NumXL v.1.68.5

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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.

Excel add-in for time series and statistics. NumXL is a Microsoft Excel add-in for econometrics and financial time series analysis, designed to make financial modeling and time series easier to manage. NumXL allows you to easily make forecasts, back-track and analyze them.

excel, data analysis, time series analysis, x-13arima-seats, seasonal adjustment, interpolation, dft, fft, discrete fourier transform, hurst exponent, smoothing, volatility, forecasting, kde, portfolio statistics, econometrics

 
  • NumXL
  • 1.68.5
  • 02 Feb 23
  • Spider Financial Corp
  • Windows 7, Windows 8, Windows 10, Windows 11, Windows Server, Windows Other
  •  
  • Shareware
  • 606 Kb
  • 1368
  • $625.00
 
 
Latest Versions History
Version Date Released Release Notes
1.68.5 02.02.2023 [Fixed] In a few cases, the output series values are not updated when the X-13ARIMA-SEATS modelâs specification(s) are changed.
 [Changed] Updated the X-13ARIMA-SEATS to the latest version, 1.1 Build 59.
 [Fixed] The NxFlatten(.) returns an error if any X or Y levels are not numbers.
1.68.4 16.09.2022 The -1 (not 0) index now refers to the last element in NxSubset
 New interpolation methods:
 Nearest Neighbor in NxINTRPL
 Nearest Neighbor in NxINTRPL2D
 Fixed:
 NxNWKDY fails to return the last weekday occurrence in a given month
 NxIsWeekend fails to report dates that fall on weekend
1.68.2 23.05.2022 New: Support for Portfolio risk statistics and enhancements for the Kernel density estimation (KDE): bandwidth optimization, CDF, VaR, Domain Bounds, etc.
1.67.14.0 06.12.2021 New: Support for US Census X13ARIMA-SEATS seasonal adjustment, modeling, and forecasting
1.66.43927 07.04.2020 Fixed: Failed to validate the semi-annual license activation for obscure cases where number of days between today and next renewal date exceed 182 days. Fixed: Incorrect Help file shortcut in the NumXL start menu. Fixed: Incorrect subscription mode in the About NumXL box.
1.66.43798.1 02.12.2019 [New] forecast performance measure - MDA [New] Statistical Sampling functions - NxShuffle, NxSort, NxChoose, NxSubset. [New] Technical analysis: moving-average NxMA , and exponential moving average NxEMA. [New] filters: NxCMA (MA, Henderson, Spencer, etc.), NxSMA (Seasonal MA).
 
 

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