New in DecisionTools Suite 6: Time-series modeling

@RISK now offers a new set of functions for simulating time series processes, or values that change over time. Any future projection of time series values has inherent uncertainty, and @RISK now lets you account for that uncertainty by looking at the whole range of possible time series projections in your model. This is particularly useful in financial risk analysis modeling and portfolio simulation.

There are functions available for 17 different statistical time series models, including ARMA, GBM, GARCH, and others. These functions are entered as array functions in Microsoft Excel.

@RISK provides new windows for fitting historical time series data to these new functions. The results can be animated to show the behavior of your time series during simulation. All this is integrated into the existing @RISK interface.

@RISK is part of The DecisionTools Suite — an integrated set of programs for risk analysis and decision making under uncertainty that runs in Microsoft Excel.

» Watch a demonstration of this new feature
» See What's New in the DecisionTools Suite 6

Leave a comment

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

%d bloggers like this: