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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.

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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.
 
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