XLSTAT-Time

XLSTAT-Time is an Excel add-in which has been developed to provide XLSTAT-Pro users with a powerful solution for time series analysis and forecasting. All XLSTAT-Time functions have been intensively tested against other software to guarantee the users fully reliable results.

Fourier transform	Fourier transform on any series length Inverse Fourier transform on any series length
Spectral analysis	Amplitude and phase Periodogram charts Spectral density estimates with fixed or kernel weighting Spectral density charts Cospectrum, quadrature spectrum and squared coherency White noise tests (Fisher's Kappa, Bartlett's Kolmogorov-Smirnov)
Descriptive statistics	Autocovariances, autocorrelations, and partial autocorrelations Cross-correlations Confidence intervals Normality and white noise tests at different time lags Multiple descriptive charts
Series Transformation	Box-Cox transform (fixed or optimised) Differencing (1-B)^d(1-B^s)^D Detrending by polynomial regression Deseasonalization by linear model
Smoothing	Simple and double (Brown's) exponential smoothing Linear (Holt's) exponential smoothing, and Holt-Winters additive and multiplicative algorithms Moving average Fourier smoothing Validation, forecasting and confidence intervals on predictions
ARIMA models	Includes AR, MA, ARMA, ARIMA and Seasonal ARIMA

You can find tutorials that explains how XLSTAT-Time works here.

Demo version

A trial version of XLSTAT-Time is included in the main XLStat-Pro download.

Prices and ordering

For prices, on-line ordering and other purchasing information please go to our ordering page.

Last modified 5 November, 2009