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  • SARIMA Modeling & Forecast in Excel

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    NumXL Pro
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    The SARIMA model is an extension of the ARIMA model, typically used in cases where we suspect a seasonal pattern in our data. Starting with version 1.63, NumXL ships with SARIMA Wizard. The NumXL SARIMA 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/1tBYAI2

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    The SARIMA model is an extension of the ARIMA model, typically used in cases where we suspect a seasonal pattern in our data. Starting with version 1.63, NumXL ships with SARIMA Wizard. The NumXL SARIMA 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/1tBYAI2

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    © All Rights Reserved
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    2K Ansichten2 Seiten

    SARIMA Modeling & Forecast in Excel

    Hochgeladen von

    NumXL Pro
    The SARIMA model is an extension of the ARIMA model, typically used in cases where we suspect a seasonal pattern in our data. Starting with version 1.63, NumXL ships with SARIMA Wizard. The NumXL SARIMA 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/1tBYAI2

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    © All Rights Reserved
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    Markieren Sie unangemessene Inhalte
    von 2

    UserGuideSARIMAModel 1 SpiderFinancialCorp,2014

    SARIMA Modeling
    TheSARIMAmodelisanextensionoftheARIMAmodel,typicallyusedincaseswherewesuspecta
    seasonalpatterninourdata.TheNumXLSARIMAModelWizardautomatesthemodelconstruction
    steps:guessinginitialparameters,parametersvalidation,goodnessoffittestingandresidualsdiagnosis.
    Tousethisfunctionality,selectanemptycellwhereyouwishtheoutputmodeltabledisplayedand
    locatethecorrespondingicononthetoolbar(orthemenuitem):

    TheSARIMAModelWizardisnowdisplayed.Theoutputrangeissettothecurrentactivecellinyour
    worksheet.Now,referencethedatasampleonyourworksheetandenterthedifferentmodelorders.

    UserGuideSARIMAModel 2 SpiderFinancialCorp,2014

    IntheOptionssectionofthewizard,youmayinstructthewizardtoinitializetheparametersvalues
    withaquickguessorwithcalibratedoptimalvalues.
    Finally,intheOutputsection,youmaydecidewhetherthewizardshouldgeneratethegoodnessoffit
    ortheresidualsdiagnosistables.Bydefault,bothoptionsarechecked.Now,clickOK.

    Uponcompletion,theSARIMAModelWizarddisplaystheselectedmodel'sparametersanddifferent
    statisticaltestsand/orcalculationsinthedesignatedlocationofyourworksheet.
    Notes:
    1. TheARIMAWizardaddscomments(redarrowheads)tothelabelcellstodescribethem.

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