time-series analysis
Posted by tom on September 22, 2001 10:56 AM
Can I use EXCEL to do a "full-blown" ARIMA (1,0,0) time-series analysis? If so, how?
Posted by Aladin Akyurek on September 23, 2001 12:31 AM
Don't know if there is somewhere an add-in that does time-series analysis, including the Box-Jenkins approach.
Packages for statistics like STATISTICA have modules for time-series analysis, which might be more appropriate to use.
On the other hand, if you know the computational maths involved in ARIMA, you could also use Excel. What I mean by "computational maths" is what you see in Schaum's Outline Series on subjects that require maths.
By the way, Spiegel's "Theory and problems of statistcs" [1972] in Schaum's Outline Series contains a computational chapter on "Analysis of Time Series" which would not be too difficult to do in Excel.
Cheers.
Aladin
