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  • SARIMAX Modeling & Forecast in Excel

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    NumXL Pro
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    SARIMAX is essentially a linear regression model that uses a seasonal ARIMA‐type model for residuals. Starting with NumXL version 1.63 (Shamrock),The ARMAX Model Wizard automates the SARIMAX model construction steps: guessing initial parameters, parameters validation, goodness of fit testing, and residuals diagnosis. for more information, tutorial video, example file or to download free NumXL trial, visit us at: http://bitly.com/1mK2dsT

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    SARIMAX is essentially a linear regression model that uses a seasonal ARIMA‐type model for residuals. Starting with NumXL version 1.63 (Shamrock),The ARMAX Model Wizard automates the SARIMAX model construction steps: guessing initial parameters, parameters validation, goodness of fit testing, and residuals diagnosis. for more information, tutorial video, example file or to download free NumXL trial, visit us at: http://bitly.com/1mK2dsT

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    © All Rights Reserved
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    598 views3 pages

    SARIMAX Modeling & Forecast in Excel

    Uploaded by

    NumXL Pro
    SARIMAX is essentially a linear regression model that uses a seasonal ARIMA‐type model for residuals. Starting with NumXL version 1.63 (Shamrock),The ARMAX Model Wizard automates the SARIMAX model construction steps: guessing initial parameters, parameters validation, goodness of fit testing, and residuals diagnosis. for more information, tutorial video, example file or to download free NumXL trial, visit us at: http://bitly.com/1mK2dsT

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    UserGuideARMAXModel 1 SpiderFinancialCorp,2014

    SARIMAX Modeling
    SARIMAXisessentiallyalinearregressionmodelthatusesaseasonalARIMAtypemodelforresiduals.
    TheARMAXModelWizardinNumXLautomatestheSARIMAXmodelconstructionsteps:guessinginitial
    parameters,parametersvalidation,goodnessoffittesting,andresidualsdiagnosis.
    Tousethisfunctionality,selectanemptycellinyourworksheetandlocate/selecttheARMAXiconon
    thetoolbar(orthemenuitem):

    TheNumXLARMAX/SARIMAXModelWizardpopsup.

    Bydefault,theoutputissettoreferencetheactivecellsonyourworksheet.Next,selectorpointtothe
    cellsrangewhereyoustoretheinput(dependent)datasampleandtheexogenous
    (explanatory/independent)variablesonyourworksheet.
    Onceyouselecttheinputdata,theModelandOptiontabsareenabled.ClicktheModeltabnow.

    UserGuideARMAXModel 2 SpiderFinancialCorp,2014

    ForSARIMAX,weneedtoselecttheSeasonalcheckbox.Entertheseasonlengthandthedifferent
    ordersofseasonalandnonseasonalcomponentsoftheSARIMAmodel.
    Now,clicktheOptionsTab.

    Onthistab,wecaninstructtheModelWizardwhethertogenerategoodnessoffitandresidual
    diagnosistables.Wecanalsodeterminehowitshouldinitializethevaluesofthemodelsparameters:
    quickguessorcalibratedoptimalvalues.
    Note:Bydefault,theModelWizardgeneratesaquickguessofthevaluesofthemodelsparameters,
    buttheusermaychoosetogeneratecalibratedvaluesforthemodelscoefficients.

    UserGuideARMAXModel 3 SpiderFinancialCorp,2014

    Uponcompletion,theSARIMAXmodelingfunctionoutputstheselectedmodel'sparametersand
    selectedtests/calculationsinthedesignatedlocationofyourworksheet.

    Notes:
    1. TheARIMAWizardaddscomments(redarrowheads)tothelabelcellstodescribethem.

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