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NumXL - Getting Started

# NumXL - Getting Started

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NumXL is an econometric and time series analysis Excel add-in.
Getting Started with NumXL is designed as self-study course. We are constantly working on improving it, so we invite comments, suggestions and criticisms.
In this document, we will demonstrate the basic steps in conducting your own time series analysis, diagnose model's residuals and make forecasts, only using NumXL.

http://bitly.com/I1WLvi
NumXL is an econometric and time series analysis Excel add-in.
Getting Started with NumXL is designed as self-study course. We are constantly working on improving it, so we invite comments, suggestions and criticisms.
In this document, we will demonstrate the basic steps in conducting your own time series analysis, diagnose model's residuals and make forecasts, only using NumXL.

http://bitly.com/I1WLvi

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11/15/2013

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GettingStartedwithNumXL
Tutorial

Version

1.57

August 10
th
,

2012

NumXL 1.57 - Getting Started -2- © Spider Financial Corp, 2012
Overview
NumXL is a suite of time series Add-ins for Microsoft Excel. Once loaded, NumXL integratesscores of time series functions, along with a rich set of user interfaces and tools to assist in yourdata analysis.This document is prepared as a self-study course; it is divided into seven (7) separate modulesorganized in terms of relevance (and to some extent, difficult):

Module 1: Data Preparation

Module 2: Descriptive Statistics

Module 3: Time Series Smoothing

Module 4: Correlogram Analysis

Module 5: Modeling

Module 6: Calibration

Module 7: Residuals Diagnosis

Module 8: ForecastThe purpose of these modules is to demonstrate the basic steps in conducting your own timeseries analysis, diagnosis, and forecast, using only NumXL’s functions and tools.Feel free to start at any point in the course, but bear in mind that the examples build on eachother from one module to the next.Getting Started with NumXL is designed as a self-study course. We are constantly working onimproving it, so we invite comments, suggestions, and criticisms.******************Spider Financial Corp1507 E. 53
rd
Street, Ste. 480Chicago, IL 60615+1 (888) 427-9486+1 (312) 324-0367support@spiderfinancial.com www.spiderfinancial.com

NumXL 1.57 - Getting Started -3- © Spider Financial Corp, 2012
Module1:Datapreparation
In this module, we’ll discuss how to prepare our sample data for time series analysis withNumXL.
Sample
Data
1
closing prices for shares of Microsoft stock between 1/3/2000 andMay 1
st
2009.
0102030405060
J    a    n
‐
0     0     M    a    y
‐
0     0     S    e    p
‐
0     0     J    a    n
‐
0     1     M    a    y
‐
0     1     S    e    p
‐
0     1     J    a    n
‐
0     2     M    a    y
‐
0     2     S    e    p
‐
0     2     J    a    n
‐
0     3     M    a    y
‐
0     3     S    e    p
‐
0     3     J    a    n
‐
0     4     M    a    y
‐
0     4     S    e    p
‐
0     4     J    a    n
‐
0     5     M    a    y
‐
0     5     S    e    p
‐
0     5     J    a    n
‐
0     6     M    a    y
‐
0     6     S    e    p
‐
0     6     J    a    n
‐
0     7     M    a    y
‐
0     7     S    e    p
‐
0     7     J    a    n
‐
0     8     M    a    y
‐
0     8     S    e    p
‐
0     8     J    a    n
‐
0     9
MSFT
1.1

Data
Layout
in
Excel
Once you have your sample data, the most common time series layout method is to display thedates and values in adjacent columns in the same spreadsheet. Although the date component isnot needed for modeling, it gives us a general idea about the chronological order of the values.All NumXL functions support two different chronological orders:
1. Ascending
: the first value corresponds to theearliest observation. NumXL assumes anascending order by default, unless otherwisespecified.
2. Descending
: the first value (observation)corresponds to the latest observation.
1
Closing prices are adjusted for splits and dividends