raXL Stat, statistical Add-in for Data Science in Excel

raXL Stat is an add-in for Microsoft Excel that turns your favorite spreadsheet into a quantitative and predictive analysis software, offering a collection of functions to create statistical, econometric, financial and mathematical models. You can call these functions directly from a spreadsheet and they will return the modeling results directly to it.

With the raXL Stat v.0.5.2 [Beta] add-in you can do the following:

• Autocorrelation Function (ACF and PACF).

• Ljung-Box or Box-Pierce test.

• Augmented Dickey-Fuller (ADF) test or KPSS) test.

• ARIMA(p,d,q) models.

• GARCH(p,q) models.

• Histograms with cumulative curve or normal curve.

• Box plot with outliers.

• Shapiro-Wilk, Anderson-Darling and Jarque-Bera tests.

• Descriptive statistics with a normality test.

• Covariance matrix or a Correlation Coefficient.

• Count missing, blank, or missing data in a data range.

• Matrix dispersion.

• Value at Risk (VaR).

• Backtesting Kupiec test.

• Weights, risk and return.

• Minimum variance and tangency.

• Efficient Portfolio Frontier (EPF) and the Capital Market Line (CML).

• Simulation for the Efficient Frontier.

• Linear regression (Simple and multiple), coefficients, adjustment, forecasting, and multicollinearity.

• Lineal regression (tests), residual analysis such as homoscedasticity, autocorrelation, specification and stability.

• Principal Component Analysis (PCA) and Biplot.

• Logit and Probit Regression, AUC and ROC curve.

• Version has additional public User Defined Functions (UPFs).

Warning: To verify that it works correctly with your Excel, install the trial version before purchasing.

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