NumXL Specifications
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Make finance modeling and time series in Excel by performing advanced econometric analysis.
NumXL Functions are organized into 11 categories: Descriptive Statistics - histogram, Q-Q plotting and autocorrelation function. Statistical Tests - mean, standard deviation, skew, kurtosis, normality, serial correlation (white-noise), ARCH effect, stationary and ADF unit root test. Transformation - BoxCox, difference, integral operators. Smoothing - weighted moving average, exponential smoothing and trend. ARMA Analysis - conditional mean modeling (ARMA/ARIMA/ARMAX), AirLine, U.S. Census X-12-ARIMA support. ARCH/GARCH Analysis - conditional volatility and heteroskedacity modeling (ARC/GARCH/E-GARCH/GARCH-M). Combo Models - log-likelihood, AIC, residuals diagnosis, parameters' constraints check, forecast. Factor Analysis - Generalized Linear Model. Date/Calendar - weekday and holiday calculations. Utilities - interpolation, statistical functions. Spectral Analysis - Discrete Fourier Transform.