NumXL is a Microsoft Excel Add-in for econometrics and financial time series analytics, designed to make finance modeling and time series easier to manage. You can perform all of your analysis right from Excel. NumXL allows you to apply advanced econometric analysis quickly and easily, track and make changes to your data instantly; 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 four categories: Statistical Tests for population distribution (mean, standard deviation, skew, kurtosis, normality, serial correlation (white-noise) and ARCH effect). Linear time series: conditional mean modeling (ARMA/ARIMA/ARMAX). ARCH/GARCH Analysis: conditional volatility and heteroskedacity modeling (ARC/GARCH/E-GARCH/GARCH-M). Advanced (Mixed) Models: log-likelihood, AIC, residuals diagnosis, parameters' constraints check, forecast. Utilities: Interpolation, statistical functions.


Key features:

- Population Mean, Variance, Skew, and Excess Kurtosis tests.

- Normality test - Jarque–Bera test, Shapiro–Wilk_test, and Chi-square test methods.

- White-Noise test - Portmanteau test, Ljung-Box test and modified Q-test.

- ARCH Effect test

- LAG and Difference operators

- Weighted-Moving Average (WMA)

- Exponential Weighted-Moving Average (EWMA)

- Correlation and Exponential-Weighted Correlation functions

- Autocorrelation and Partial-Autocorrelation functions

- Log-Likelihood Function (LLF)

- Akaike Information Criterion (AIC)

- Stability Check

- Residuals diagnosis

- In-sample and out-sample forecast

- Mean and confidence interval forecast

- Conditional and term-structure volatility forecast

- Long-run forecast

- Autoregressive Moving Average (ARMA, ARIMA and ARMAX)

- AirLine Model

- Generalized Linear Model (GLM)

- Generalized Autoregressive Conditional Heteroskedacity Models (ARCH/GARCH)

- Exponential GARCH

- GARCH in the Mean (GARCH-M)

1.51.40905.1 1.51 is licensed as shareware software for Windows operating system.

1.51.40905.1 is provided as a free to try download for all software users (Shareware).

Any request for software support or technical difficulties regarding 1.51.40905.1 must be addressed to its developers. Please be aware that we do NOT provide 1.51.40905.1 cracks, serial numbers, registration codes or any other forms of pirated software downloads.

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