Tips & Demos

Latest tips, movie demos, white papers and more available for all of our products. Learn how to use NumXL, CalXL and all of our products more efficiently and accurately. Discover how to use all of our products to their full potential.

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Tips

NumXL Cookbook - AirLine Model

In this document, we start with historical residential electric power demand (monthly) between Jan 2003 and Dec 2010. Next, we demonstrate the minimal steps needed to process the time series, and fit a special seasonal ARIMA model - AirLine model - to the data, and construct a statistical forecast for the following 24 months using only NumXL.

Text Book Example - Airline Passenger Data

In this issue, we present the analysis, modeling and forecast for international airline passenger data. We make use of a familiar example that first appeared in Time Series: Forecast and Control, a textbook by Box, Jenkins and Reinsel, originally published in 1969.

Sales Forecast Example - Models comparison and selection

In this paper, we will apply econometric techniques to build a 6-month forecast for a sales force at company X. For sample data, we will use the monthly total sales figures for the last 25 months. Our objective is to compare competing models and to define a guideline for selecting the best model.

How do I test whether a given time series is just a white‐noise?

To examine the data series for evidence of any serial correlation, we use Ljung‐Box statistical test and the modified $Q^*(m)$ statistics.

NumXL Cookbook - GLM with Binary Data

In this tutorial, we will use a sample data gathered during a clinical trial of a new chemical/pesticide on tobacco Budworms.Our objective here is to model (and forecast) the effectiveness of the new chemical pesticide using different dosages, and explain, to some extent, any effect variation based on the gender of the budworm.

NumXL Cookbook - Volatility Forecast With GARCH

In this paper, we will demonstrate the few steps required to convert the market index S&P 500 data into a robust volatility forecast using the NumXL Add-in within Excel

Whitepaper

Active Strategy (B) Returns Analysis

Strategy B is a small-Cap equity portfolio. In this study, we employ econometric techniques to explore whether the returns themselves have any predictive information of future returns/volatilities.

Russell 2000 weekly returns

Russell 2000 is by far the most common benchmark for mutual funds that identify themselves as "small-cap". Similar to S&P 500, Russell 2000 is a value weighted index and many index funds and exchange-traded funds (e.g. iShares Russell 2000 Index (IWM)) attempt to replicate (before fees and expenses) the performance of the Russell 2000 by holding the same stocks as the index, in the same proportions.

S&P 500 monthly returns

The S&P 500 is a value weighted index published since 1957 of the prices of 500 large cap common stocks actively traded in the United States.Many index funds and exchange-traded funds attempt to replicate (before fees and expenses) the performance of the S&P 500 by holding the same stocks as the index, in the same proportions.

Russell 2000 monthly returns

CPI-U monthly

The U.S. Consumer Price Index (CPI) is a time series measure of the price level of consumer goods and services. The Bureau of Labor Statistics, which started the statistic in 1919, publishes the CPI on a monthly basis

L-48 NG weekly storage level

The Energy Information Administration (EIA) publishes a weekly storage report for natural gas.The NG and power market participants monitor those reports closely, and, strive to forecast them; espeecially the ending season levels, as an indicator of where of gas scarcity, and thus price levels.