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NumXL - Getting Started

NumXL - Getting Started

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Published by Spider Financial
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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Published by: Spider Financial on Apr 10, 2012
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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
Consider the daily adjusted
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
 We downloaded the sample data (MSFT) fromfinance.yahoo.com.
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

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