Reference Manual
Explore the NumXL Pro reference manual pages, learn how to use its functions in your workbook, download examples, and understand the formulas, mathematics, and algorithms used in its implementation.
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
Statistical Sampling
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
Data Fitting
- NxINTRPL - Interpolation and Extrapolation
- INTERPOLATE - Interpolation and Extrapolation
- NxINTRPL2D - 2-Dimension Interpolation / Extrapolation
- NxKNN - K Nearest Neighbors (K-NN ) Regression
- NxKREG - Kernel Regression
- NxLOCREG - Local or Moving Polynomial Regression
Smoothing Functions
- NxEMA - Exponentially-weighted moving (rolling/running) average
- NxMA - Moving (rolling) average using prior data points
- WMA - Weighted-Moving Average
- SESMTH - (Brown's) Simple Exponential Smoothing
- DESMTH - (Holt's) Double Exponential Smoothing
- LESMTH - (Brown's) Linear Exponential Smoothing
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 / Filtering
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 a 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
Portfolio Analysis
- NxVaR - Calculates the Portfolio Value at Risk (VaR)
- NxDWS - Calculates the Downside Deviation
- NxCVaR - Calculates the Conditional Value at Risk
- NxCAPM - Calculates the Capital Asset Pricing Model (CAPM) Beta
- NxCalmar - Calculates the Calmar Ratio
- NxSharpe - Calculates the Sharpe Ratio
Utilities
- NxFold - Convert a 3 columns into a 2-D table or matrix
- NxFlatten - collapse a data table into a flat 3-columns form.
- NUMXL_INFO - Installation Information
- NxArray - Create an array using constants and/or cells references
- HASNA - Check input for observations with missing Value
- MV_OBS - Number of observations with non-missing values