Download the wb429p.exe file created on February 27, 2003, size=8.1MB

If you are a current user of SCA WorkBench, you may download this FREE upgrade to SCA WorkBench from this site at no cost. A new SCA Workbench Users Guide (PDF format) will be automatically installed on your computer during installation. If you also use the GARCH capabilities that are available from SCA WorkBench, you should also download the updated document on ARCH/GARCH Modeling in SCAB34S Using SCA WorkBench.

The files on this site are password protected. You may obtain the installation password, by sending an e-mail to "support@scausa.com". Please include your user identification code in the subject line of the e-mail.

• Generalized Threshold GARCH Modeling
• Regression plus GARCH Modeling
• Bivariate GARCH Modeling
• Build spreadsheet tasks that link into ASCII tab-delimited files with unlimited columns
• Task and Project execution without redirected focus between components
• Improved handshaking between WorkBench, SCAW32, SCAB34S, Excel, and other applications
• Build SCA data macro from data saved to the clipboard from any source (was limited to Excel previously)

Release 4.2.9 of SCA WorkBench provides the following fixes/modifications:

1. A bug was introduced in a preliminary release 4.2.9 of WorkBench (a December 2002 build date) that caused the Enhanced Time Series Modeling and Benchmarking environment to become non-functional and tasks in a project file to be skipped in execution. This has been corrected.
2. Fixed fatal error in the Enhanced Time Series Modeling and Benchmarking application when a file operation error was encountered (Error #53, a file operation error). Improved checking and handshaking capabilities were implemented.
3. Fixed fatal bug in System Profile. Prior to this fix, if the Enter key was pressed while in Working Directory text box it caused Workbench to terminate. This has been resolved.
4. When executing a project (multiple tasks), it was difficult to work with other programs (e.g., Word) because Workbench would take focus away from the other application at the end of each task that was executed. SCA WorkBench now launches the SCAW32 engine and SCAB34S engine in an alternative manner that avoids this problem.
5. Fixed bug in ARCH/GARCH Modeling application when user modified the parameter constraints in a one-pass GARCH estimation. Some constraint overrides were ignored. This has been corrected.
6. SCA WorkBench now provides regression plus GARCH estimation and advanced Bivariate GARCH estimation (SCAB34S applet required). Using the automatic script building features in WorkBench, these advanced modeling approaches are made simple to use. The user is also gven complete control over parameter starting values and boundries for the parameter estimates.
7. Modified the manner in which Excel, Word, Lotus, and other programs are launched from WorkBench. Objects are no longer created for these instanced programs in WorkBench due unresolved OLE problems related to freeing the established object and removing its reference. The result is cleaner and more stable communication between WorkBench and other programs where repeated instances of the same program may occur.
8. Modified the computation of the robust benchmarking statistics in the Enhanced Time Series Modeling and Benchmarking environment. These statistics now remove the influence of the forecasted outlier period as well the forecast period immediately after the outlier due to its carry over effect (see work by Chen and Liu).
9. Fixed bug in the looping capability of the Auto Task/Macro Builder capability related to a negative step value. The statement, %LOOP% I=100,1,-1 now functions appropriately.
10. Modified name of 'Save Data As' to 'Save Data on Clipboard As'. This feature has been generalized to build SCA data macro files from any information stored on the clipboard. A feature has also been added allowing the user to view the information on the clipbard before building the SCA data step.
11. Support for very large ASCII-based spreadsheets has been added in WorkBench. The manner in which the data on the spreadsheet is parsed has also been improved making the operation more efficient.

Previous Version Enhancements and Fixes

• More diagnostics for ARCH/GARCH Modeling
• More GARCH functional forms to choose from
• Data interfaces with Excel (Office XP)

Release 4.2.6 of SCA WorkBench provides the following fixes/modifications:

1. WorkBench now calls the SCAB34S NONLIN (and B34S ProSeries Econometric System) directly when estimating GARCH models. This improves the execution speed of GARCH estimation and improves the stability of the interface.
2. Many improvements have been implemented for ARCH/GARCH Analysis. Threshold GARCH model estimation has been implemented. Total control over GARCH parameter starting values and constraint bounds have been impelemented. The functional form of a GARCH model can be viewed by right-clicking on the model type for easy reference. The diagnostics have been improved for GARCH estimation. The graphics have been improved. Graphs can now be printed or saved to file. Restrictions have been removed on data series being brought into the GARCH modeling environment. The documentation has been improved. Workspace size for the SCAB34S NONLIN product can now be controlled from WorkBench. Data can automatically be aggregated using various criteria (e.g., intraday price->closing price). Data can be transformed using a variety of options. Plain ASCII data files can automatically be converted to SCA data macro format. And more.
3. Fixes have been made for the ARCH/GARCH Modeling Environment include mis-labled parameters in the output. In additon all reported scripting errors have been corrected.
4. The length of the variable buffer string was increased in the Auto Task/Macro Builder environment. This fixes problems related to the number of variables that can be processed at one time.
5. WorkBench now deletes SCA System temporary files whenever changing working directories or exiting the program. This avoids file conflicts when upgrading SCA software and conserves of disk space.

• ARCH/GARCH Modeling Interface
• SCAB34S Applet Interface
• Automatic Task/Macro Generator
• Generalized Time Series Model Parser

Release 4.2.4 of SCA WorkBench provides the following fixes/modifications:

1. The date of 12/31/2000 was not converted appropriately into YYYYMMDD format. This has been corrected.
2. If a non-existent directory is specified as a working directory in System Profile, a new directory is now created for the user. In previous versions, the user was required to create a new directory using Windows Explorer or DOS before setting the working directory.
3. A View Output button is now available in the "Edit/Run Task" dialog box and the "New Spreasheet Task" dialog box. In previous versions, the user was required to go to Task -> Review Output and select the output file for viewing.