Spectral Analysis

Break down your data into its components using Fourier Transform and filters like Hodrick-Prescott and Baxter-King.

Spectral Analysis in NumXL.

Spectral analysis is one of several statistical techniques necessary for characterizing and analyzing sequenced data (e.g. time series). Spectral analysis refers to the decomposition of a sequence into oscillations of different lengths or scales. Spectral analysis is also known as frequency domain analysis.

The motivations for conducting spectral analysis are that: (a) some forms of manipulation are easier in the spectral (frequency) domain; and (b) the revealed scales are necessary statistical descriptors of the data and may suggest important factors that affect or produce such data.

NumXL provides a family of spectral analysis functions and wizards that let you characterize the frequency content of your time series data in Excel.

Fourier Analysis

Fourier Analysis

Calculates the frequency-domain representation of a finite time series in time domain.

Filters

Filters

Processes time series (signal) by complete or partial suppression of some aspect of the signal.