Time Series Data Management
for Windows Desktops and Servers.
Dbank's add-in for Microsoft Excel enables
you to access and manipulate virtually every attribute of a Dbank time-series
(including its data values) directly from Excel. It also adds advanced
statistical and forecasting techniques to Excel's existing statistical engine, specifically:
• Standard unit-root statistics, including
Phillips (1987) Za and Zt
statistics for testing the null-hypothesis of a unit-root.
• The Department of Commerce's recently released X12 seasonal adjustment routine.
• The Hodrick-Prescott (HP), Baxter-King (1999), and recently developed "approximate" ideal Band-Pass filters using frequency domain techniques.
• Numerous smoothing algorithms for estimating long-run trends, including single and double exponential smoothers, and Jerome Friedman's "super" smoother.
• Holt-Winters forecasting techniques.
Dbank's add-in is activated using Excel's
Tools | Add-In Menu (a one-time requirement). Please ensure that the entry
"Dbank's Time Series Manager" is checked before attempting to
invoke any of the functions described below.
The statistical functions in Dbank's add-in
are designed to operate either on an Excel range of numeric values or a
time-series that resides in a Dbank database rather than Excel. In the latter
case, the add-in reads the series from the data base before the function
is processed by Excel.
These functions normally operate
on all of the observations in a particular series. However, users can force
the functions to only operate on a subset of the observations by using
the optional "Start_Date" and "End_Date" parameters
that appear in every function's argument list (see below).
The add-in functions can be
nested. This capability allows you to create very sophisticated
reports that are dynamically linked to a time-series database.
Dbank's add-in was written and tested using the versions of Visual Basic for Applications distributed with Excel since 1997.
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