NumXL Download

NumXL 1.5 Get


NumXL is a Microsoft Excel Add-in for econometrics and financial time series analytics, designed to make finance modeling and time series easier to manage. You can perform all of your analysis right from Excel. NumXL allows you to apply advanced econometric analysis quickly and easily, track and make changes to your data instantly instantly; share your analysis, modeling, and results with just one file. In just a few clicks, you can analyze, build, validate, back-test and forecast your models.

NumXL Functions are organized into four categories categories:
- Statistical Tests for population distribution (mean, standard deviation, skew, kurtosis, normality, serial correlation (white-noise) and ARCH effect)
- Linear time series: conditional mean modeling (ARMA/ARIMA/ARMAX).
- ARCH/GARCH Analysis: conditional volatility and heteroskedacity modeling (ARC/GARCH/E-GARCH/GARCH-M)
- Advanced (Mixed) Models: log-likelihood, AIC, residuals diagnosis, parameters' constratints check, forecast, etc.
- Utilities: Interpolation, statistical functions

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