NumXL Functions
NumXL Functions
ACF ACFCI PACF PACFCI GINI HURST LRVar MAD MD RMD SAE MAE MAPE RMSD RMSE SSE IQR Quantile RMS
NumXLFunctionsList
Histogram (5)
Instatistics,ahistogramisagraphicalrepresentationshowingavisualimpressionofthedistributionof data.Itisanestimateoftheprobabilitydistributionofacontinuousvariable. Function HISTBINS HISTBIN NxHistogram EDF KDE Description Returnsthenumberofhistogrambinsusingagivenheuristic/method Returnstheupper/lowerlimitorcentervalueofthekthhistogrambin Calculatesthehistogramorcumulativehistogramfunctionforagivenbin Calculatesthedensityorcumulativeprobabilityoftheempiricalsampledistribution (EDF) Calculatesthekerneldensityestimation(PDE)ofthesampledata
NumXLFunctionsList
SpiderFinancialCorp,2013
Weekend (5)
AsofExcel2007,Microsoftsupportsdifferentweekendoccurrencesintheinternationalversionofthe datefunctions(e.g.WORKDAY.INTL).Theweekendconventionsaredefinedbyeitheranumberora7 characterslongstring(code). Function Description NxIsWeekend ReturnsTRUEifthereferencedatefallsonaweekend NxWKNDate Returnstheserialdatenumberthatcorrespondstothefirst(last)dayinthenext(last) weekend NxWKNDNo Returnstheweekendnumber(17or1117)foragivencountryoraweekendcode NxWKNDStr Returnsthesevencharacterstringcodeforaweekendnumber(17,1117) NxWKNDUR Returnstheduration(incalendardays)ofthe(long)weekendthatagivendayfallson
NumXLFunctionsList
SpiderFinancialCorp,2013
Holiday (6)
Aholidayisadaydesignatedashavingspecialsignificanceforindividuals,governmentsorreligious groups.Typically,aholidaydoesnotnecessarilyexcludedoingnormalworkbutforourpurposes, NumXLassumesallsupportedholidays(e.g.NationalHolidays)excludenormalwork. Function NxIsHoliday NxHolidays NxFindHLDY NxHLDYDate NxHLDYDates Description ReturnsTRUEifthereferencedatefallsonaholiday Returnsanarrayofthematchingsupportedholidaycodes Returnstheholidaycodethatfallsonthegivendate Returnsthedateserialnumberthatrepresentstheholidayinthegivenyear Returnsanarrayofserialdatenumbersthatrepresentobservedholidaysbetweenthe twogivendates NxHLDYName Returnsthefullnameoftheholidaythatcorrespondstothegivenshortcode
Calendar (6)
Forfinancialtimeanalysis,acalendarisbasicallyadefinitionofalistofobservedholidaysanda weekenddaysconvention. Function NxCalendars NxCALHolidays NxCALName NxCALWKND Description Returnsanarrayofnamesandcodesforthesupportedcalendars Returnsanarrayoftheholidays'namesandcodesasdefinedforthegivencalendar Returnsthecalendarnameanddescription,giventhecalendar'sshortcode(e.g.,"US" willreturn"USGovernmentHolidays") Returnstheweekendnumberofa7characterstring,calendarcode,orcurrency.Each characterrepresentsadayoftheweek,beginningwithMonday
NumXLFunctionsList
ARMA_CHECK Examinesthemodel'sparametersforstabilityconstraints(e.g.stationary,etc.) ARMA_CALIBRATE Computesthemaximumlikelihoodestimate(MLE)ofthemodel'sparameters ARMA_ERRORS Returnsanarrayofcellsfortheestimatederror/standarddeviationofthemodel's parameters ARMA_RESID ReturnsanarrayofcellsforthestandardizedresidualsofagivenARMAmodel ARMA_FORE Calculatestheoutofsampleconditionalmeanforecast ARMA_FORESD Calculatestheestimatederror/standarddeviationoftheconditionalmeanforecast ARMA_FORECI Returnstheconfidenceintervallimitsoftheconditionalmeanforecast
NumXLFunctionsList
SpiderFinancialCorp,2013
Description ReturnsanarrayofcellsforthepackedformofagivenGARCHmodel Returnsanarrayofthefitted(insample)conditionalvolatilities/standard deviations(sigma) GARCH_GUESS Returnstheinitialguessofagivenmodel'sparameters GARCH_LLF Computestheloglikelihoodfunctionforthefittedmodel GARCH_AIC CalculatestheAkaike'sinformationcriterion(AIC)ofagivenestimatedGARCH model(withcorrectionstosmallsamplesizes) GARCH_CHECK Examinesthemodel'sparametersforstabilityconstraints(e.g.stationary,positive variance,etc.) GARCH_VL CalculatesthelongrunaveragevolatilityforthegivenGARCHmodel GARCH_CALIBRATE Computesthemaximumlikelihoodestimated(MLE)modelparameters GARCH_ERRORS Returnsanarrayofcellsfortheestimatederror/standarddeviationofagiven model'sparameters GARCH_RESID ReturnsanarrayofthestandardizedresidualsforthefittedGARCHmodel GARCH_FORE Calculatestheoutofsampleconditionalmeanforecast GARCH_FORESD Calculatestheestimatederror/standarddeviationoftheconditionalmean forecast GARCH_FORECI Returnstheconfidenceintervallimitsoftheconditionalmeanforecast
NumXLFunctionsList
TSM_RESID Returnsanarrayofthestandardizedresidualsforthefittedmixedmodel TSM_CALIBRATE Computesthemaximumlikelihoodestimated(MLE)modelparameters TSM_ERRORS Returnsanarrayofcellsfortheestimatederror/standarddeviationofagiven model'sparameters TSM_FORE Calculatestheoutofsampleconditionalmeanforecast TSM_FORESD Calculatestheestimatederror/standarddeviationoftheconditionalmeanforecast TSM_FORECI Returnstheconfidenceintervallimitsoftheconditionalmeanforecast MIXED_MODEL Returnsanarrayofcellsforthepackedformofthemixedmodel(i.e.conditional meanandconditionalvolatilitymodelcomponents)
Function SLR_PARAM SLR_FITTED SLR_FORE SLR_ANOVA SLR_GOF Description CalculatestheOLSregressioncoefficientsvalues Returnsanarrayofcellsforthefittedvaluesoftheconditionalmean(orresiduals) Calculatestheforecastvalue,errorandconfidenceintervalforregressionmodel Calculatestheregressionmodelanalysisofthevariance(ANOVA)values Calculatesameasureforthegoodnessoffit(e.g.R^2).
NumXLFunctionsList
10
SpiderFinancialCorp,2013
Utilities (9)
NumXLalsofeaturesanumberoffunctionsthatdonotfitintoourmainfunctioncategories.These "orphan"functions,includinginterpolation,extrapolation,andexcesskurtosisofaGED/Studentst distribution,aregroupedtogetherinthe"utilities"category. Function INTERPOLATE HASNA NxTokenize NxReplace NxMatch NxRegress MV_VARS MV_OBS NUMXL_INFO Description Returnsanarrayofcellsfortheinterpolatedfunctionvalue(s) CheckswhethertheinputarraycontainsanymissingvaluesandreturnsTRUEorFALSE Returnsthenthtoken/substringinastringaftersplittingitusingagivendelimiter Returnsthemodifiedstringafterperformingmatch/replaceonthegivenstring ReturnsTRUEifthestringmatchestheregularexpressionexpressed Calculatesthevalueoftheregressionfunctionforanintermediatexvalue Calculatesthenumberofvariablesinagivendataset. Calculatesthenumberofnonmissingobservationsinadataset(XandY). ReturnsversionandlicenseinformationforthelocalNumXLinstallation
NumXLFunctionsList
11
SpiderFinancialCorp,2013