EasyReg International, 2003 versions

Differences between the versions December 2, 2002 and July 21, 2003:

A bug in the simulated p-values of my unit root tests against nonlinear trend stationarity has been repaired. The first time the simulated p-values are OK. However, if you repeat the test and the simulation of the p-values, the simulation results were wrong. The reason was that the stored frequences were not initialized. Thanks to Dave Cushman for pointing this problem out to me.
There was another, non-essential, bug in the unit root module. After conducting the ADF test or the Phillips-Perron test, the next window asks you whether you want to simulate p-values. The window caption displayed the correct test, but in the box in the window the reference was invariably to the Breitung test. This bug has been repaired. Thanks to Matthew Yeung for bringing this problem to my attention.
A new transformation, LogGamma(z), which is the log of the Gamma function, has been included in the user-defined nonlinear models modules ML, NLLS and NLGMM.
The import of picture files in Paint did not work properly in Europe. It does now.
When running the ADF 2 and the ADF 3 unit root tests, in both cases the output said: "H0 Unit root with drift; H1 Linear trend stationarity", which is obviously incorrect for the ADF 2 test. This bug has been repaired. Thanks to Christian Matthes for pointing this out to me.

Differences between the versions July 21, 2003 and August 29, 2003:

A new Help item has been included, explaining how to setup a model if the dependent variable Y is bounded between zero and one, for example if Y is a fraction.
The option Find and/or open Microsoft Excel in the File menu did not work properly under Windows XP. It does now.
A non-essential bug in the Johansen cointegration module (COINTJ) has been repaired. If you run this module the first time it was OK, but if you next run other options for the deterministic part of the vector error correction model the new output was appended to the previous output, which was confusing.

Differences between the versions August 29, 2003, and October 30, 2003:

Bug repairs
- If you extend a (linear or nonlinear) regression model with ARCH or GARCH errors, and some of the (G)ARCH parameters are zero or too close to zero, the procedure for calculating the score vector by numerical differentiation may not work, which then results in the error message: "Error in log-likelihood function. Program aborted!". This problem has been solved by setting the lower bounds of the (G)ARCH parameters equal to 1.E-20.
- If in the Johansen cointegration analysis module (COINTJ) you click "References" then the references to Soren Johansen's papers will be displayed. However, due to a bug these references were not written to the output file. This has been fixed.
Additions and improvements
1. The full screen option only worked well with the following screen sizes:
  - 800 x 600
  - 960 x 720
  - 1024 x 768
  - 1152 x 864
  - 1280 x 960
  - 1280 x 1024
  This limitation has been removed, so that now all screen sizes are supported.
2. The ARIMA and OLS modules (including the module NEXTARMA which extents OLS models to models with ARMA errors) now also compute and display the Akaike, Hannan-Quinn and Schwarz information criteria (upon requests from EasyReg users).
3. A new module has been included which checks whether upgrades of EasyReg modules (EXE files) and auxiliary files (such as PDF files, but not the guided tours and the database files) are available, and if so allows you to download these files directly from the web as self-extracting WinZip files. This module is accessible via "WWW > Upgrade EasyReg to the latest version", provided that the EasyReg folder is not write protected (if the EasyReg folder is write protected this menu item will not be displayed). EasyReg is a project in progress, and therefore updates come available regularly. Since usually only a few system files are upgraded each time, downloading the upgraded files via this module may be faster than via the EasyReg download web page. However, due to first item all the EasyReg modules have been recompiled, so that for this release the upgrade procedure via the EasyReg download web page will be as fast as the new procedure.
4. In the continuous distribution module (PVAL) the option has been added to compute tables of critical values of the t, chi-square, and F distributions.
5. In response to a query by an EasyReg user whether it possible to run EasyReg from CD without installing it on the host computer, two new menu items have been added to the File menu, namely:
  - Copy the Windows system files to the EasyReg folder.
  - About copying the Windows system files to the EasyReg folder.
  The latter item provides the following information:
  EasyReg uses Windows system files such as dynamic link libraries (*.DLL files) and ActiveX controls (*.OCX files). Upon installation of EasyReg these files are copied to the Windows system folder. However, it is possible to copy these Windows system files back to the EasyReg folder, via File > Copy the Windows system files to the EasyReg folder, provided that an uninstall file (*UNST.LOG or *UNST.000) is available (because the Windows system files involved are read from this uninstall file), and the EasyReg folder is not write protected. Then a file AUTORUN.INF will be copied to the EasyReg folder as well.
  Next, copy the entire contents of the EasyReg folder including these Windows system files to a CD, and make the CD readable in any CD-Rom drive. Note that only the contents of the EasyReg folder should be copied to CD, not the EasyReg folder itself. Then you can run EasyReg from CD on any Windows host computer without installing it. Since the CD is usually write protected, EasyReg will run via EASYREGN.EXE, similarly to the network version. The program EASYREGN.EXE is automatically activated by AUTORUN.INF after inserting the CD in the CD-Rom drive.
  Note that these new menu items are only displayed if the EasyReg folder is not write protected.