NumXL
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 | |
 NumXL Pro logo | |
| Developer(s) | Spider Financial |
|---|---|
| Initial release | 2008 |
| Stable release | V1.68 CAMEL
/ May 23, 2022 |
| Written in | C, C++ |
| Engine | |
| Operating system | Windows 8 or newer |
| Available in | 2 languages |
List of languages English, Spanish | |
| Type | Statistical software addin for Excel |
| License | Trialware[1] |
| Website | numxl |
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NumXL is a statistical and analytical software package developed for Microsoft Excel by Spider Financial Corp. Its primary use is statistical modeling for time series and econometrics. NumXL is delivered as a Microsoft Excel add-in.
The current version of NumXL is V1.68 AKA "CAMEL," which was released in May 2022.
History[edit]
NumXL was developed in 2008 and version 1.0 was launched back in 2009. Version 1.0 was written originally by Mohamad El-Bawab, a seasoned financial engineer. NumXL was designed to provide a simplified option for time series modeling, analysis, and forecasting in Microsoft Excel. As it evolved, it acquired additional capabilities, such as factor analysis, spectral analysis, and data fitting. Also, it became integrated with the U.S. Census seasonal adjustment programs X12-ARIMA and X13ARIMA-SEATS.
NumXL licenses are sold on a subscription basis, with monthly and annual options available.
Features[edit]
NumXL is a powerful program, which can perform a range of econometric and statistical operations. The following is a list of the major procedures in econometrics and time series analysis that can be performed natively in Excel with NumXL installed.
- Descriptive statistics: ACF, partial ACF (PACF), cross-correlation, EDF, histogram, QQ-Plot, and Kernel Density Estimation (KDE).
- Statistical testing: White-noise, stationarity, normality, cointegration, and multicollinearity tests.
- Data fitting: Interpolation, regression and non-parametric regressions: Kernel and Local regression.
- Forecast performance measures: MAPE, RMSE, MASE, etc.
- Portfolio risk and performance statistics: VaR, CVaR, Calmar ratio, Treynor ratio, drawdown, market capture, Downside risk, etc.
- Smoothing: Brown, Holt, and Winters exponential smoothing.
- Seasonal adjustment using the U.S. Census X13ARIMA-SEATS program.
- ARMA, ARIMA (autoregressive, integrated moving average), and SARIMA.
- ARCH and GARCH.
- Factor analysis: Principal components (PCA), linear regression(inc. stepwise), and Generalized linear model (GLM).
- Spectral analysis: Fourier transform, Periodogram, and filters.
Mode of Operation[edit]
NumXL can be run interactively or in batch mode. In the interactive mode, the user can run Microsoft Excel and perform new tasks either by using menu-driven "wizards" or by typing the formulas directly in a different cell (or a combination of both approaches). The menu-driven wizards automatically generate the corresponding formulas, allowing users to interactively construct complete models that can be saved and re-run later.
NumXL delivers its full functionality via the SDK (API), so technically inclined users may prefer to run their own program but offload the econometric functions to NumXL SDK.
See also[edit]
External links[edit]
This article "NumXL" is from Wikipedia. The list of its authors can be seen in its historical and/or the page Edithistory:NumXL. Articles copied from Draft Namespace on Wikipedia could be seen on the Draft Namespace of Wikipedia and not main one.
