Statistical Testing
This reference manual section covers NumXL's statistical testing functions, including tests for normality, stationarity (ADF), cointegration (Johansen), multicollinearity, and regression stability.
- 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
- NormalityTest - Testing for Normal/Gaussian Distribution
- ARCHTest - Test of ARCH Effect
- ADFTest - Augmented Dickey-Fuller Stationary Test
- Chow Test - Regression Stability Test
- CollinearityTest - Test for the Presence of Multi-colinearity
- JohansenTest - Johansen Cointegration Test
- XCFTest - Cross-Correlation Test