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 on any series length,
- Inverse Fourier transform on any series length.
- 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).
- Autocovariances, autocorrelations, and partial autocorrelations,
- Confidence intervals,
- Normality and white noise tests at different time lags,
- Multiple descriptive charts.
- Box-Cox transform (fixed or optimised),
- Differencing (1-B)d(1-Bs)D,
- Detrending by polynomial regression
- Desaisonalization by linear model.
- Simple and double (Brown's) exponential smoothing,
- Linear (Holt's) exponential smoothing, and Holt-Winters additive and
- Moving average,
- Fourier smoothing,
- Validation, forecasting and confidence intervals on predictions.
- 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
- XLSTAT-Pro: 7.0 or later.
- Processor: 200 MHz or more.
- Free disk space: 20 Mb.
- RAM: 128 Mb.