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Dipl.-Volksw. Kurt Annen

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Dipl.-Volksw. Kurt Annen


 
E-Mail:annen [at] web-reg [dot] de
Website:www.web-reg.de

Filter: Freeware | Shareware | Vollversion | Demo | Evaluation | Cardware | Adware | Open Source

[web:reg] arma add-in

Version: 1.0 | Cardware
[web:reg] arma add-in
[web:reg] ARMA estimates ARIMA moedels within Excel. After estimation the Add-In displays the coefficient results (including std.error, t-statistic, p-value), summary statistics (R², Adjusted R², Standard Error of Regression, sum of squared residuals, log likelihood, Durbin Watson, Akaike information criteria (AIC), Schwarz criteria (SIC), inverted MA/AR roots, Impulse response function as well as forecast evolution. Mehr…

[web:reg] Correlogram Add In

Freeware
[web:reg] correlogram is a Microsoft Excel Add-In for estimating the autocorrelation and partial autocorrelation function of a time series.



When installed, [web:reg] correlogram adds a new menu item to Excel\\\\\\\'s main menu. Also included in [web:reg] correlogram are the Ljung-Box-Q Statistics and plotting ACF and PACF with standard error bounds. Mehr…