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[web:reg] arma add-in [web:reg] [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. Price: Freeware Version: 1.0 Released: 12/19/2005 Size: 0.68 MB Platform: Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux Download Link: Download Keywords: econometrics arima add-ins arma excel

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impulse response function finite difference methods estimation levenberg marquardt covariance matrix squared residuals arma models std error t statistic durbin watson web reg log likelihood information criteria linear web summary statistics ols standard error aic

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