Key Details of NumXL

  • Make finance modeling and time series in Excel by performing advanced econometric analysis
  • Last updated on 11/01/23
  • There have been 2 updates within the past 6 months
  • The current version has 0 flags on VirusTotal badge_icon

Developer's Description

Make finance modeling and time series in Excel by performing advanced econometric analysis.
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. Factor Analysis - Generalized Linear Model. Date/Calendar - weekday and holiday calculations. Utilities - interpolation, statistical functions. Spectral Analysis - Discrete Fourier Transform.



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Full Specifications

GENERAL
Release
Latest update
Version
1.68.7
OPERATING SYSTEMS
Platform
Windows
Operating System
  • Windows XP
  • Windows 10
  • Windows 8
  • Windows 11
  • Windows Vista
  • Windows 7
Additional Requirements
Microsoft Office/Excel 2010/2013/2016/2019/365
POPULARITY
Total Downloads
8,722
Downloads Last Week
1

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