ARMA Analysis
This reference manual section covers NumXL's ARMA-family model functions, including parameter validation and calibration, sample data fitting, goodness-of-fit measures, residual diagnosis, model-based forecasts, and simulation.
- SARIMA_GOF - Goodness of Fit of a SARIMA Model
- SARIMA_FIT - SARIMA Model Fitted Values
- SARIMA_FORE - Forecasting for SARIMA Model
- SARIMA_SIM - Simulated Values of a SARIMA Model
- Airline Model
- Airline - Defining an Airline model
- AIRLINE_CHECK - Check Parameters' Values for Model Stability
- AIRLINE_PARAM - Values of the Model's Parameters
- AIRLINE_GUESS - Initial Values (Guess) for Model's Parameters
- AIRLINE_GOF - Goodness of Fit of an Airline Model
- AIRLINE_LLF - Log Likelihood Function of an Airline Model
- AIRLINE_AIC - Akaike's Information Criterion (AIC) of an Airline Model
- AIRLINE_FIT - Airline Model Fitted Values
- AIRLINE_MEAN - Airline Fitted Values of Conditional Mean
- AIRLINE_RESID – Airline Fitted Values of Standardized Residuals
- AIRLINE_FORE - Forecasting for Airline Model
- AIRLINE_FORECI - Forecasting Airline Model's Confidence Interval
- AIRLINE_FORESD - Forecasting Error of Airline Model
- AIRLINE_SIM - Simulated Values of an Airline Model
- Autoregressive Moving Average with Exogenous Inputs (ARMAX) Model
- ARMAX - Defining an ARMA Model
- ARMAX_CHECK - Check Parameters' Values for Model Stability
- ARMAX_PARAM - Values of the Model's Parameters
- ARMAX_GOF - Goodness of Fit of an ARMAX Model
- ARMAX_FIT - ARMAX Model Fitted Values
- ARMAX_FORE - Forecasting for ARMAX Model
- ARMAX_SIM - ARMAX Model Simulation
- Seasonal Autoregressive Integrated Moving Average Exogeneous (SARIMAX) Model
- SARIMAX - Defining a SARIMAX Model.
- SARIMAX_PARAM - Values of the Model's Parameters