News & Updates
Announcements
- ★ NumXL 1.65 (HAMMOCK) is Here!
- ★ NumXL 1.64 is here
- ★ NumXL SDK is here
- NumXL 1.63 is here
- License Agreement Updates
- NumXL 1.62 DEWDROP is here
Release Notes
- ★ NumXL 1.65 (HAMMOCK)
- NumXL 1.64 (Turret)
- NumXL 1.63 (Shamrock)
- NumXL 1.62 (Dewdrop)
- NumXL 1.61 (Bolas)
- NumXL 1.60 (Apache)
Tips & Demos
Surveys
Tutorial Videos
Overviews
Data Preparation
Descriptive Statistics
- Descriptive Statistics in Excel
- Creating a Histogram with Excel
- QQ Plotting in Excel
- Empirical Distribution Function (EDF) in Excel
- Kernel Density Estimation (KDE) in Excel
- Correlogram Analysis in Excel
Statistical Testing
- White-noise test in Excel
- Normality Testing in Excel
- ADF Stationary Test in Excel
- ARCH Effect Test in Excel
- Cointegration Test (Johansen)
- Regression stability test in Excel
Smoothing
Date & Calendar
ARMA Analysis
- ARMA Modeling and Forecast in Excel
- ARMA calibration in Excel
- ARMA forecast in Excel
- ARIMA Modeling and Forecasting Demo
- SARIMA Modeling & Forecasting Demo
- X-12-ARIMA demonstration in Excel
GARCH/ARCH Analysis
Factor Analysis
- GLM tutorial in Excel
- Regression Tutorial - Part 1
- Stepwise Regression Tutorial - Part 2
- Influential Data Regression Analysis - Part 3
- Regression Stability Testing - Part 4
- Principal Components Analysis (PCA) tutorial - Part 1
Spectral Analysis
Power Tools
Misc.
Frequently Asked Questions
Modeling
SDK
- Where can I get more information? How do I start?
- I have a technical issue/question with NumXL SDK, who do I contact?
- Can I use NumXL and my custom application at the same time?
- I anticipate many deployment for my custom application, can I get an additional discount on NumXL Licenses?
- How much does it cost to deploy a custom application?
- How much does NumXL SDK cost?
Support
Sales
- Do you have a VAT or DUNS Number?
- My company/organization would like several licenses, do you offer site licenses?
- As an instructor, how can I use NumXL in the classroom?
- After I purchase a license, do I need to reinstall the software?
- Why are you applying VAT to my order?
- How does NumXL's coupon discount system work?
Online Store
Functions
- ★ How do I interpret the calculated EWMA values?
- How do I know when cointegration exists in my results?
- EWMA (Exponential Weighted Volatility) FAQ
- GARCH_CHECK returns true even when the sum of alpha and beta equals to one?
- Where is X-12-ARIMA?
- Can I compute the logarithmic return from a time series without any intermediate calculations?
Microsoft Excel
- ★ How can I pass an array formula as an argument to NumXL?
- ★ Which versions of Excel are compatible with NumXL?
- Do I need a Microsoft Excel license to run NumXL?
- Where do I find Excel Add-ins Manager?
- Is NumXL compatible with non english excel versions?
- My Excel installation is outdated, what does this mean?
Licensing
- Do I get full fuctionality of NumXL in the 14 day trial?
- I bought a perpetual license last year, but do I have to renew my Premier Support?
- License Manager reports an error for my 5th machine?
- Where do I find NumXL License Manager?
- I forgot my license key, how can I retrieve it?
- How do I deactivate/unlock my license?
Installation
- ★ I can't upgrade to 1.65 (error during locality initialization)
- ★ Where can I download free trial of NumXL?
- I received an error stating "Windows Installation is Outdated".
- Can I use NumXL on my Mac?
- I installed NumXL for everyone, what is next?
- Install NumXL on CITRIX Server
General
- ★ NumXL Function List
- What is the largest data set NumXL can support?
- Where can I write a customer's review?
- How can I submit feedback or file a defect or claim?
- What do I need to know to use NumXL?
- How often does Spider Financial release new versions of NumXL?
Documentation
Installation Guide
Getting Started
- Module 1 - Data Preparation
- Module 2 - Descriptive Statistics
- Module 3 - Smoothing
- Module 4 - Correlogram Analysis
- Module 5 - Time Series Modeling
- Module 6 - Model Calibration
Misc.
User's Guide
Descriptive Statistics
Statistical Testing
- Statistical Testing
- Normality Test
- White-noise Test
- ARCH Effect Test
- Augmented Dickey-Fuller (ADF) Stationary Test
- Johansen Cointegration Test
ARMA/ARIMA Modeling
See all 7 articlesARCH/GARCH Modeling
Power Tools
Factor Analysis
- Regression Analysis 101
- Regression Analysis 102 - Influential Data
- Regression Analysis 201 - Stepwise Regression
- Regression Analysis 202 - Stability Test
- Principal Component Analysis (PCA) 101
- Principal Component Analysis (PCA) 102
Spectral Analysis
Reference Manual
Descriptive Statistics
- ACF - Autocorrelation Function
- ACFCI - ACF Confidence Interval Function
- PACF - Partial Autocorrelation
- PACFCI - Partial Autocorrelation Confidence Interval
- GED_XKURT - GED Excess-Kurtosis
- TDIST_XKURT - Kurtosis of t-distribution
Statistical Testing
- TEST_MEAN - Population Mean Test
- TEST_STDEV - Standard Deviation Test
- TEST_SKEW - Skewness Test
- TEST_XKURT - Excess Kurtosis Test
- ACFTest - Autocorrelation Test
- WNTest - White-Noise Test
Transform
- BoxCox - Box-Cox Transform
- DIFF - Time Series Difference Operator
- LAG - Time Series Lag or Backshift Operator
- INTG - Time Series Integration Operator
- TSADD - Time Series Addition
- TSSUB - Time Series Subtraction
Smoothing Functions
- WMA - Weighted-Moving Average
- SESMTH - (Brown's) Simple Exponential Smoothing
- DESMTH - (Holt's) Double Exponential Smoothing
- LESMTH - (Brown's) Linear Exponential Smoothing
- TESMTH - (Holt-Winters's) Triple Exponential Smoothing
- GESMTH - General Exponential Smoothing Function
Forecasting Performance
- SSE - Sum of Squared Errors
- MSE - Mean Squared Error
- GMSE – Geometric Mean Squared Error
- SAE - Sum of Absolute Errors
- MAE - Mean Absolute Error
- RMSE - Root Mean Squared Error
Date and Calendar
- Date and Calendar Analysis
- NxAdjust - Move to the nearest workday
- NxEDATE - Advance a date by a given period
- NxIsWorkDay - Check a given date for weekends and holidays
- NxNetWorkdays - Number of working days in a given date range
- NxNWKDY - Date of the N-th Weekday in a Month
ARMA Analysis
- Auto-Regressive Moving Average (ARMA) Model
- ARMA - Defining an ARMA model
- ARMA_CHECK - Check parameters' values for model stability
- ARMA_PARAM - Values of the Model's Parameters
- ARMA_GUESS - Initial Values (Guess) for Model's Parameters
- ARMA_CALIBRATE - Optimal Values for Model's Parameters
Spectral Analysis
GARCH Analysis
- Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model
- GARCH - Defining a GARCH Model
- GARCH_CHECK - Check parameters' values for model stability
- GARCH_LLF - GARCH Model's Log Likelihood Function
- GARCH_AIC - Akaike's Information Criterion (AIC) of an GARCH Model
- GARCH_FORE - Forecasting for GARCH Model
Factor Analysis
- Generalized Linear Model
- GLM - GLM Model Definition
- GLM_AIC - Akaike's information criterion (AIC) of the GLM Model
- GLM_CALIBRATE - GLM Parameters' Calibration
- GLM_CHECK - Verify GLM Parameters' Values
- GLM_ERRORS - GLM Parameters' Standard Errors
Utilities
- NUMXL_INFO - Installation Information
- INTERPOLATE - Interpolation and Extrapolation Function
- HASNA - Check input for observations with missing Value
- MV_OBS - Number of observations with non-missing values
- MV_VARS - Effective Number of Variables
- NxMatch - Regular Expression (regex) Match Function