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[web:reg] arma add-in 1.0 - Download




About [web:reg] arma add-in

[web:reg] ARMA estimates ARIMA moedels within Excel and displays useful statistics and plots.

The parameter of an pure AR(p) model can be estimated by OLS. Estimation of MA(q) or ARMA(p,q) models (with q>1) are non linear. [web:reg] ARMA Add-In estimates this models using the Levenberg-Marquardt algorithm. The derivates, which are needed for the estimation and the covariance matrix, are computed with numeric finite difference methods.
After estimation the Add-In displays the coefficient results (including std.error, t-statistic, p-value), summary statistics (R, Adjusted R, 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.



Previous Versions

Here you can find the changelog of [web:reg] arma add-in since it was posted on our website on 2015-04-28 03:00:00. The latest version is 1.0 and it was updated on 2024-03-27 16:37:00. See below the changes in each version.

[web:reg] arma add-in version 1.0
Updated At: 2005-12-19


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Users Rating:  
  4.0/5     1
Downloads: 288
Updated At: 2024-03-27 16:37:00
Publisher: [web:reg]
Operating System: Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux
License Type: Free