NumXL 1.55 LYNX release notes
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This new release is features-rich, as we added several new functionality: trend analysis (for linear, polynomial, logarithmic, and exponential trends), histograms, spectral analysis (discrete Fourier transform), and more. We also revised the existing correlation function (XCF) to extend support for new methods (e.g. Kendall, Spearman, etc.), and added a statistical test for examining its significance. Finally, NumXL now includes a new unit-root and stationarity test: the Augmented Dickey-Fuller (ADF) test. http://www.spiderfinancial.com/products/numxl
Transcript of NumXL 1.55 LYNX release notes
NumXL 1.55 LYNXWhat’s New?
Trend Analysis – Linear, Polynomial, Power, Exponential and Logarithm
Spectral Analysis – Discrete Fourier Transform (DFT)
Histogram, Empirical Distribution function (EDF) Descriptive Statistics – IQR Spearman, Kendall & Pearson Correlation (XCF) Stationarity Test – Augmented Dickey-Fuller (ADF) Triple exponential (Winter’s) smoothing
NumXL 1.55 LYNXNew Functions
New function – NxTrend Support for 5 trend curve functions: Linear,
Polynomial, exponential, logarithm and Power
Support for fixed intercept (constant) and float, i.e. computed by algorithm
Support for 4 output types: forecast, upper limit, lower limit and Adjusted R-Squared.
Trend Analysis
Trend Analysis – Cont’d
Calculate number of bins using Sturges’s rule, square-root, Scott’s choice or Freedman-Diaconis choice.
Calculate the center, upper and lower limit of any given histogram bin
Calculate the density and cumulative probability using sample empirical distribution
Histogram
Histogram – Cont’d-1
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EDF - CDF
Compute the correlation (XCF) between two series using 3 methods: Pearson (default), Kendall and Spearman
Statistical test (XCFTest) for correlation significance using the 3 methods above
The XCFTest function returns 3 types of output: P-Value, Test stat and Critical value.
Correlation
Triple exponential smoothing function (TESMTH) using Winters’s method.
TESMTH compliments the existing smoothing functions introduced in 1.54: Brown’s simple exponential (SESMTH) Holt-Winter’s double exponential (DESMTH) Brown’s linear exponential smoothing
(LESMTH)
Smoothing
Smoothing – Cont’d
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NG Demand - ResidentialTriple exponential smoothing (L=12)
Calculate discrete Fourier transform (DFT), and its inverse.
DFT function returns amplitude and phase DFT uses Cooley-Tukey radix-2 decimation-in-
time fast Fourier transform (FFT).
Spectral Analysis
ADFTest – The augmented Dickey-Fuller (ADF) test for unit-root in the presence of: No intercept (or constant) Intercept Intercept and trend Intercept, trend and squared trend
Support for explicit Lag length, optimal selection and testing-down option.
Stationarity Test
