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  • ARIMA Modeling & Forecast in Excel

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    NumXL Pro
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    The ARIMA model is an extension of the ARMA model that applies to non‐stationary time series (time series with one or more integrated unit‐roots). Starting with version 1.63, NumXL supports now ARIMA Wizard; The ARIMA Model Wizard automates the model construction steps: guessing initial parameters, parameters validation, goodness of fit testing, and residuals diagnosis. For more information, tutorial video, example file or to download free NumXL trial, visit us at: http://bitly.com/numxl-userguide-arima

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    The ARIMA model is an extension of the ARMA model that applies to non‐stationary time series (time series with one or more integrated unit‐roots). Starting with version 1.63, NumXL supports now ARIMA Wizard; The ARIMA Model Wizard automates the model construction steps: guessing initial parameters, parameters validation, goodness of fit testing, and residuals diagnosis. For more information, tutorial video, example file or to download free NumXL trial, visit us at: http://bitly.com/numxl-userguide-arima

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    © All Rights Reserved
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    3K views2 pages

    ARIMA Modeling & Forecast in Excel

    Uploaded by

    NumXL Pro
    The ARIMA model is an extension of the ARMA model that applies to non‐stationary time series (time series with one or more integrated unit‐roots). Starting with version 1.63, NumXL supports now ARIMA Wizard; The ARIMA Model Wizard automates the model construction steps: guessing initial parameters, parameters validation, goodness of fit testing, and residuals diagnosis. For more information, tutorial video, example file or to download free NumXL trial, visit us at: http://bitly.com/numxl-userguide-arima

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    © All Rights Reserved
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    UserGuideARIMAModel 1 SpiderFinancialCorp,2014

    ARIMA Modeling
    TheARIMAmodelisanextensionoftheARMAmodelthatappliestononstationarytimeseries(time
    serieswithoneormoreintegratedunitroots).
    TheARIMAModelWizardautomatesthemodelconstructionsteps:guessinginitialparameters,
    parametersvalidation,goodnessoffittesting,andresidualsdiagnosis.
    Tousethisfunctionality,selectthecorrespondingicononthetoolbar(orthemenuitem):

    Rolloverthedatasampleonyourworksheetandselectthecorrespondingorderoftheautoregressive
    (AR)componentmodel,integrationorder(d),andtheorderofthemovingaveragecomponentmodel.
    Thenselectgoodnessoffittests,residualdiagnosis,anddesignatealocationonyourworksheettoprint
    themodel.

    UserGuideARIMAModel 2 SpiderFinancialCorp,2014

    Note:Bydefault,theModelWizardgeneratesaquickguessofthevaluesofthemodelsparameters,
    buttheusermaychoosetogeneratecalibratedvaluesforthemodelscoefficients.

    Uponcompletion,theARMAmodelingfunctionoutputstheselectedmodel'sparametersandselected
    tests/calculationsinthedesignatedlocationofyourworksheet.

    Notes:
    1. TheARIMAWizardaddscomments(redarrowheads)tothelabelcellstodescribethem.

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