Dbank

Time Series Data Management
for Windows Desktops and Servers.

Using Microsoft Excel

Automating Excel Spreadsheets

Reading Dbank Series

Updating Dbank Series

Univariate Statistical Functions

Statistical Array-Formulae

 

 

 

Overview

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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