I want to create a new calendar "on my mac" but the item is missing in calendar.app v. 8 I have migrated to Mac OS X 10.10 Yosemite. Sometimes I use an 'on my mac' calendar. I just wanted to create one for one of my projects, but I can only see "Exchange", "google" and "iCloud" but I don't want any of those, just a local one. 

The menu item is not there anymore. What setting am I missing?
To create local calendar on Yosemite (when no such option is available via File menu) navigate to calendar in Other section in the sidebar, select one and right click, then select New Calendar. This should create calendar in On My Mac section (local).