User:Melbawab/sandbox
Developer(s) | Spider Financial |
---|---|
Stable release | V1.68 CAMEL
/ February 14, 2022 |
Operating system | Windows 8 or newer |
Type | Statistical software |
License | Proprietary |
Website | numxl |
NumXL is a statistical and analytical software package developed for Windows by Spider Financial Corp. Its primary use is statistical modeling for time-series models and econometric analysis. NumXL is delivered as a Microsoft Excel add-in.
NumXL was developed in 2008 and version 1.0 launched on October 1st, 2009. The current version of NumXL is V1.67 AKA "MARTHA," which was released in February 2022.
Technical Overview
[edit]NumXL is a suite of time series add-ins for Excel. It allows users to analyze time series data using a variety of statistical modeling functions. All functions are performed natively in Excel once the user installs the add-in.
NumXL has 270+ statistical and analytical functions available, including:
- Descriptive Statistics: Histogram Analysis, Empirical Distribution Function (EDF), Quantile-Quantile (QQ), Kernel density estimation (KDE), Correlogram Analysis, and Goodness of Fit.
- Statistical Testing: Normality Test, White-noise Test, ARCH Effect Test, Augmented Dickey-Fuller (ADF) Stationary Test, Johansen Cointegration Test, Multi-Collinearity Test, and Regression Stability Test.
- Data Fitting: Interpolating Missing Values.
- Variable Transformation: Box-Cox Transform,
- Smoothing.
- Autoregressive–moving-average models: ARMA Modeling, ARIMA Modeling, SARIMA Modeling, AIRLINE Modeling, ARMAX Modeling, SARIMAX Modeling, X12-ARIMA Modeling, and X-13ARIMA-SEATS Modeling.
- Factor Analysis: Regression Analysis, Principal Component Analysis (PCA), and Generalized Linear Models (GLM).
- Spectral Analysis: Discrete Fourier Transform (DFT) and Periodogram.
History
[edit]Origins
[edit]Spider Financial Corp was founded in Chicago by Mohamad El-Bawab, a University of Chicago MBA graduate and technology and financial engineer, in 2008. Spider aimed to develop analytical and statistical software tools for users in the domains of securities trading, risk management, and financial operations.
NumXL was the first product launched by Spider Financial in 2009. The company's stated goal for NumXL was to provide a simplified, economical option for econometric analysis that would utilize Excel's user interface. NumXL licenses are sold on a subscription basis, with monthly and annual options available.
See also
[edit]References
[edit]Further reading
[edit]- Agung, I. Gusti Ngurah (2011). Time Series Data Analysis Using EViews. John Wiley & Sons. ISBN 978-1-118-17630-6.
- Griffiths, William E.; Hill, R. Carter; Lim, Guay C. (2011). Using EViews for Principles of Econometrics (Fourth ed.). John Wiley & Sons. ISBN 978-1-118-03207-7.
- Vogelvang, Ben (2005). Econometrics: Theory and Applications with EViews. Pearson Education. ISBN 0-273-68374-8.
External links
[edit]Category:1994 software Category:Econometrics software Category:Time series software Category:Windows-only software
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