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NumXL 1.55 LYNX    What’s New?
NumXL 1.55 LYNX            New FunctionsTrend Analysis – Linear, Polynomial, Power,Exponential and LogarithmSpectral Analy...
Trend AnalysisNew function – NxTrendSupport for 5 trend curve functions: Linear,Polynomial, exponential, logarithm and Pow...
Trend Analysis – Cont’d
HistogramCalculate number of bins using Sturges’s rule, square-root, Scott’s choice or Freedman-Diaconis choice.Calculate ...
Histogram – Cont’d 0.20.180.160.14                                                                                        ...
CorrelationCompute the correlation (XCF) between two seriesusing 3 methods: Pearson (default), Kendall andSpearmanStatisti...
SmoothingTriple exponential smoothing function (TESMTH)using Winters’s method.TESMTH compliments the existing smoothingfun...
1200000                                                                                                                  1...
Spectral AnalysisCalculate discrete Fourier transform (DFT), and itsinverse.DFT function returns amplitude and phaseDFT us...
Stationarity TestADFTest – The augmented Dickey-Fuller (ADF)test for unit-root in the presence of:  No intercept (or const...
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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

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NumXL 1.55 LYNX release notes

  1. 1. NumXL 1.55 LYNX What’s New?
  2. 2. NumXL 1.55 LYNX New FunctionsTrend Analysis – Linear, Polynomial, Power,Exponential and LogarithmSpectral Analysis – Discrete Fourier Transform (DFT)Histogram, Empirical Distribution function (EDF)Descriptive Statistics – IQRSpearman, Kendall & Pearson Correlation (XCF)Stationarity Test – Augmented Dickey-Fuller (ADF)Triple exponential (Winter’s) smoothing
  3. 3. Trend AnalysisNew function – NxTrendSupport for 5 trend curve functions: Linear,Polynomial, exponential, logarithm and PowerSupport for fixed intercept (constant) and float, i.e.computed by algorithmSupport for 4 output types: forecast, upper limit,lower limit and Adjusted R-Squared.
  4. 4. Trend Analysis – Cont’d
  5. 5. HistogramCalculate number of bins using Sturges’s rule, square-root, Scott’s choice or Freedman-Diaconis choice.Calculate the center, upper and lower limit of anygiven histogram binCalculate the density and cumulative probability usingsample empirical distribution
  6. 6. Histogram – Cont’d 0.20.180.160.14 0.2 EDF - PDF0.12 0.1 0.150.08 0.10.060.04 0.050.02 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. 7. CorrelationCompute the correlation (XCF) between two seriesusing 3 methods: Pearson (default), Kendall andSpearmanStatistical test (XCFTest) for correlation significanceusing the 3 methods aboveThe XCFTest function returns 3 types of output: P-Value, Test stat and Critical value.
  8. 8. SmoothingTriple exponential smoothing function (TESMTH)using Winters’s method.TESMTH compliments the existing smoothingfunctions introduced in 1.54: Brown’s simple exponential (SESMTH) Holt-Winter’s double exponential (DESMTH) Brown’s linear exponential smoothing (LESMTH)
  9. 9. 1200000 1400000 1000000 200000 0 400000 600000 800000Jan-74Apr-74Jul-74Oct-74Jan-75Apr-75Jul-75Oct-75Jan-76Apr-76Jul-76Oct-76Jan-77Apr-77Jul-77Oct-77 Triple exponential smoothing (L=12) NG Demand - ResidentialJan-78Apr-78Jul-78Oct-78Jan-79Apr-79 Smoothing – Cont’dJul-79Oct-79Jan-80
  10. 10. Spectral AnalysisCalculate discrete Fourier transform (DFT), and itsinverse.DFT function returns amplitude and phaseDFT uses Cooley-Tukey radix-2 decimation-in-time fastFourier transform (FFT).
  11. 11. Stationarity TestADFTest – 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 trendSupport for explicit Lag length, optimalselection and testing-down option.

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