Variance-stabilizing transformation: Difference between revisions

Revision as of 23:40, 15 August 2013

Template:Infobox Software NumXL (Numerical Analysis for Excel) is an econometrics/time series analysis add-in for Microsoft Excel. Developed by Spider Financial, NumXL provides a wide variety of statistical and time series analysis techniques, including linear and nonlinear time series modeling, statistical tests and others.

Although NumXL is intended as an analytical add-in for Excel, it extends Excel’s user-interface and offers numerous wizards, menus and toolbars to automate the mundane phases of time series analysis. The features include summary statistics, test of hypothesis, correlogram analysis, modeling, calibration, residuals diagnosis, back-testing and forecast.

NumXL users come from various backgrounds of finance, economics, engineering and science. NumXL is used in academic and research institutions as well as industrial enterprises.

NumXL User's Interface

NumXL comes with an elaborate user-interface (i.e. menu and toolbar) and interactive wizards to improve the general usability of the software. The NumXL UI components automate some steps in time series analysis and modeling.

Using the UI components and the wizards, the user can specify the time series of interest, fine-tune the desired analysis options and designate the location on his/her worksheet for the output. NumXL generates the corresponding analysis blocks (with underlying formulas) in the designated location

Function Categories

NumXL Functions are organized into eleven(11) categories:

Descriptive Statistics

Autocorrelation function(ACF) and Partial autocorrelation function (PACF).
Cross-correlation functions - XCF and EWXCF
MD, RMD, MAD
Statistical Functions - Calculate the excess kurtosis of the standardized GED and Student's t-dist.
Empirical distribution functions: Histogram, EDF and KDE

Statistical Testing

Hypothesis Test for population mean, for standard deviation, for skewness and for excess kurtosis.
Normality test using Jarque–Bera test, Shapiro–Wilk test, and Chi-square test methods.
White-noise test - Serial correlation tests (Portmanteau Test, Ljung-Box test and modified Q-test).
Autoregressive Conditional Heteroskedasticity (ARCH) effect test.
Augmented Dickey-Fuller (ADF) unit-root test.
Multicollinearity test.
Regression Stability Test (Chow test).

Transform

Box-Cox and inverse Box-Cox transform.
Logit, Probit and complementary log log link functions and its inverse.
LAG or Backshift operator,
Seasonal difference operator
Time Series Integral operator
Add, Subtract, scale, and chronological order reverse functions.
Remove missing values from a time series.

Smoothing

WMA
Exponential smoothing functions: Brown's simple exponential, Holt-Winters double exponential, Brown's linear exponential, and Winters triple exponential smoothing functions.
Time Series Trend - Linear, polynomial, logarithmic, exponential, and power

Spectral Analysis

Date and Calendar

Weekday and workdays calculations
International weekend support
11 international Holidays support.

Distribution	Name	Link Function
Normal	Identity	$X β = μ$
Poisson	Log	$X β = \ln (\frac{μ}{1 - μ})$
Binomial	Logit	$X β = \ln (\frac{μ}{1 - μ})$
Binomial	Probit	$X β = Φ^{- 1} (μ)$
Binomial	Complementary log-log	$X β = \ln (- \ln (1 - μ))$

Support for Goodness of fit: LLF, AIC, Adjusted R-Squared, BIC/SIC and Deviance
Residual diagnosis.

Advanced (Combo) Models

Model Definition Function.
Mixed Model - likelihood function.
Goodness of fit - LLF, AICc, and model's diagnosis.

Utilities

Interpolation Functions - Flat forward/backward, linear, and cubic spline interpolation.

Compatibility with Microsoft Excel

NumXL's statistical analysis software is compatible with all Excel versions from version 97 to version 2013 (aka Office 365), and is compatible with the Windows 9x till Windows 8 (32 and 64-bit) systems.

Release history

Version^[1]	Release	Year	Release Date	Notes
NumXL 1.0	1.0	2009	October 1, 2009	Official release
NumXL 1.0		2010	January 5, 2010	Maintenance Release I
NumXL 1.0			January 26, 2010	Maintenance Release II
NumXL 1.0			September 2, 2010	Maintenance Release III
NumXL 1.5	1.5	2011	June 13, 2011	New version
NumXL 1.51	ORB		September 23, 2011	Maintenance release.
NumXL 1.51.40905.1			December 28, 2011	Maintenance release I
NumXL 1.51.40927.3		2012	January 19, 2012	Maintenance release II
NumXL 1.52.40934.5			January 26, 2012	New version
NumXL 1.52.41002.5			April 3, 2012	Maintenance release I
NumXL 1.52.41018.1			April 19, 2012	Maintenance release II
NumXL 1.53.41023.1	SAC		April 25, 2012	New version
NumXL 1.53.41025.1	SAC		April 26, 2012	Maintenance release I
NumXL 1.54.41030.2	RED		May 2, 2012	New version
NumXL 1.55.41040.2	LYNX		May 11, 2012	New version
NumXL 1.56.41060.2	ZEBRA		May 31, 2012	New version
NumXL 1.57.41168.2	SINGA		September 17, 2012	New version
NumXL 1.58.41197.1	BAJA		October 16, 2012	New version
NumXL 1.59.41245.1	TUCSON		December 3, 2012	New version
NumXL 1.59.41288.1		2013	January 14, 2013	Maintenance Release I
NumXL 1.59.41295.1			January 21, 2013	Maintenance Release II
NumXL 1.59.41304.1			January 30, 2013	Maintenance Release III
NumXL 1.59.41325.1			February 19, 2013	Maintenance Release VI
NumXL 1.59.41339.1			March 6, 2013	Maintenance Release VII
NumXL 1.59.41341.1			March 8, 2013	Maintenance Release VIII
NumXL 1.59.41346.1			March 13, 2013	Maintenance Release IX
NumXL 1.59.41366.1			April 2, 2013	Maintenance Release X
NumXL 1.59.41372.1			April 8, 2013	Maintenance Release XI
NumXL 1.59.41374.1			April 11, 2013	Maintenance Release XII
NumXL 1.60.41413.1	APACHE		May 20, 2013	New version
NumXL 1.60.41415.1			May 21, 2013	Update 1
NumXL 1.60.41418.1			May 24, 2013	Update 2
NumXL 1.61.41445.1	BOLAS		June 20, 2013	New version
NumXL 1.61.41462.1	BOLAS		July 7, 2013	Update 1

References

43 year old Petroleum Engineer Harry from Deep River, usually spends time with hobbies and interests like renting movies, property developers in singapore new condominium and vehicle racing. Constantly enjoys going to destinations like Camino Real de Tierra Adentro.

External links

Template:Statistical software

↑ Template:Cite web

[growth-1] Template:Cite web

[1]

Variance-stabilizing transformation: Difference between revisions

Revision as of 23:40, 15 August 2013

Contents

NumXL User's Interface

Function Categories

Descriptive Statistics

Statistical Testing

Transform

Smoothing

Spectral Analysis

Date and Calendar

ARMA Modeling

ARCH/GARCH Analysis

Factor Analysis

Advanced (Combo) Models

Utilities

Compatibility with Microsoft Excel

Release history

See also

References

External links

Navigation menu

@@ Line 1: / Line 1: @@
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+{{Infobox Software |
+  name = NumXL|
+  logo =  [[File:NumXLlogo.png|100px | NumXL logo]]|
+  screenshot = [[File:Correlogram Analysis in Excel.png|thumb|Correlogram Analysis in Excel]] [[File:Time series forecast using AirLine model.png|thumb|Time series forecast in Excel Using NumXL]]|
+  caption = |
+  developer = Spider Financial Corp |
+  programming language = [[C++ (programming language)|C/C++]] |
+  released = April 15, 2009 |
+  latest_release_version = 1.61.41462.1 |
+  latest_release_date = {{release date and age|2013|07|07}}|
+  operating_system = [[Microsoft Windows|Windows]] |
+  status = Active |
+  genre = [[econometrics software]] |
+  license = [[Proprietary software|proprietary]] |
+  website = [http://www.spiderfinancial.com/ www.spiderfinancial.com] |
+  tutorials = [http://www.youtube.com/spiderfinancial/ YouTube videos] |
+}}
+'''NumXL''' (Numerical Analysis for Excel) is an econometrics/time series analysis add-in for [[Microsoft Excel]]. Developed by Spider Financial, NumXL provides a wide variety of statistical and time series analysis techniques, including linear and nonlinear time series modeling, statistical tests and others. <br/>
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+Although NumXL is intended as an analytical add-in for Excel, it extends Excel’s user-interface and offers numerous wizards, menus and toolbars to automate the mundane phases of time series analysis. The features include summary statistics, test of hypothesis, correlogram analysis, modeling, calibration, residuals diagnosis, back-testing and forecast.<br/>
+NumXL users come from various backgrounds of finance, economics, engineering and science. NumXL is used in academic and research institutions as well as industrial enterprises.
+== NumXL User's Interface ==
+NumXL comes with an elaborate user-interface (i.e. menu and toolbar) and interactive wizards to improve the general usability of the software. The NumXL UI components automate some steps in time series analysis and modeling.
+Using the UI components and the wizards, the user can specify the time series of interest, fine-tune the desired analysis options and designate the location on his/her worksheet for the output. NumXL generates the corresponding analysis blocks (with underlying formulas) in the designated location
+== Function Categories ==
+NumXL Functions are organized into eleven(11) categories:
+===Descriptive Statistics===
+* [[Autocorrelation|Autocorrelation function(ACF)]] and [[Partial autocorrelation function| Partial autocorrelation function (PACF)]].
+* [[Cross-correlation|Cross-correlation functions]]  - XCF and EWXCF
+* MD, RMD, MAD
+* Statistical Functions - Calculate the [[excess kurtosis]] of the standardized [[Exponential power distribution|GED]] and [[Student t distribution|Student's t-dist]].
+* Empirical distribution functions: Histogram, EDF and KDE
+===Statistical Testing===
+* Hypothesis Test for population mean, for standard deviation, for [[skewness]] and for [[excess kurtosis]].
+* [[Normality test]] using [[Jarque–Bera test]], [[Shapiro–Wilk test]], and Chi-square test methods.
+* White-noise test - Serial correlation tests ([[Portmanteau test|Portmanteau Test]], [[Ljung-Box test]] and modified Q-test).
+* [[Autoregressive conditional heteroskedasticity|Autoregressive Conditional Heteroskedasticity (ARCH)]] effect test.
+* [[Augmented Dickey–Fuller test|Augmented Dickey-Fuller (ADF) unit-root test]].
+* [[Multicollinearity| Multicollinearity test]].
+* [[Chow_test| Regression Stability Test (Chow test)]].
+===Transform===
+* [[Power transform|Box-Cox and inverse Box-Cox transform]].
+* [[Logit]], [[Probit]] and complementary log log link functions and its inverse.
+* [[Lag operator|LAG or Backshift operator]],
+* [[Lag_operator#Difference_operator|Seasonal difference operator]]
+* [[Integral operator|Time Series Integral operator]]
+* Add, Subtract, scale, and chronological order reverse functions.
+* Remove missing values from a time series.
+===Smoothing===
+*[[Weighted_moving_average#Weighted_moving_average|WMA]]
+* [[Exponential smoothing| Exponential smoothing functions: Brown's simple exponential, Holt-Winters double exponential, Brown's linear exponential, and Winters triple exponential smoothing functions]].
+* Time Series Trend - Linear, polynomial, logarithmic, exponential, and power
+===Spectral Analysis===
+* [[Discrete Fourier transform|Discrete Fourier Transform and inverse]].
+* [[Hodrick–Prescott_filter|Hodrick Prescott filter]].
+===Date and Calendar===
+* Weekday and workdays calculations
+* International weekend support
+* 11 international Holidays support.
+===ARMA Modeling===
+* [[Autoregressive moving average model|Autoregressive Moving Average (ARMA) model]]
+* AirLine Model
+* [[X-12-ARIMA]]
+* [[Goodness of fit]] - [[Likelihood function|LLF]], [[Akaike information criterion|AICc]] and model's diagnosis.
+* Forecast and back-testing
+===ARCH/GARCH Analysis===
+* Basic Operators - EWMA/EWV
+* [[GARCH#GARCH|GARCH Model]].
+* [[Autoregressive_conditional_heteroskedasticity#EGARCH|Exponential GARCH (E-GARCH) Model]].
+* [[Autoregressive_conditional_heteroskedasticity#GARCH-M|GARCH in the mean (GARCH-M) Model]].
+* Support for [[Gaussian distribution|Gaussian]], [[Student t distribution|Student's t]] and [[Exponential power distribution|GED]] distributed innovations/shocks.
+* [[Goodness of fit]] - [[Likelihood function|LLF]], [[Akaike information criterion|AICc]] and model's diagnosis
+===Factor Analysis===
+* [[Simple_linear_regression|Simple Linear Regression (SLR)]]
+* [[Multiple_linear_regression|Multiple Linear Regression (MLR)]]
+* [[Principal_component|Principal Component Analysis (PCA) and Principal component regression]]
+* [[Stepwise regression]]
+* [[Generalized linear model|Generalized Linear Model (GLM)]]
+* Support for the following Canonical link Functions:
+{| class="wikitable" style="background:white;"
+! Distribution !! Name !! Link Function
+|-
+| [[normal distribution|Normal]] || Identity || <math>\mathbf{X}\boldsymbol{\beta}=\mu\,\!</math>
+|-
+| [[Poisson distribution|Poisson]] || [[Natural logarithm|Log]] || <math>\mathbf{X}\boldsymbol{\beta}=\ln{\left(\frac{\mu}{1-\mu}\right)}\,\!</math>
+|-
+| [[binomial distribution|Binomial]] ||  [[Logit]]  ||<math>\mathbf{X}\boldsymbol{\beta}=\ln{\left(\frac{\mu}{1-\mu}\right)}\,\!</math>
+|-
+| [[binomial distribution|Binomial]] || [[Probit]]  || <math>\mathbf{X}\boldsymbol{\beta}=\Phi^{-1}{\left(\mu\right)}\,\!</math>
+|-
+| [[binomial distribution|Binomial]] || Complementary log-log   || <math>\mathbf{X}\boldsymbol{\beta}=\ln{\left(-\ln{\left(1-\mu\right)}\right)}\,\!</math>
+|}
+* Support for Goodness of fit: [[Likelihood function|LLF]], [[Akaike information criterion|AIC]], [[R-squared|Adjusted R-Squared]], [[Bayesian information criterion|BIC/SIC]] and [[Deviance (statistics)|Deviance]]
+* Residual diagnosis.
+===Advanced (Combo) Models===
+* Model Definition Function.
+* Mixed Model - [[likelihood function]].
+* [[Goodness of fit]] - [[Likelihood function|LLF]], [[Akaike information criterion|AICc]], and model's diagnosis.
+===Utilities===
+* [[Interpolation]] Functions - Flat forward/backward, linear, and cubic spline interpolation.
+==Compatibility with Microsoft Excel==
+NumXL's statistical analysis software is compatible with all Excel versions from version 97 to version 2013 (aka Office 365), and is compatible with the Windows 9x till Windows 8 (32 and 64-bit) systems.
+== Release history ==
+{| class="wikitable"
+|-
+! Version<ref name="growth">{{cite web | url = http://support.numxl.com/forums/21692403-Release-notes | title = NumXL Release Notes | author = NumXL Team}}</ref>!! Release !! Year !! Release Date !! Notes
+|-
+| NumXL 1.0
+| rowspan=4 | 1.0
+| 2009
+| October 1, 2009
+| Official release
+|-
+| NumXL 1.0
+| rowspan=3|2010
+| January 5, 2010
+| Maintenance Release I
+|-
+| NumXL 1.0
+| January 26, 2010
+| Maintenance Release II
+|-
+| NumXL 1.0
+| September 2, 2010
+| Maintenance Release III
+|-
+| NumXL 1.5
+| 1.5
+| rowspan=3|2011
+| June 13, 2011
+| New version
+|-
+| NumXL 1.51
+| rowspan=6 | ORB
+| September 23, 2011
+| Maintenance release.
+|-
+| NumXL 1.51.40905.1
+| December 28, 2011
+| Maintenance release I
+|-
+| NumXL 1.51.40927.3
+| rowspan=12|2012
+| January 19, 2012
+| Maintenance release II
+|-
+| NumXL 1.52.40934.5
+| January 26, 2012
+| New version
+|-
+| NumXL 1.52.41002.5
+| April 3, 2012
+| Maintenance release I
+|-
+| NumXL 1.52.41018.1
+| April 19, 2012
+| Maintenance release II
+|-
+| NumXL 1.53.41023.1
+| rowspan=2 | SAC
+| April 25, 2012
+| New version
+|-
+| NumXL 1.53.41025.1
+| April 26, 2012
+| Maintenance release I
+|-
+| NumXL 1.54.41030.2
+| RED
+| May 2, 2012
+| New version
+|-
+| NumXL 1.55.41040.2
+| LYNX
+| May 11, 2012
+| New version
+|-
+| NumXL 1.56.41060.2
+| ZEBRA
+| May 31, 2012
+| New version
+|-
+| NumXL 1.57.41168.2
+| SINGA
+| September 17, 2012
+| New version
+|-
+| NumXL 1.58.41197.1
+| BAJA
+| October 16, 2012
+| New version
+|-
+| NumXL 1.59.41245.1
+| rowspan=11 | TUCSON
+| December 3, 2012
+| New version
+|-
+| NumXL 1.59.41288.1
+| rowspan=15 | 2013
+| January 14, 2013
+| Maintenance Release I
+|-
+| NumXL 1.59.41295.1
+| January 21, 2013
+| Maintenance Release II
+|-
+| NumXL 1.59.41304.1
+| January 30, 2013
+| Maintenance Release III
+|-
+| NumXL 1.59.41325.1
+| February 19, 2013
+| Maintenance Release VI
+|-
+| NumXL 1.59.41339.1
+| March 6, 2013
+| Maintenance Release VII
+|-
+| NumXL 1.59.41341.1
+| March 8, 2013
+| Maintenance Release VIII
+|-
+| NumXL 1.59.41346.1
+| March 13, 2013
+| Maintenance Release IX
+|-
+| NumXL 1.59.41366.1
+| April 2, 2013
+| Maintenance Release X
+|-
+| NumXL 1.59.41372.1
+| April 8, 2013
+| Maintenance Release XI
+|-
+| NumXL 1.59.41374.1
+| April 11, 2013
+| Maintenance Release XII
+|-
+| NumXL 1.60.41413.1
+| rowspan=3 | APACHE
+| May 20, 2013
+| New version
+|-
+| NumXL 1.60.41415.1
+| May 21, 2013
+| Update 1
+|-
+| NumXL 1.60.41418.1
+| May 24, 2013
+| Update 2
+|-
+| NumXL 1.61.41445.1
+| rowspan=2 | BOLAS
+| June 20, 2013
+| New version
+|-
+| NumXL 1.61.41462.1
+| July 7, 2013
+| Update 1
+|}
+==See also==
+*[[EViews]]—A statistical package for Windows
+*[[gretl]]—an open source alternative to EViews
+*[[Rcmdr]]—an open source R-based alternative to SPSS
+*[[OxMetrics]]—an alternative econometrics package
+*[[Regression Analysis of Time Series|RATS]]
+*[[Comparison of statistical packages]]
+*[[AREMOS]]
+==References==
+{{Reflist}}
+==External links==
+*[http://www.spiderxl.com/products/numxl NumXL Home page]
+*[http://support.numxl.com/forums/21627562-getting-started-guide NumXL Getting Started]
+*[http://www.spiderfinancial.com/tips-demos NumXL Weekly Tips and Hints]
+*[http://support.numxl.com/forums/21692403-release-notes NumXL Release notes]
+*[http://support.numxl.com/categories/20078371-tutorial-videos NumXL Tutorial Videos]
+*[http://support.numxl.com/categories/20083076-Community NumXL Community]
+*[http://www.facebook.com/spiderfinancial NumXL Facebook]
+*[http://www.twitter.com/spiderfinancial NumXL Twitter]
+{{Statistical software}}
+[[Category:Econometrics software]]
+[[Category:Statistical software]]
+[[Category:Time series software]]

Variance-stabilizing transformation: Difference between revisions

Revision as of 23:40, 15 August 2013

NumXL User's Interface

Function Categories

Descriptive Statistics

Statistical Testing

Transform

Smoothing

Spectral Analysis

Date and Calendar

ARMA Modeling

ARCH/GARCH Analysis

Factor Analysis

Advanced (Combo) Models

Utilities

Compatibility with Microsoft Excel

Release history

See also

References

External links

Navigation menu

Search