Software:NumXL

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NumXL
NumXLlogo.png
Developer(s)Spider Financial Corp
Initial releaseApril 15, 2009; 15 years ago (2009-04-15)
Stable release
1.64.42788.1 / December 25, 2016; 7 years ago (2016-12-25)
Written inC, C++[citation needed]
Operating systemWindows
TypeEconometrics software
LicenseTrialware
Websitespiderfinancial.com

Numerical Analysis for Excel (NumXL) is an econometrics and 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 (UI) and offers many 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 have varied backgrounds in finance, economics, engineering and science. NumXL is used in academic and research institutions and industrial enterprises.

User interface

NumXL comes with an elaborate user-interface of menus, toolbars, and interactive wizards, to improve the general usability of the software. The UI components automate some steps in time series analysis and modeling.

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

Function categories

NumXL functions are organized into eleven (11) categories:

Descriptive statistics

Statistical testing

Transform

Smoothing

  • Weighted moving average (WMA).
  • Exponential smoothing functions: Brown's simple exponential, Holt-Winters double exponential, Brown's linear exponential, and Winters triple exponential smoothing functions.
  • Time series trend - linear, polynomial, logarithmic, exponential, and power.

Spectral analysis

Date and calendar

  • Weekday and workday calculations
  • International weekend support
  • 11 international holidays support.

ARMA modeling

ARCH-GARCH analysis

Factor analysis

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

Advanced (combo) models

Utilities

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

Compatibility with Microsoft Excel

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

Release history

Version[1] Release Year Release Date Notes
NumXL 1.0 1.0 2009 October 1, 2009 Official release
NumXL 1.5 1.5 2011 June 13, 2011 New version
NumXL 1.51 ORB September 23, 2011 New version
NumXL 1.52 ORB 2012 January 26, 2012 New version
NumXL 1.53.41023.1 SAC April 25, 2012 New version
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 1.60.41413.1 APACHE 2013 May 20, 2013 New version
NumXL 1.61.41445.1 BOLAS June 20, 2013 New version
NumXL 1.62.41788.1 DEWDROP Nov 24, 2013 New version
NumXL 1.63.41810.1 SHAMROCK 2014 June 6, 2014 New version
NumXL 1.64.42727.1 TURRET 2016 December 25, 2016 New version
NumXL 1.65.42877.1 HAMMOCK 2017 May 19, 2017 New version

See also

References

External links