FUNCTION NAME |
|
DESCRIPTION |
|
ANOVA |
|
One way analysis of variance |
|
ARLAG |
|
Recommends the number of lags in an autoregressive model |
|
ARSCHWARZ |
|
Schwarz criterion associated with recommended number of lags |
|
AUTOCORR |
|
Autocorrelation function for a univariate time series |
|
BANDWIDTH |
|
Bandwidth function in kernel density estimation |
|
BERNOULLI |
|
Bernoulli random variable |
|
BERNOULLIDIST |
|
Bernoulli distribution function |
|
BINOMINV |
|
Binomial random variable |
|
BLOCKIT |
|
Column Vector to a Matrix |
|
BOOTSTRAPPER |
|
Bootstrap re-sampling of a univariate or multivariate series |
|
BOXCOX |
|
Box-Cox transformation of a data series for normalization |
|
BOXCOXEXP |
|
Estimate of the Box-Cox exponent in a Box-Cox transformation |
|
BOXM |
|
Box’s M statistic for testing multivariate variances |
|
CAUCHY |
|
Cauchy random variable |
|
CAUCHYDIST |
|
Cauchy distribution function |
|
CDFDEV |
|
Indicate goodness of fit between sample data & known distribution data |
|
CELLSUB |
|
Replace an item or items in a block of data |
|
CERTEQ |
|
Certainty equivalent of a data series assuming a utility function |
|
CMOVAVG |
|
Centered moving average |
|
CONCAT |
|
Concatenate two or more matrices |
|
COSDIST |
|
Cosine distribution function |
|
COSINV |
|
Cosine random variable |
|
CSND |
|
Correlated standard normal deviates |
|
CUSD |
|
Correlated uniform standard deviates |
|
DELNUM |
|
Remove the numbers from a string of text and numbers |
|
DELTEXT |
|
Remove the text from a string of text and numbers |
|
DEMPIRICAL |
|
Discrete empirical distribution random variable |
|
DEXPONDIST |
|
Double exponential distribution function |
|
DEXPONINV |
|
Double exponential random variable |
|
DF |
|
Dickey-Fuller test statistic |
|
DIRICHINV |
|
Dirichlet random variable |
|
EDF |
|
Empirical distribution function |
|
EMP |
|
Empirical random variable |
|
EMPCOPULA |
|
Empirical copula function |
|
EMPIRICAL |
|
Empirical random variable |
|
EPANDIST |
|
Epanechnikov distribution function |
|
EWMA |
|
Exponentially weighted moving average |
|
EXPONINV |
|
Exponential random variable |
|
EXTVALDIST |
|
Extreme value distribution function |
|
EXTVALINV |
|
Extreme value random variable |
|
GEOMDIST |
|
Geometric distribution function |
|
GEOMINV |
|
Geometric random variable |
|
GMDIF |
|
Gini’s mean difference |
|
GRK |
|
GRK random variable |
|
GRKS |
|
GRKS random variable |
|
GRKSDIST |
|
GRKS distribution function |
|
HOTELLTDIST |
|
Hotelling T-squared distribution function |
|
HOTELLTINV |
|
Hotelling T-squared random variable |
|
HYPERGEOMINV |
|
Hypergeometric random variable |
|
IMPULSE |
|
Impulse response function in a vector autoregresion |
|
INVGAUS |
|
Inverse Gaussian random variable |
|
INVGAUSDIST |
|
Inverse Gaussian distribution function |
|
IQR |
|
Inner quartile range of a sample |
|
ITERSUM |
|
Sum a value across iterations during a simulation |
|
JACKKNIFE |
|
Jackknife estimate of statistic, bias, and variance |
|
KDEINV |
|
Random variable based on a kernel density estimate |
|
KTAU |
|
Kendall’s Tau measure of concordance |
|
LOGISTICDIST |
|
Logistic distribution function |
|
LOGISTICINV |
|
Logistic random variable |
|
LOGIT |
|
Logit binary response regression |
|
LOGLOGDIST |
|
Log-log distribution function |
|
LOGLOGINV |
|
Log-log random variable |
|
LOGLOGISTICDIST |
|
Log-logistic distribution function |
|
LOGLOGISTICINV |
|
Log-logistic random variable |
|
LR |
|
Linear regression (OLS) |
|
LRAIC |
|
Akaike information criterion for a regression |
|
LRBIG |
|
Linear regression (OLS) for large data sets |
|
LRDFBETA |
|
Observational diagnostics for a regression |
|
LRDHATMAT |
|
Diagonal of the hat matrix |
|
LRDW |
|
Durbin-Watson test statistic in a regression |
|
LREGLS |
|
Estimated generalized least squares (EGLS) |
|
LRGLS |
|
Generalized least squares (GLS) |
|
LRGQ |
|
Goldfeld-Quandt test statistic for a regression |
|
LROBS |
|
Regression observation count and degrees of freedom |
|
LRPARTCORR |
|
Partial correlation function in a regression |
|
LRRESID |
|
Residuals and predicted values in a regression |
|
LRRHO |
|
Autocorrelation coefficient in the errors of a regression |
|
LRRIDGE |
|
Ridge regression |
|
LRSEMICORR |
|
Semi-partial correlation function in a regression |
|
LRSIC |
|
Schwarz information criterion for a regression |
|
LRT |
|
Likelihood ratio test in univariate or multivariate autoregression estimation |
|
LRVIF |
|
Variance inflation factor for a regression |
|
LRWLS |
|
Weighted least squares (WLS) |
|
MAE |
|
Mean absolute error |
|
MAHANGLE |
|
Mahalanobis angle of a data matrix |
|
MAPE |
|
Mean absolute percent error |
|
MCENTER |
|
Centering matrix of a specified dimension |
|
MCHOL |
|
Choleski factorization of an nx(n+p) matrix, () |
|
MCOFACTOR |
|
Cofactor of a square matrix |
|
MCOR |
|
Correlation matrix |
|
MCOV |
|
Covariance matrix |
|
MDET |
|
Determinant of a square matrix |
|
MDIAG |
|
Diagonalize a vector or matrix |
|
MDIST |
|
Squared Mahalanobis distance of two data matrices |
|
MEQCORR |
|
Equicorrelation matrix of a specified dimension |
|
MEVAL |
|
Eigenvalues of a square matrix |
|
MEXP |
|
Exponential power of a matrix |
|
MGINVERSE |
|
Generalized inverse of a matrix |
|
MIDEN |
|
Identity matrix |
|
MINV |
|
Inverse of a square matrix |
|
MIP |
|
Inner product of two matrices |
|
MJ |
|
Matrix of 1s |
|
MKRON |
|
Kronecker multiply two matrices |
|
MLEBETA |
|
Beta MLE of parameters |
|
MLEBINOM |
|
Binomial MLE of parameters |
|
MLEDEXPON |
|
Double Exponential MLE of parameters |
|
MLEEXPON |
|
Exponential MLE of parameter |
|
MLEGAMMA |
|
Gamma MLE of parameters |
|
MLEGEOM |
|
Geometric MLE of parameter |
|
MLELOGISTIC |
|
Logistic MLE of parameters |
|
MLELOGLOG |
|
Log-Log MLE of parameters |
|
MLELOGLOGISTIC |
|
Log-Logistic MLE of parameters |
|
MLELOGNORM |
|
Lognormal MLE of parameters |
|
MLENEGBIN |
|
Negative Binomial MLE of parameters |
|
MLENORM |
|
Normal MLE of parameters |
|
MLEPARETO |
|
Pareto MLE of parameters |
|
MLEPOISSON |
|
Poisson MLE of parameter |
|
MLEUNIFORM |
|
Uniform MLE of parameters |
|
MLEWEIB |
|
Weibull MLE of parameters |
|
MNORM |
|
Norm of a matrix |
|
MOMBETA |
|
Beta Method Of Moments of parameters |
|
MOMBINOM |
|
Binomial Method Of Moments of parameters |
|
MOMDEXPON |
|
Double Exponential Method Of Moments of parameters |
|
MOMEXPON |
|
Exponential Method Of Moments of parameter |
|
MOMGAMMA |
|
Gamma METHOD OF MOMENTS of parameters |
|
MOMGEOM |
|
Geometric METHOD OF MOMENTS of parameter |
|
MOMLOGISTIC |
|
Logistic METHOD OF MOMENTS of parameters |
|
MOMLOGLOG |
|
Log-Log METHOD OF MOMENTS of parameters |
|
MOMLOGLOGISTIC |
|
Log-Logistic METHOD OF MOMENTS of parameters |
|
MOMLOGNORM |
|
Lognormal METHOD OF MOMENTS of parameters |
|
MOMNEGBIN |
|
Negative Binomial METHOD OF MOMENTS of parameters |
|
MOMNORM |
|
Normal METHOD OF MOMENTS of parameters |
|
MOMPARETO |
|
Pareto METHOD OF MOMENTS of parameters |
|
MOMPOISSON |
|
Poisson METHOD OF MOMENTS of parameter |
|
MOMUNIFORM |
|
Uniform METHOD OF MOMENTS of parameters |
|
MOMWEIB |
|
Weibull METHOD OF MOMENTS of parameters |
|
MORTH |
|
Orthoganalize a matrix |
|
MOVAVG |
|
Moving average |
|
MPROD |
|
Multiply two or more conformable matrices |
|
MRANK |
|
Rank of a matrix |
|
MRECH |
|
Row Echelon Form of a matrix |
|
MRRECH |
|
Reduced row echelon form of a matrix |
|
MSE |
|
Mean squared error |
|
MSQRT |
|
Factor a square, symmetric matrix |
|
MSTACK |
|
Stack two or more matrices |
|
MSVD |
|
Singular value decomposition of a matrix |
|
MSWEEP |
|
Sweep a square matrix on a diagonal element |
|
MTOEP |
|
Column vector to a Toeplitz matrix |
|
MTPNORM |
|
Modified two-piece normal random variable |
|
MTPNORMDIST |
|
Modified two-piece normal distribution function |
|
MTRACE |
|
Trace of a square matrix |
|
MULTINOMDIST |
|
Multinomial distribution function |
|
MULTINOMINV |
|
Multinomial random vector |
|
MULTSORT |
|
Sort a matrix by a specified column |
|
MVCHT |
|
LRT for complete homogeneity of multiple data matrices |
|
MVCV |
|
Multivariate coefficient of variation |
|
MVEMP |
|
Multivariate empirical random vector |
|
MVEMPIRICAL |
|
Multivariate empirical random vector |
|
MVEPANDIST |
|
Multivariate Epanechnikov distribution function |
|
MVLOGNORM |
|
Multivariate lognormal random vector |
|
MVNORM |
|
Multivariate normal random vector |
|
MVNORMDIST |
|
Multivariate normal distribution function |
|
MVPDENSITY |
|
Percentile based on a multivariate kernel density estimator |
|
MVTINV |
|
Multivariate student’s t random variable |
|
NEGBINOMINV |
|
Negative binomial random variable |
|
NORM |
|
Normal random variable |
|
NORMAD |
|
Anderson Darling statistic for test of normality |
|
NORMCHI |
|
Chi-squared statistic for a test of normality |
|
NORMCVM |
|
Cramer von Mises statistic for test of normality |
|
NORMKS |
|
Kolmogorov Smirnov statistic for test of normality |
|
NORMSW |
|
Shapiro-Wilks statistic for test of normality |
|
OPT |
|
Find an iterative optimum solution |
|
PARETO |
|
Pareto random variable |
|
PARETODIST |
|
Pareto distribution function |
|
PAUTOCORR |
|
Partial autocorrelation function for a univariate time series |
|
PDENSITY |
|
Percentile based on a Kernel density estimator |
|
PERTDIST |
|
Project evaluation and review technique (PERT) distribution function |
|
PERTINV |
|
Project evaluation and review technique (PERT) random variable |
|
PNORM |
|
Power normal random variable |
|
PNORMDIST |
|
Power normal distribution function |
|
POISSONINV |
|
Poisson random variable |
|
PROBIT |
|
Probit binary response regression |
|
QUANTILE |
|
Find the quantile of an empirical CDF given the probability |
|
RANDSORT |
|
Randomly sort a vector |
|
RANDWALK |
|
Generate a random walk series |
|
RANKCORREL |
|
Rank correlation of two data series |
|
REVERSE |
|
Reverse the order of a vector |
|
RINTEGRAL |
|
Riemann integral of a bounded function |
|
RMSE |
|
Root mean squared error |
|
SCENARIO |
|
Return a value associated with different scenarios in a simulation |
|
SEMICIRCDIST |
|
Semicircle distribution function |
|
SEMICIRCINV |
|
Semicircle random variable |
|
SEQ |
|
Sequence of numbers |
|
SIMETARCR |
|
Returns copyright information for Simetar |
|
STRETCHIT |
|
Matrix to a vector |
|
TEMPIRICAL |
|
Truncated empirical random variable |
|
TGAMMADIST |
|
Truncated gamma distribution function |
|
TGAMMAINV |
|
Truncated gamma random variable |
|
THEILU2 |
|
Theil’s U2 statistic for forecasts |
|
TNORM |
|
Truncated normal random variable |
|
TNORMDIST |
|
Truncated normal distribution function |
|
TPNORM |
|
Two-piece normal random variable |
|
TPNORMDIST |
|
Two-piece normal distribution function |
|
TRANS |
|
Transpose a matrix |
|
TRIANGLE |
|
Triangle random variable |
|
TRIANGLEDIST |
|
Triangle distribution function |
|
TWEIBDIST |
|
Truncated Weibull distribution function |
|
TWEIBINV |
|
Truncated Weibull random variable |
|
TWOSLS |
|
Two stage least squares (2SLS) |
|
UNBOXCOX |
|
Convert a Box-Cox transformed value back to the original level |
|
UNIFORM |
|
Uniform random variable |
|
UNIFORMDIST |
|
Uniform distribution function |
|
USND |
|
Uncorrelated standard normal deviate |
|
UUSD |
|
Uncorrelated uniform standard deviate |
|
VARAIC |
|
Akaike information criterion in univariate or multivariate autoregression models |
|
VAREST |
|
Univariate or multivariate autoregression estimation function |
|
VARLRT |
|
Likelihood ratio test in univariate or multivariate autoregression estimation |
|
VARRESID |
|
Predictions & residuals in univariate or multivariate autoregression models |
|
VFORMULA |
|
View the formula in the referenced cell |
|
WAPE |
|
Weighted absolute percent error |
|
WBNAME |
|
Return the name of the workbook |
|
WEIBDIST |
|
Weibull distribution function |
|
WEIBINV |
|
Weibull random variable |
|
WILKSLDIST |
|
Approximate cdf of the Wilks’ Lambda random variable |
|
WILKSLINV |
|
Wilks Lambda random variable |
|
WISHDIST |
|
Wishart distribution function |
|
WISHINV |
|
Wishart random matrix |
|
WSNAME |
|
Return the name of the worksheet |