En este video demostramos cómo conducir una prueba de Ruido Blanco en in Microsoft Excel con la ayuda de una versión nueva recientemente lanzada de NumXL - 1.58 BAJA.
NumXL es una adición para Excel que simplifica ampliamente los diferentes cálculos usados en el análisis de series de tiempo.
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Hello and welcome to the NumXL white noise test tutorial. In this video we'll demonstrate how to run a white noise test with the help of a simple user interface available with a version 1.58 of NumXL. We'll be using the daily log returns of the S&P 500.
The first step is to select an empty cell in your worksheet, then click on the statistical testing button in the NumXL toolbar. Select the white noise test option.
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The function wizard pops, up for input data select your sample values, the output defaults to your selected cell in the worksheet. You may also choose a different significance level for the test. The default is 5%. Once your data has been selected, you can click on the options and the missing values tabs.
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Here you can pick the lag order range to test for. For our purposes we'll change the maximum lack order to 4.
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In the missing values tab you can pick what to do with the intermediate missing values if they are present in the data. You may now click OK.
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The white noise tests results are now in your worksheet.
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That is it for now, thank you for watching!
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