NumXL is a Microsoft Excel add-in for econometrics and financial time series.
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OS Support: Win2000, Win7 x64, WinXP, WinOther, WinServer, WinVista, Win7 x32, Win7 x32, Windows 8, Windows 10,
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Price: 200 USD (Buy Now)
Date added: 08 Nov 2016
Last Update: 30 Nov 2016
NumXL is a Microsoft excel add-in for econometrics and data analysis, designed to make finance modeling and time series easier to manage. You can perform all of your data work right in Excel. numxl allows you to apply advanced econometric analysis quickly and easily via an intuitive user interface. You can track and make changes to your data and share your analysis, modeling and results with just one file. In just a few clicks, you can analyze, build, validate, back-test and forecast your models.
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, etc.
- Factor Analysis - Generalized Linear Model
- Date/Calendar - weekday and holiday calculations
- Utilities - interpolation, statistical functions
- Spectral Analysis - Discrete Fourier Transform
NumXL Pro is compatible with all Excel versions from '97 to 2013 (34-bit and 64-bit) and with Windows 9x through Windows 8 systems.
Changes on the new version:
[Enhanced] Added support for calculation method for the ACF to include sample ACF, periodogram based estimate, and cross-correlation based estimate.
Available Translations: None