Tips & Tricks - NumXL Articles

Read through the articles related to tips and tricks, demos, and more to help you use NumXL to its full potential.

Image depicts Philae - an island in the reservoir of the Aswan Low Dam, downstream of the Aswan Dam and Lake Nasser, Egypt

Hurst Exponent in Excel

What exactly is the Hurst Exponent? How do we use it in Excel? And how do we interpret the calculated values? In our latest issue of Tips & Tricks, we will go over the Hurst exponent in-depth to help you develop intuition and insight into the subject.

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NumXL 1.67 MARTHA public availability

A Correlogram tale

This issue is brimming with info about a key tool in our time series arsenal toolbox: correlogram analysis. We take you first through the auto-correlation and the partial auto-correlation functions definition.Next, we derive and highlight the common patterns in the ACFi and PACFi plots generated by AR, MAi and ARMAi type of processes. Finally, we draw a number of observations and drive quick intuitions to further help us identifying the candidate model(s) and its order using only ACF/PACF plots set.

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NumXL 1.67 MARTHA public availability

Volatility Forecast with GARCH

This week, the “Tips & Tricks” newsletter tackles the issue of the volatility forecast using GARCH Modeling techniques. Starting with S&P 500 ETF monthly prices, the

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