Descriptive Statistics
This section of the Reference Manual covers NumXL's Descriptive Statistics functions, including the Autocorrelation Function (AF), Partial Autocorrelation Function (PACF), Hurst Exponent, Gini Coefficient, and Empirical Distribution. Each function enhances your ability to analyze and interpret statistical data.
- 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
- XCF - Cross Correlation Function
- EWXCF - Exponential-Weighted Correlation
- EWMA - Exponential Weighted Volatility
- NxKDE - Calculates the Kernel Density Estimate
- GINI - Gini Coefficient
- Hurst - Hurst Exponent, Index, or Parameter
- IQR - Interquartile Range
- LRVar - Long-run Variance (Bartlett Kernel)
- MAD - Median of Absolute Deviation
- MD - Mean Absolute Difference
- Quantile - Sample Quantile
- RMD - Relative Mean Difference
- RMS - Root Mean Square
- HISTBIN - Histogram Bin
- HISTBINS - Number of Histogram Bins
- EDF - Empirical Distribution Function
- NxHistogram - Frequency Distribution (Histogram)
- KDE - Kernel Density Estimation