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EN

  1. SPDR log-prices

    a plot for daily log prices of S&P 500 ETF between Jan 2009, and July 2012

  2. Correlogram icon in NumXL Tab

    NumXL toolbar with correlogram icon selected

  3. NumXL Correlogram Wizard

    NumXL Correlogram Wizard or dialog box

  4. Correlogram output table for &P 500 log monthly prices

    The autocorrelation (ACF) and PACF table for the S&P 500 log monthly prices

  5. Correlogram plot for S&P500 monthly prices

    The autocorrelation (ACF) and PACF plot for the S&P 500 log monthly prices

  6. Plot for S&P 500 monthly log return

    Plot for S&P 500 ETF monthly log returns

  7. Correlogram table for S&P 500 monthly log returns

    Correlogram output table for the S&P 500 monthly log returns.

  8. Correlogram plot for S&P 500 monthly log returns

    The Correlogram or ACF & PACF plot for S&P 500 monthly log returns. (Generated by NumXL correlogram wizard)

  9. Summary Statistics table for S&P 500 monthly log return

    Summary Statistics output table for S&P 500 monthly log returns with highlighted white-noise test.

  10. Select white-noise test in NumXL Descriptive Statistics wizard.

    selecting a white-noise test in NumXL descriptive statistics wizard or dialog box.

  11. Plot for the S&P 500 squared monthly log returns.

    Plot for the S&P 500 squared monthly log returns.

  12. Correlogram plot for S&P 500 squared log monthly returns

    Correlogram or ACF and PACF plot for the S&P 500 squared log monthly returns

  13. The summary statistics table showing ARCH effect test

    ARCH Effect test results for S&P 500 monthly log returns

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