Una breve introducción a NumXL -software de series de tiempo- en Excel. Este video demuestra dónde y cómo acceder a varias funciones y asistentes para realizar análisis de series de tiempo para datos en excel.
Welcome to NumXL. Functions for NumXL are available in two ways. One, as a set of low level functions registered with Excel, and two, as a user interface with Wizards and forms available through the NumXL toolbar.
To access NumXL Wizards and forms click on the NumXL tab.
For low level NumXL functions use the insert function dialog using the FX button on the left of the formula bar.
NumXL functions are grouped into five categories; advanced models, GARCH analysis, linear time series, statistical tests, and utilities.
The left mouse shortcut launches NumXL descriptive stats form allowing you to compute summary statistics and perform tests and hypotheses.
The next shortcut launches the correlogram analysis form allowing you to calculate and plot both autocorrelation and partial autocorrelation with their respective confidence limits.
Next is the ARMA model, this form helps you to construct an ARMA model by specifying their respective orders, P and Q.
The next shortcut is the airline model which allows us to build an airline model using one input, the seasonality length.
For conditional volatility modeling the GARCH form helps us to select and construct a guard type of model. Along with the distribution for the innovations also known as shocks or error terms.
The calibration shortcut initializes and launches the Excel solver, so that we can optimize the models parameters for the best fit.
Finally, the forecasting form calculates out-of-sample projections for the conditional mean and the corresponding statistical confidence limits.
This concludes our presentation, thank you for watching!