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Web reg ARMA estimates ARIMA moedels within Excel
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[web:reg] info
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Web site:
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Contacts:
Germany, Neuss, Koernerstr. 30
<annen at web-reg dot de>
Contact person: Kurt Annen
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[web:reg] programs
![[web:reg] arma add-in 1.0](/screenshots/2/9/29305-80.jpeg) |
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[web:reg] ARMA estimates ARIMA moedels within Excel. After estimation the Add-In displays the coefficient results (including std.error, t-statistic, p-value), summary statistics (R², Adjusted R², 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.
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