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Web reg ARMA estimates ARIMA moedels within Excel

[web:reg] info

[an error occurred while processing this directive] Web site:

Contacts:

Germany, Neuss, Koernerstr. 30

<annen at web-reg dot de>

Contact person: Kurt Annen

[web:reg] programs

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