XLSTAT-Time

by Addinsoft

XLSTAT-Time is an Excel add-in which has been developed to provide XLSTAT-Pro users with a powerful solution for time series analysis and forecasting. All XLSTAT-Time functions have been intensively tested against other software to guarantee the users fully reliable results.

Fourier transform

• Fourier transform on any series length,
• Inverse Fourier transform on any series length.
  

Spectral analysis

• Amplitude and phase,
• Periodogram charts,
• Spectral density estimates with fixed or kernel weighting,
• Spectral density charts,
• Cospectrum, quadrature spectrum and squared coherency,
• White noise tests (Fisher's Kappa, Bartlett's Kolmogorov-Smirnov).

Descriptive statistics

• Autocovariances, autocorrelations, and partial autocorrelations,
• Cross-correlations,
• Confidence intervals,
• Normality and white noise tests at different time lags,
• Multiple descriptive charts.
  

Series Transformation

• Box-Cox transform (fixed or optimised),
• Differencing (1-B)^d(1-Bs)^D,
• Detrending by polynomial regression
• Desaisonalization by linear model.
  

Smoothing

• Simple and double (Brown's) exponential smoothing,
• Linear (Holt's) exponential smoothing, and Holt-Winters additive and multiplicative algorithms,
• Moving average,
• Fourier smoothing,
• Validation, forecasting and confidence intervals on predictions.

ARIMA Models

• Includes AR, MA, ARMA, ARIMA and Seasonal ARIMA.

Minimum system configuration:

• Windows version: 95/98/Me/NT/2000/XP.
• Excel version: Excel 97 (SR-2), Excel 2000 (SR-1), Excel 2002 or Excel 2003.
• XLSTAT-Pro: 7.0 or later.
• Processor: 200 MHz or more.
• Free disk space: 20 Mb.
• RAM: 128 Mb.