Description:

A java program that calculates the Arima model from an excel file.

How:

You start the program in the same folder as any .xls file (excel 2003) and select the file from a drop down list, then select what columns to use as input and where to place output. The program then calculates the Ksi, Fi1, and Fi2 values and inserts them into the spread sheet (more detailed guide below).

The program solves the problem by using a least squares algorithm and an open source matrix equations library

Requirements:

Java runtime enviroment, if you dont have it click the link, it’s free.

The program only runs with excel 2003 files.
This might change later if I find a good library for dealing with the 2007 .xlsx files.

Download:

• Statisti 1.1 - 6.7 MB. 49 Downloads
  -updated how data is written to the excel file.
  

• Statisti 1.0 - 6.7 MB. 23 Downloads
  A program that calculates the arima model from a given excel file. Returns Ksi, Fi1, and Fi2 values as well as the predictions, the square sums and the total square sum.
  

Guide – Step by step instructions for using the program:

1. Java must be installed on your computer, if it is not, download and install though the link above. If your unsure, continue anyway, if it isen’t installed the program simply wont run.

2. Download the zip file and extract “Statisti_v1.0.jar” to the directory you want to use.

3. Place the excel file (.xls) in the same directory as the “Statisti_v1.0.jar” file.

3. double click “Statisti_v1.0.jar” file.

4. You should now see something similar to this, whatever .xls files that are in the same directory should be listed in the drop down menu at the top.

5. Select the file you want to use from the drop down.

6. Once you have selected a file the program will read in the columns A – E and display a preview of these.

Here is what the actual data.xls file looks like in excel.

7. Select the input and output columns you want to use. The input field is the data you want to base the arima model on and the output field the starting column after which the program outputs all the calculated data.

8. Press the Calculate Arima button.

9. The program has now created a file and placed it in the same directory as the original file. The program appends “_done” to the original files name. The program never tries to edit the original file.

10. This is what the new excel file looks like after calculation.

Feedback:

If you have any feedback such as requests for additional functions, bugs, or if you just want to say thanks, please comment below.