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).
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.
Output
Upon completion, the ARMA modeling function outputs the selected model's parameters and tests/calculations in the designated location of your worksheet.
Comments
Please sign in to leave a comment.