XLSTAT-Time
XLSTAT-Time is an Excel add-in that 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.
Features:
Fourier transformation:
- 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 Tutorial 1
- 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
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 Tutorial 1
- Moving average
- Fourier smoothing
- Validation, forecasting and confidence intervals on predictions
ARIMA models:
- Includes AR, MA, ARMA, ARIMA and Seasonal ARIMA Tutorial 1