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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