NumXL 1.57 SINGA Release

NumXL 1.57 SINGAWhat’s New?

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Spider Financial

X12-ARIMA – Support for U.S. Census X12-ARIMA modeling, seasonal adjustment and trend filtering.

Statistics of fit – Measurement of prediction power: SSE, SAE, MAPE and RMSE

Regression – Least squares regression.

Empirical Distribution – EDF and KDE

NumXL 1.57 (SINGA)New Functions



X12-ARIMA

New user-interface to aid users to select options for:

Seasonal adjustment

Trend Filtering

Calendar and Outliers adjustment

Automatic model identification

Forecast

Reference input data in Excel

Access outputs via worksheet functions

X12-ARIMA Support


Support for U.S. Census X12-ARIMA program (i.e. x12a) version 0.3

Full interface with the x12a program:

Translate user’s options into a native x12a script.

Run the x12a program

Avail program output to user via worksheet functions.

Avail x12a generated scripts and output files to users.

X12-ARIMA Support – Cont’d


New statistical functions to serve as a measure of prediction power for any predictor/model:

SSE – Sum of Squared Errors

SAE – Sum of Absolute Errors

MAPE – Mean Absolute Percentage error

RMSE/RMSD – Root Mean Squares Error/deviation

Statistics of fit


NxRegress support for the following functions:

Linear

Polynomial

Exponential

Logarithmic

Power

Least Squares Regression


Y X2

1 2 ... p

pY X X X

XY e

ln( )Y X

Y X

Enhanced histogram function – NxHistogram.

Computes histogram value for a given bin

Computes cumulative histogram value for given bin

Enhanced empirical density function - EDF

Compute the cumulative density function

Computed the inverse of EDF

Kernel density estimation - KDE

Support for Gaussian kernel function

Empirical Distribution


Enhanced the cross correlation function - XCF

(Optional) Accepts lag order as an input

Support for Spearman, Pearson (default) and Kendall methods

(Optional) Returns the standard error of the computed correlation value.

Miscellaneous


What about X13-SEATS?Answer: Plan for integrating the X13-ARIMA-SEATS program is underway for future releases.

How can I help?Answer: Let us know what you like to see in NumXL future releases.

www.spiderfinancial.com/forums

[email protected]

Q&A


http://www.spiderfinancial.com/forums

Spider Financial Corp

1507 E 53rd Street, Ste. 480

Chicago, IL 60615

(888)427-9486

+1 (312) 324-0367

[email protected]


Thank you!

NumXL 1.57 SINGA Release

Investor Relations

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