ARMA Modeling

The NumXL ARMA wizard automates the steps used to construct an ARMA model: guessing initial parameters, parameter validation, the goodness of fit testing, and residuals diagnosis.

Process

To use this functionality, select the corresponding icon on the toolbar (or the menu item).
In this figure, we show the ARMA icon in the NumXL toolbar.

Now, point to the data sample on your worksheet, select the corresponding orders of the Autoregressive (AR) component model and the Moving Average (MA) component model, the goodness of fit tests, residual diagnosis, and designate a location on your worksheet to print the model.
In this figure, we show the NumXL ARMA Model Dialog

Output

Upon completion, the ARMA modeling function outputs the selected model's parameters and tests/calculations in the designated location of your worksheet.
In this figure, we show the generated ARMA model table (and residuals diagnosis)

Video

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