NumXL

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NumXL
NumXL logo
Correlogram Analysis in Excel
Time series forecast in Excel Using NumXL
Developer(s) Spider Financial Corp
Initial release April 15, 2009
Stable release 1.63.41810.1 / June 5, 2014; 37 days ago (2014-06-05)
Development status Active
Written in C/C++
Operating system Windows
Type econometrics software
License proprietary
Website www.spiderfinancial.com

NumXL (Numerical Analysis for Excel) is an econometrics/time series analysis add-in for Microsoft Excel. Developed by Spider Financial, NumXL provides a wide variety of statistical and time series analysis techniques, including linear and nonlinear time series modeling, statistical tests and others.

Although NumXL is intended as an analytical add-in for Excel, it extends Excel’s user-interface and offers numerous wizards, menus and toolbars to automate the mundane phases of time series analysis. The features include summary statistics, test of hypothesis, correlogram analysis, modeling, calibration, residuals diagnosis, back-testing and forecast.

NumXL users come from various backgrounds of finance, economics, engineering and science. NumXL is used in academic and research institutions as well as industrial enterprises.

NumXL User's Interface[edit]

NumXL comes with an elaborate user-interface (i.e. menu and toolbar) and interactive wizards to improve the general usability of the software. The NumXL UI components automate some steps in time series analysis and modeling.

Using the UI components and the wizards, the user can specify the time series of interest, fine-tune the desired analysis options and designate the location on his/her worksheet for the output. NumXL generates the corresponding analysis blocks (with underlying formulas) in the designated location

Function Categories[edit]

NumXL Functions are organized into eleven(11) categories:

Descriptive Statistics[edit]

Statistical Testing[edit]

Transform[edit]

Smoothing[edit]

Spectral Analysis[edit]

Date and Calendar[edit]

  • Weekday and workdays calculations
  • International weekend support
  • 11 international Holidays support.

ARMA Modeling[edit]

ARCH/GARCH Analysis[edit]

Factor Analysis[edit]

Distribution Name Link Function
Normal Identity \mathbf{X}\boldsymbol{\beta}=\mu\,\!
Poisson Log \mathbf{X}\boldsymbol{\beta}=\ln{\left(\frac{\mu}{1-\mu}\right)}\,\!
Binomial Logit \mathbf{X}\boldsymbol{\beta}=\ln{\left(\frac{\mu}{1-\mu}\right)}\,\!
Binomial Probit \mathbf{X}\boldsymbol{\beta}=\Phi^{-1}{\left(\mu\right)}\,\!
Binomial Complementary log-log \mathbf{X}\boldsymbol{\beta}=\ln{\left(-\ln{\left(1-\mu\right)}\right)}\,\!

Advanced (Combo) Models[edit]

Utilities[edit]

  • Interpolation Functions - Flat forward/backward, linear, and cubic spline interpolation.

Compatibility with Microsoft Excel[edit]

NumXL's statistical analysis software is compatible with all Excel versions from version 97 to version 2013 (aka Office 365), and is compatible with the Windows 9x till Windows 8 (32 and 64-bit) systems.

Release history[edit]

Version[1] Release Year Release Date Notes
NumXL 1.0 1.0 2009 October 1, 2009 Official release
NumXL 1.0 2010 January 5, 2010 Maintenance Release I
NumXL 1.0 January 26, 2010 Maintenance Release II
NumXL 1.0 September 2, 2010 Maintenance Release III
NumXL 1.5 1.5 2011 June 13, 2011 New version
NumXL 1.51 ORB September 23, 2011 Maintenance release.
NumXL 1.51.40905.1 December 28, 2011 Maintenance release I
NumXL 1.51.40927.3 2012 January 19, 2012 Maintenance release II
NumXL 1.52.40934.5 January 26, 2012 New version
NumXL 1.52.41002.5 April 3, 2012 Maintenance release I
NumXL 1.52.41018.1 April 19, 2012 Maintenance release II
NumXL 1.53.41023.1 SAC April 25, 2012 New version
NumXL 1.53.41025.1 April 26, 2012 Maintenance release I
NumXL 1.54.41030.2 RED May 2, 2012 New version
NumXL 1.55.41040.2 LYNX May 11, 2012 New version
NumXL 1.56.41060.2 ZEBRA May 31, 2012 New version
NumXL 1.57.41168.2 SINGA September 17, 2012 New version
NumXL 1.58.41197.1 BAJA October 16, 2012 New version
NumXL 1.59.41245.1 TUCSON December 3, 2012 New version
NumXL 1.59.41288.1 2013 January 14, 2013 Maintenance Release I
NumXL 1.59.41295.1 January 21, 2013 Maintenance Release II
NumXL 1.59.41304.1 January 30, 2013 Maintenance Release III
NumXL 1.59.41325.1 February 19, 2013 Maintenance Release VI
NumXL 1.59.41339.1 March 6, 2013 Maintenance Release VII
NumXL 1.59.41341.1 March 8, 2013 Maintenance Release VIII
NumXL 1.59.41346.1 March 13, 2013 Maintenance Release IX
NumXL 1.59.41366.1 April 2, 2013 Maintenance Release X
NumXL 1.59.41372.1 April 8, 2013 Maintenance Release XI
NumXL 1.59.41374.1 April 11, 2013 Maintenance Release XII
NumXL 1.60.41413.1 APACHE May 20, 2013 New version
NumXL 1.60.41415.1 May 21, 2013 Update 1
NumXL 1.60.41418.1 May 24, 2013 Update 2
NumXL 1.61.41445.1 BOLAS June 20, 2013 New version
NumXL 1.61.41462.1 July 7, 2013 Update 1
NumXL 1.62.41788.1 DEWDROP Nov 24, 2013 New version
NumXL 1.63.41810.1 SHAMROCK 2014 June 6, 2014 New version

See also[edit]

References[edit]

  1. ^ NumXL Team. "NumXL Release Notes". 

External links[edit]