System configuration
  • PC:
    Windows: 9x/Me/NT/2000/XP/Vista
    Excel: 97 and later
    Processor: 800 MHz
    Hard disk: 45 Mb
    RAM: 128 Mb.
  • Mac:
    OS: OS X
    Excel: X and 2004
    Hard disk: 45 Mb
    RAM: 128 Mb.
Did you know?
  • XLSTAT-Time is available in the XLSTAT trial version.
  • Use the menus at the top of this page to access the download page, as well as the pricing and ordering information.

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
    Tutorial1
  • 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
    Tutorial1
  • Moving average
  • Fourier smoothing
  • Validation, forecasting and confidence intervals on predictions

ARIMA MODELS:

  • Includes AR, MA, ARMA, ARIMA and Seasonal ARIMA
    Tutorial1