NumXL is a Microsoft Excel add-in for econometrics and financial time series.
( 1 vote )
Shareware( $2 to buy )
Windows 8 Windows 7 Windows XP Windows Vista
May 13, 2014
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
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)