NumXL 1.55 LYNX release notes

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This new release is features-rich, as we added several new functionality: trend analysis (for linear, polynomial, logarithmic, and exponential trends), histograms, spectral analysis (discrete Fourier transform), and more. We also revised the existing correlation function (XCF) to extend support for new methods (e.g. Kendall, Spearman, etc.), and added a statistical test for examining its significance. Finally, NumXL now includes a new unit-root and stationarity test: the Augmented Dickey-Fuller (ADF) test. http://www.spiderfinancial.com/products/numxl

Technology Education

NumXL 1.55 LYNX
New Functions

Trend Analysis – Linear, Polynomial, Power,
Exponential and Logarithm
Spectral Analysis – Discrete Fourier Transform (DFT)
Histogram, Empirical Distribution function (EDF)
Descriptive Statistics – IQR
Spearman, Kendall & Pearson Correlation (XCF)
Stationarity Test – Augmented Dickey-Fuller (ADF)
Triple exponential (Winter’s) smoothing

Trend Analysis

New function – NxTrend
Support for 5 trend curve functions: Linear,
Polynomial, exponential, logarithm and Power
Support for fixed intercept (constant) and float, i.e.
computed by algorithm
Support for 4 output types: forecast, upper limit,
lower limit and Adjusted R-Squared.

Histogram

Calculate number of bins using Sturges’s rule, square-
root, Scott’s choice or Freedman-Diaconis choice.
Calculate the center, upper and lower limit of any
given histogram bin
Calculate the density and cumulative probability using
sample empirical distribution

Histogram – Cont’d
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EDF - PDF
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Correlation

Compute the correlation (XCF) between two series
using 3 methods: Pearson (default), Kendall and
Spearman

Statistical test (XCFTest) for correlation significance
using the 3 methods above
The XCFTest function returns 3 types of output:
P-Value, Test stat and Critical value.

Smoothing

Triple exponential smoothing function (TESMTH)
using Winters’s method.
TESMTH compliments the existing smoothing
functions introduced in 1.54:
Brown’s simple exponential (SESMTH)
Holt-Winter’s double exponential (DESMTH)
Brown’s linear exponential smoothing (LESMTH)

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Triple exponential smoothing (L=12)
NG Demand - Residential

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Smoothing – Cont’d

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Spectral Analysis

Calculate discrete Fourier transform (DFT), and its
inverse.
DFT function returns amplitude and phase
DFT uses Cooley-Tukey radix-2 decimation-in-time fast
Fourier transform (FFT).

Stationarity Test

ADFTest – The augmented Dickey-Fuller (ADF)
test for unit-root in the presence of:
No intercept (or constant)
Intercept
Intercept and trend
Intercept, trend and squared trend
Support for explicit Lag length, optimal
selection and testing-down option.

The document discusses the range of magnitudes of various physical quantities that exist in the universe. It provides examples of distances that range from subnuclear particles at 10-15 meters to the extent of the visible universe at 1026 meters. Masses range from the electron mass at 10-30 kg to the mass of the universe at 1050 kg. Times range from 10-23 seconds for light crossing an atom to 1018 seconds for the age of the universe. The document emphasizes learning to express ratios of quantities as differences in orders of magnitude, and provides examples of calculating ratios between various physical quantities.

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This document discusses measurement and uncertainties in physics. It introduces standard SI units which are used for measurement in most countries. Fundamental quantities like length, time and mass cannot be measured in simpler terms and form the basis of other derived units. Accuracy refers to how close a measurement is to the accepted value, while precision refers to the agreement between multiple measurements. Random and systematic errors can affect measurements and need to be accounted for using techniques like taking multiple readings and estimating uncertainties. Graphs are useful for analyzing experimental data and determining relationships between variables.

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NumXL 1.55 LYNX release notes

1. NumXL 1.55 LYNX What’s New?

2. NumXL 1.55 LYNX New Functions Trend Analysis – Linear, Polynomial, Power, Exponential and Logarithm Spectral Analysis – Discrete Fourier Transform (DFT) Histogram, Empirical Distribution function (EDF) Descriptive Statistics – IQR Spearman, Kendall & Pearson Correlation (XCF) Stationarity Test – Augmented Dickey-Fuller (ADF) Triple exponential (Winter’s) smoothing

3. Trend Analysis New function – NxTrend Support for 5 trend curve functions: Linear, Polynomial, exponential, logarithm and Power Support for fixed intercept (constant) and float, i.e. computed by algorithm Support for 4 output types: forecast, upper limit, lower limit and Adjusted R-Squared.

4. Trend Analysis – Cont’d

5. Histogram Calculate number of bins using Sturges’s rule, square- root, Scott’s choice or Freedman-Diaconis choice. Calculate the center, upper and lower limit of any given histogram bin Calculate the density and cumulative probability using sample empirical distribution

6. Histogram – Cont’d 0.2 0.18 0.16 0.14 0.2 EDF - PDF 0.12 0.1 0.15 0.08 0.1 0.06 0.04 0.05 0.02 0 0 -3.0 -2.0 -1.0 0.0 1.0 2.0 3.0 0.3 1.7 2.4 -1.9 -1.1 -0.4 1.0 1 EDF - CDF 0.8 0.6 0.4 0.2 0 -3.0 -2.0 -1.0 0.0 1.0 2.0 3.0

7. Correlation Compute the correlation (XCF) between two series using 3 methods: Pearson (default), Kendall and Spearman Statistical test (XCFTest) for correlation significance using the 3 methods above The XCFTest function returns 3 types of output: P-Value, Test stat and Critical value.

8. Smoothing Triple exponential smoothing function (TESMTH) using Winters’s method. TESMTH compliments the existing smoothing functions introduced in 1.54: Brown’s simple exponential (SESMTH) Holt-Winter’s double exponential (DESMTH) Brown’s linear exponential smoothing (LESMTH)

9. 1200000 1400000 1000000 200000 0 400000 600000 800000 Jan-74 Apr-74 Jul-74 Oct-74 Jan-75 Apr-75 Jul-75 Oct-75 Jan-76 Apr-76 Jul-76 Oct-76 Jan-77 Apr-77 Jul-77 Oct-77 Triple exponential smoothing (L=12) NG Demand - Residential Jan-78 Apr-78 Jul-78 Oct-78 Jan-79 Apr-79 Smoothing – Cont’d Jul-79 Oct-79 Jan-80

10. Spectral Analysis Calculate discrete Fourier transform (DFT), and its inverse. DFT function returns amplitude and phase DFT uses Cooley-Tukey radix-2 decimation-in-time fast Fourier transform (FFT).

11. Stationarity Test ADFTest – The augmented Dickey-Fuller (ADF) test for unit-root in the presence of: No intercept (or constant) Intercept Intercept and trend Intercept, trend and squared trend Support for explicit Lag length, optimal selection and testing-down option.

NumXL 1.55 LYNX release notes

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