Using NumXL - NumXL Articles

On this page, find free resources on using NumXL functions and wizards in Microsoft Excel for data analysis and forecasting.

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

ARCH Test Explained

In this week’s issue of Tips & Tricks, we use the NumXL package to explain a common – and commonly misunderstood – diagnostic in econometric and time series analysis: the Auto Regressive Conditional Heteroskedacity test, or ARCH test for short.

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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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NumXL software or installer related error

Warning: Corrupted Download/Can’t Install NumXL

It has come to our attention that some users who directly download from our site have warning message saying that the program is corrupted. To avoid this, we recommend our users to download the program and save onto their local disk (or desktop), not a network drive, before launching it.

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