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Spider Financial                          NumXL 1.57 SINGA                               What’s New?www.spiderfinancial.co...
NumXL 1.57 (SINGA)                            New Functions                X12-ARIMA – Support for U.S. Census X12-ARIMA  ...
X12-ARIMAwww.spiderfinancial.com       3
X12-ARIMA Support                New user-interface to aid users to select options for:                     Seasonal adjus...
X12-ARIMA Support – Cont’d                Support for U.S. Census X12-ARIMA program (i.e.                x12a) version 0.3...
Statistics of fit                New statistical functions to serve as a measure of                prediction power for an...
Least Squares                                    Regression                NxRegress support for the following functions: ...
Empirical Distribution                Enhanced histogram function – NxHistogram.                     Computes histogram va...
Miscellaneous                Enhanced the cross correlation function - XCF                     (Optional) Accepts lag orde...
Q&A                What about X13-SEATS?           Answer: Plan for integrating the X13-ARIMA-SEATS program is underway fo...
Thank you!                             Spider Financial Corp                          1507 E 53rd Street, Ste. 480        ...
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NumXL 1.57 SINGA Release

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Presentation slides for the new functions and enhancement in NumXL 1.57 SINGA:
- X-12-ARIMA seasonal adjustment, trend filtering and automatic modeling using regARIMA.
- Statistics of fit
- Least squares regression

For more information, visit us at:
http://www.spiderfinancial.com/products/numxl


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NumXL 1.57 SINGA Release

  1. 1. Spider Financial NumXL 1.57 SINGA What’s New?www.spiderfinancial.com 1
  2. 2. NumXL 1.57 (SINGA) New Functions X12-ARIMA – Support for U.S. Census X12-ARIMA modeling, seasonal adjustment and trend filtering. Statistics of fit – Measurement of prediction power: SSE, SAE, MAPE and RMSE Regression – Least squares regression. Empirical Distribution – EDF and KDEwww.spiderfinancial.com 2
  3. 3. X12-ARIMAwww.spiderfinancial.com 3
  4. 4. X12-ARIMA Support New user-interface to aid users to select options for: Seasonal adjustment Trend Filtering Calendar and Outliers adjustment Automatic model identification Forecast Reference input data in Excel Access outputs via worksheet functionswww.spiderfinancial.com 4
  5. 5. X12-ARIMA Support – Cont’d Support for U.S. Census X12-ARIMA program (i.e. x12a) version 0.3 Full interface with the x12a program: Translate user’s options into a native x12a script. Run the x12a program Avail program output to user via worksheet functions. Avail x12a generated scripts and output files to users.www.spiderfinancial.com 5
  6. 6. Statistics of fit New statistical functions to serve as a measure of prediction power for any predictor/model: SSE – Sum of Squared Errors SAE – Sum of Absolute Errors MAPE – Mean Absolute Percentage error RMSE/RMSD – Root Mean Squares Error/deviationwww.spiderfinancial.com 6
  7. 7. Least Squares Regression NxRegress support for the following functions: Linear Y X Polynomial Y 1 X 2 X 2 ... p Xp X Exponential Y e Logarithmic Y ln( X ) Power Y Xwww.spiderfinancial.com 7
  8. 8. Empirical Distribution Enhanced histogram function – NxHistogram. Computes histogram value for a given bin Computes cumulative histogram value for given bin Enhanced empirical density function - EDF Compute the cumulative density function Computed the inverse of EDF Kernel density estimation - KDE Support for Gaussian kernel functionwww.spiderfinancial.com 8
  9. 9. Miscellaneous Enhanced the cross correlation function - XCF (Optional) Accepts lag order as an input Support for Spearman, Pearson (default) and Kendall methods (Optional) Returns the standard error of the computed correlation value.www.spiderfinancial.com 9
  10. 10. Q&A What about X13-SEATS? Answer: Plan for integrating the X13-ARIMA-SEATS program is underway for future releases. How can I help? Answer: Let us know what you like to see in NumXL future releases. www.spiderfinancial.com/forums support@spiderfinancial.comwww.spiderfinancial.com 10
  11. 11. Thank you! Spider Financial Corp 1507 E 53rd Street, Ste. 480 Chicago, IL 60615 (888)427-9486 +1 (312) 324-0367 www.spiderfinancial.com info@spiderfinancial.comwww.spiderfinancial.com 11

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