[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. [web:reg] arma add-in is a freeware categorized in business math & scientific tools software.

Price: Freeware
Version: 1.0 Released: 12/19/2005
Size: 0.68 MB
Platform: Windows 95, 98, ME, NT 3.x, NT 4.x, Windows 2000, XP, Windows 2003, Unix, Linux

Download Link: Download

Keywords: econometrics excel add-ins arima arma

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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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