Reference Manual
The NumXL Pro reference manual offers comprehensive definitions, instructions, examples, and explanations for effectively using its functions in Excel.
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
- 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
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