spanish localization.
  • [New] Support for Re-sampling functionality.
  • [New] Support for periodogram functionality.
  • [Enhanced] Auto-detect subscription renewal, and automatic license reactivation.
  • [Dropped] Support for Installing NumXL for all users on local machine.
  • [Dropped] Support for Excel 97/2003. Minimum requirement for running NumXL is Excel 2007 or later.

New in NumXL 1.63.42643.1 (Oct 10, 2016)

  • [Enhanced] Added support for calculation method for the ACF to include sample ACF, periodogram based estimate, and cross-correlation based estimate.

New in NumXL 1.63.42636.1 (Sep 25, 2016)

  • [Fixed] NumXL fails to properly-interpret the activation code(s) of newly issued annual license keys.

New in NumXL 1.63.42622.1 (Sep 25, 2016)

  • [Update] Renew the secure digital code signature.

New in NumXL 1.63.42534.1 (Jul 6, 2016)

  • [Fixed] ARMA, ARIMA, and SARIMA: When P or Q is zero, these wizards generated bad values in the model output table.

New in NumXL 1.63.42502.1 (May 18, 2016)

  • [Fixed] KDE wizard does not accept bandwidth value in an international format.
  • [Fixed] KDE and DFT Wizards throw an error when using the backspace and clear the content of fields.

New in NumXL 1.63.42402.1 (Feb 4, 2016)

  • [Fixed] Updated the online resources links.

New in NumXL 1.63.42297.1 (Nov 17, 2015)

  • [Fixed] Support for Microsoft Office 2016.

New in NumXL 1.63.42194.1 (Jul 28, 2015)

  • [Fixed] Error in EWXCF calculation for very small sample sizes.

New in NumXL 1.63.42058.1 (Feb 24, 2015)

  • [Fixed] Error in MLR_FORE output when using mask variable.

New in NumXL 1.63.41975.1 (Dec 3, 2014)

  • [Fixed] A space in the worksheet name causes MLR (and step-wise regression) wizard to output empty tables.

New in NumXL 1.63.41911.1 (Sep 30, 2014)

  • [Fixed] Replaced the expired code signing certificate with a new one.

New in NumXL 1.63.41841.1 (Sep 30, 2014)

  • [Fixed] NumXL regression wizard triggers an error: internal error in hidden module "utilities".

New in NumXL 1.63.41824.1 (Jul 5, 2014)

  • [Fixed] NumXL wizards trigger an internal error when worksheet name contains space, comma or hyphens.
  • [Fixed] NumXL wizards trigger an internal error when input and output cells ranges span multiple worksheets.
  • [Fixed] Stationary test wizard triggers an error when user enters manually (keyed in) the cells address (e.g. b4:b112) rather than selecting cells
  • [Fixed] The "About NumXL" dialog shows incorrect release name (i.e. DEWDROP).

New in NumXL 1.63.41810.1 (Jun 21, 2014)

  • [Fixed] MLR_FORE returns bad values when used with one independent variable (i.e. SLR).

New in NumXL 1.63.41794.1 (Jun 5, 2014)

  • [New] New models: ARIMA, SARIMA, ARMAX and SARIMAX
  • [New] Model-based and Monte-Carlo Simulation Support.
  • [New] Support for Incomplete (or partial) lags list in ARMA-family models.
  • [New] Support for calculating optimal coefficients' values in the model wizard.
  • [New] Generate excel-type notes in the output labels or headers cells to illustrate their meaning/purpose.
  • [Enhanced] Revised functions for calculating optimal coefficient values and their standard errors.

New in NumXL 1.62.41788.1 (May 30, 2014)

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

New in NumXL 1.62.41787.1 (May 29, 2014)

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

New in NumXL 1.62.41722.1 (Mar 26, 2014)

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

New in NumXL 1.62.41709.1 (Mar 26, 2014)

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

New in NumXL 1.62.41694.1 (Feb 25, 2014)

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

New in NumXL 1.62.41687.1 (Feb 18, 2014)

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

New in NumXL 1.62.41684.1 (Feb 17, 2014)

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

New in NumXL 1.62.41681.1 (Feb 12, 2014)

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

New in NumXL 1.62.41674.1 (Feb 5, 2014)

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

New in NumXL 1.62.41673.1 (Feb 4, 2014)

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

New in NumXL 1.62.41670.1 (Feb 1, 2014)

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

New in NumXL 1.62.41669.1 (Jan 31, 2014)

  • [Fixed] Computation error in MAPE/SMAPE calculation

New in NumXL 1.62.41664.1 (Jan 28, 2014)

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

New in NumXL 1.62.41659.1 (Jan 21, 2014)

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

New in NumXL 1.62.41641.1 (Jan 3, 2014)

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

New in NumXL 1.62.41630.1 (Dec 23, 2013)

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

New in NumXL 1.62.41624.1 (Dec 17, 2013)

  • [Fixed] For non-US Excel users, the regression wizard generates blank output tables (e.g. ANOVA, Stepwise, etc.).
  • [Fixed ] For non-US Excel Users, the cointegration wizard throws an error..

New in NumXL 1.62.41618.1 (Dec 11, 2013)

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

New in NumXL 1.62.41613.1 (Dec 6, 2013)

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

New in NumXL 1.62.41605.1 (Dec 6, 2013)

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

New in NumXL 1.62.41603.1 (Dec 6, 2013)

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

New in NumXL 1.61.41585.1 (Dec 6, 2013)

  • [Fixed] Excel Solver (in few cases) encounters an error while calibrating GARCH model.

New in NumXL 1.61.41578.1 (Dec 6, 2013)

  • [Fixed] ARMA model function (ARMA) causes Excel to crash in few situations.

New in NumXL 1.61.41556.1 (Dec 6, 2013)

  • [Fixed] Trend function (NxTrend) calculates the adjusted R-Squared, instead of plain R-Squared.

New in NumXL 1.61.41544.1 (Dec 6, 2013)

  • [Fixed] Stationary Test Wizard throws an error dialog for non-US Excel installations.

New in NumXL 1.61.41543.1 (Dec 6, 2013)

  • [Fixed] Regression and regression stability Wizards generate empty output tables for non-US Excel installations.

New in NumXL 1.60.41422.1 (May 29, 2013)

  • [Fixed] the winter's triple exponential smoothing functions returns #VALUE! in the first season, should returns #N/A.

New in NumXL 1.60.41418.1 (May 29, 2013)

  • The forecast icon in NumXL tab is disabled.

New in NumXL 1.60.41415.1 (May 29, 2013)

  • [Fixed] Unable to update to version 1.60

New in NumXL 1.60.41413.1 (May 29, 2013)

  • [New] Regression analysis and modeling
  • [New] Regression Stability Test (Chow test)
  • [New] Principal Component Regression (PCR)
  • [New] Principal Component Analysis (PCA)
  • [New] Multicollinearity tests

New in NumXL 1.56.41064.3 (May 29, 2013)

  • Fixed minor issues with histogram and EDF Functions.

New in NumXL 1.56.41061.1 (May 29, 2013)

  • Fixed minor issues with date and holidays Functions.

New in NumXL 1.56.41060.2 (May 29, 2013)

  • New functions for Date - date adjustment, date rolling, weekday and workdays calculation.
  • New functions for Weekend - Western, international weekends and long-weekends support
  • New functions for Holidays - U.S. and non-U.S. based holidays.
  • New function for Calendars - public/government and bank holidays calendars.
  • New functions for Utilities: pattern-based text searching/replace.

New in NumXL 1.55.41040.2 (May 29, 2013)

  • New functions for Trend analysis - linear, polynomial, power, exponential and logarithm.
  • New functions for Spectral analysis - Discrete Fourier Transform and its inverse.
  • New functions for Histogram (number of bins heuristics, bin limits), and empirical distribution function.
  • New function for empirical sample distribution probability and cumulative functions.
  • New functions for Descriptive Statistics: Inter-quartile range (IQR).
  • Revised the correlation function (XCF) to support additional calculation methods: Pearson, Spearman and Kendall.
  • New statistical significance test for the correlation factor (XCF) estimated by Pearson, Spearman and Kendall methods.
  • New statistical test for the correlation factor (XCF) estimated by Pearson, Spearman and Kendall methods.
  • New unit-root and stationarity test using the Augmented Dickey-Fuller (ADF) test.

New in NumXL 1.54.41030.2 (May 29, 2013)

  • Added functions for transform algorithms: Logit, Probit, complementary log-log, and added a new return (LLF) type for existing BoxCox.
  • Added descriptive statistics functions: MD, MAD, RMD, Quantile, RMS, Long-run variance (LRVar), Gini Coefficient, and Hurst Exponent.
  • Added function for time series smoothing techniques: (Winter's) triple exponential smoothing (account for seasonality).

New in NumXL 1.53.41025.1 (Apr 27, 2012)

  • Revised Documentation - Updated the help file and corrected the URL to our online documentation.

New in NumXL 1.53.41023.1 (Apr 27, 2012)

  • Added functions for transform algorithms: BoxCox, seasonal Difference (DIFF), Integration (INTG), etc.
  • Added functions for time series smoothing techniques: (Brown's) simple exponential smoothing, (Holt-Winters's) double exponential smoothing, (Brown's) Linear exponential smoothing, and, revamped weighted moving average function
  • Re-organized function categories: the functions are organized under nine categories: Descriptive stats, Statistical tests, Transform, Smoothing, ARMAi Analysis, GARCHi Analysis, Combo models, Factor Analysis, and Utilities.

New in NumXL 1.52.41018.1 (Apr 27, 2012)

  • Fixed Issue - Excel 2003 users get "Solver: an unexpected internal error occurred, ..." error message when they use the calibration menu and toolbar.

New in NumXL 1.52.41002.5 (Apr 4, 2012)

  • Enhanced support for annual licensing/subscription
  • Permitting NumXL to run in Full/Pro mode for 7 days (grace period) after fresh install without a license key
  • Various minor fixes

New in NumXL 1.52.40934.5 (Jan 28, 2012)

  • Enhanced GLM support:
  • support for Probit and complementary Log-Log link functions
  • Added UI wizard
  • Several new Functions for GLM calibration and forecast

New in NumXL 1.5.40708.1 (Jun 17, 2011)

  • Installation:
  • [NEW] (Start Menu) Custom icons, shortcuts
  • [NEW] (Start Menu) NumXL is now stored in own folder, rather than under Spider Financial
  • [NEW] (Start Menu) License Manager and uninstallation now available
  • [NEW] Can detect previous installation (SP3 and lower)
  • [NEW] Can detect whether Excel is running before installing or uninstalling
  • [REVISED] Installation time and pages have been cut down, enhancing user experience by removing unnecessary steps
  • [REVISED] Enhanced installation readability, use, and stability
  • [REVISED] Enhanced support for single-user installation
  • [UPDATED] New graphics, logo
  • [UPDATED] (License Manager) automatically launches at the end of installation, is not dependent on the installation any more (can be launched at a later time)
  • [UPDATED] (License Manager) Direct Connection automatically shows license key, if available/activated previously
  • [UPDATED] (License Manager) Manual Activation includes license key, if available, and machine ID
  • [FIXES] Miscellaneous code fixes and enhancements
  • [REMOVED] Documentation and case-studies from installation, moved to website
  • User Interface (UI):
  • [NEW] Airline, Forecast Models
  • [NEW] Nag Window
  • [NEW] Excel 2003 has now custom icons relevant to NumXL
  • [UPDATED] Excel 2007 and 2010 icons
  • [FIXES] Enchances usability, miscellaneous fixes
  • Documentation:
  • [UPDATED] New models, examples
  • [MOVED] Moved the documentation from the installer to the website
  • [REVISED] Help file

New in NumXL 1.0 Security Release (Oct 7, 2009)

  • No code/feature change.
  • Complying with software industry security policy and practices, Spider Financial signed (using CA-issued digital certificate) NumXL 1.0 package to ensure authenticity and integrity.

New in NumXL 1.0 (Aug 31, 2009)

  • New Excel functions to calibrate the user's model(s). The need for such functions arises in model's parameter stability and back-testing using rolling windows.
  • New support for building a hybrid models (e.g. ARMAi for the mean and GARCHi for the vol, GLM+ARMA for the mean and EGARCHi for the vol, etc.)
  • Added Generalized Linear model (GLM) to its list of supported model. The GLM is introduced to presemt linear models for exogneous factors (e.g.calendar events, economical data, etc.)
  • MINOR: NumXL clears the messages posted to EXCEL status bar upon loading.
  • NumXL UI added a calibration (i.e. model fitting) functionality to its menu and toolbar. Upon selection, NumXL initializes the Solver's Add-in fields with the selected model's values and launches it on screen.

New in NumXL 1.0 RC (Aug 31, 2009)

  • New Toolbars and menu - A new Add-in (NumXLUI) is written in VBAi and is designed to assist our users to automate the process of data analysis. The new Add-in includes Dialog box and wizard to capture user's input and insert the corresponding analysis blocks (with equations) into Excel worksheet.
  • New Tutorial document is available now to introduce basic principles of data analysis using NumXL. An online version is available too.
  • Redesigned the function categories to better-help our users find NumXL function.
  • Fixed minor issues in the help file related to the tree view.
  • Fixed minor problems in the Installer with regard to registering the add-in with Excel.
  • Removed Functions - TSAVG, TSSD, TSSKEW and TSXKURT: With the introduction of RMNA, our users can use EXCEL built-in functions to acheive the same goal. For INSTANCE, TSAVG(Data) is now equivalent to AVERAGE(RMNA(Data))
  • Added new Function - RMNA: RMNA removes missing values (#NA) from a given data set while preserving the original order of the series.
  • Performance revision - Revised the INTERPOLATE function to accept an array of target values and return array of values.

New in NumXL 1.0 Beta (May 5, 2009)

  • Added API to perform basis statistical test for the mean (TEST_MEAN),
  • standard deviation (TEST_STDEV), skewness (TEST_SKEW) and
  • excess-kurtosis (TEST_XKURT).
  • Added support for fat-tailed distributed innovations (Student t-distribution, GED) into GARCH/EGARCH/GARCH-M models.
  • Added S&P500 monthly, daily and weekly returns analysis examples.
  • Added Russell 2000 monthly, daily and weekly return analysis examples