NumXL is a suite of time series Excel add-ins. It transforms your Microsoft Excel application into a first-class time series software and econometrics tool, offering the kind of statistical accuracy offered by the far more expensive statistical packages. NumXL integrates natively with Excel, adding scores of econometric functions, a rich set of shortcuts, and intuitive user interfaces to guide you through the entire process.
NumXL comes packed with scores of functions that you can easily access through the function wizard in Excel, as well as several wizards and shortcut UIs to facilitate the time series analysis process and automate the most common steps (e.g. summary stats, modeling, calibration, diagnosis, forecast, and more.)
(1) Description Statistics
(2) Statistical Testing.
(3) Correlogram Analysis
(4) Date & Calendar calculation
(5) Brown's, linear & Winter's exponential smoothing
(6) ARMA/ARIMA/SARIMA & X12ARIMA
(8) GARCH, E-GARCH & GARCH-M
(9) MLR, GLM & PCA
(10) Spectral Analysis: DFT, IDFT, HP, BK, convolution & Periodogram
(11) Utilities: Interpolation, Regex, etc.