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, KDE, EDF, Q-Q plotting and autocorrelation function - Statistical Tests - mean, standard deviation, skew, kurtosis, normality,colinearity, serial correlation (white-noise), ARCH effect, homogeneity, ADF unit root and cointegration test - Transformation - BoxCox, difference, integral operators - Smoothing - weighted moving average, exponential smoothing and trend - Simulation - Monte Carlo Simulation. - ARMA Analysis - conditional mean modeling (ARMA/ARIMA/ARMAX), SARIMA, 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, Principal Component Analysis (PCA), and Multiple Linear Regression (MLR) - Date/Calendar - weekday and holiday calculations - Utilities - interpolation, statistical functions - Spectral Analysis - Discrete Fourier Transform, Hoderick-Prescott filter, Baxter-King filter and Convolution 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.
LicenseFree to try
File Size27.26 MB
Operating System Windows 8 Windows 2003 Windows Server 2008 Windows 7 Windows Windows XP Windows 2000 Windows 10 Windows Vista
System RequirementsMicrosoft Office/Excel XP/2003/2007/2010/2013


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