Learn more about Econometrics Toolbox

Version 1.3 (R2010a) Econometrics Toolbox Software

This table summarizes new features in V1.3 (R2010a).

New Features and Changes	Version Compatibility Considerations	Fixed Bugs and Known Problems	Related Documentation at Web Site
Yes Details below	Yes Summary	No	Printable Release Notes: PDF Current product documentation

New features and changes follow.

• Functions Being Removed

• Demo Showing Multivariate Modeling Of the U.S. Economy

• Lag Operator Polynomial Objects

• Leybourne-McCabe Test for Stationarity

• Historical Data Sets for Calibrating Economic Models

• New Organization and Naming Standard for Data Sets

• New Naming Convention for Demos and Example Functions

Functions Being Removed

Function Name	What Happens When You Use This Function?	Use This Function Instead	Compatibility Considerations
dfARDTest	Error	adftest	The new function syntax differs. Replace all existing instances of dfARDTest with the correct adftest syntax.
dfARTest	Error	adftest	The new function syntax differs. Replace all existing instances of dfARTest with the correct adftest syntax.
dfTSTest	Error	adftest	The new function syntax differs. Replace all existing instances of dfTSTest with the correct adftest syntax.
ppARDTest	Error	pptest	The new function syntax differs. Replace all existing instances of ppARDTest with the correct pptest syntax.
ppARTest	Error	pptest	The new function syntax differs. Replace all existing instances of ppARTest with the correct pptest syntax.
ppTSTest	Error	pptest	The new function syntax differs. Replace all existing instances of ppTSTest with the correct pptest syntax.

Demo Showing Multivariate Modeling Of the U.S. Economy

A new demo, "Modeling the United States Economy," develops a small macroeconomic model. This model is used to examine the impact of various shocks on the United States economy, particularly around the period of the 2008 fiscal crisis. It uses the multiple time series tools from the Econometrics Toolbox.

To run the demo in the command window, use the command echodemo Demo_USEconModel.

Lag Operator Polynomial Objects

The new LagOp polynomial class provides methods to create and manipulate lag operator polynomials and filter time series data, as well as methods to perform polynomial algebra including addition, subtraction, multiplication, and division.

Leybourne-McCabe Test for Stationarity

The new Leybourne-McCabe test function lmctest assesses the null hypothesis that a univariate time series y is a trend-stationary AR(p) process against the alternative that y is a nonstationary ARIMA(p,1,1) process.

Historical Data Sets for Calibrating Economic Models

The new data set Data_SchwertMacro contains original data from G. William Schwert's article "Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data," (Journal of Monetary Economics, Vol. 20, 1987, pp. 73–103.). These data are a benchmark for unit root tests. The new data set Data_SchwertStock contains indices of U.S. stock prices as published in G. William Schwert's article "Indexes of U.S. Stock Prices from 1802 to 1987," (The Journal of Business,Vol. 63, 1990, pp. 399–42.). The new data set Data_USEconModelcontains the macroeconomic series for the new demo Demo_USEconModel.

New Organization and Naming Standard for Data Sets

Econometrics Toolbox has a new set of naming conventions for data sets. Data set names are prefixed by Data_.

For full information on the available data sets, demos, and examples, see Data Sets, Demos, and Example Functions or type help econ/econdemos at the command line. For more information on Dataset Array objects, see dataset in the Statistics Toolbox™ documentation.

Compatibility Considerations

Replace any instances of load Old_Data with load and the new filename.

New Naming Convention for Demos and Example Functions

All demos and examples in the Econometrics Toolbox have been moved to the folder econ/econdemos and renamed according to the following convention:

• Demos are named Demo_DemoName

• Examples are named Example_ExampleName

For full information on the available, demos, and examples, seeData Sets, Demos, and Example Functions or type help econ/econdemos at the command line.

Econometrics Toolbox Release Notes

Version 1.2 (R2009b) Econometrics Toolbox Software

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