Scribd
Upload
986 views3 pages

SARIMAX Modeling & Forecast in Excel

SARIMAX is essentially a linear regression model that uses a seasonal ARIMA‐type model for residuals. Starting with NumXL version 1.63 (Shamrock),The ARMAX Model Wizard automates the SARIMAX 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/1mK2dsT

Uploaded by

NumXL Pro
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
986 views3 pages

SARIMAX Modeling & Forecast in Excel

SARIMAX is essentially a linear regression model that uses a seasonal ARIMA‐type model for residuals. Starting with NumXL version 1.63 (Shamrock),The ARMAX Model Wizard automates the SARIMAX 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/1mK2dsT

Uploaded by

NumXL Pro
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

UserGuideARMAXModel 1 SpiderFinancialCorp,2014

SARIMAX Modeling
SARIMAXisessentiallyalinearregressionmodelthatusesaseasonalARIMAtypemodelforresiduals.
TheARMAXModelWizardinNumXLautomatestheSARIMAXmodelconstructionsteps:guessinginitial
parameters,parametersvalidation,goodnessoffittesting,andresidualsdiagnosis.
Tousethisfunctionality,selectanemptycellinyourworksheetandlocate/selecttheARMAXiconon
thetoolbar(orthemenuitem):

TheNumXLARMAX/SARIMAXModelWizardpopsup.

Bydefault,theoutputissettoreferencetheactivecellsonyourworksheet.Next,selectorpointtothe
cellsrangewhereyoustoretheinput(dependent)datasampleandtheexogenous
(explanatory/independent)variablesonyourworksheet.
Onceyouselecttheinputdata,theModelandOptiontabsareenabled.ClicktheModeltabnow.

UserGuideARMAXModel 2 SpiderFinancialCorp,2014

ForSARIMAX,weneedtoselecttheSeasonalcheckbox.Entertheseasonlengthandthedifferent
ordersofseasonalandnonseasonalcomponentsoftheSARIMAmodel.
Now,clicktheOptionsTab.

Onthistab,wecaninstructtheModelWizardwhethertogenerategoodnessoffitandresidual
diagnosistables.Wecanalsodeterminehowitshouldinitializethevaluesofthemodelsparameters:
quickguessorcalibratedoptimalvalues.
Note:Bydefault,theModelWizardgeneratesaquickguessofthevaluesofthemodelsparameters,
buttheusermaychoosetogeneratecalibratedvaluesforthemodelscoefficients.

UserGuideARMAXModel 3 SpiderFinancialCorp,2014

Uponcompletion,theSARIMAXmodelingfunctionoutputstheselectedmodel'sparametersand
selectedtests/calculationsinthedesignatedlocationofyourworksheet.

Notes:
1. TheARIMAWizardaddscomments(redarrowheads)tothelabelcellstodescribethem.

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy