see above

The Nash-Sutcliffe efficiency , Willmott's index and Model Performance Index (MPI) are suitable indices to add XLSTAT for assessing model performance.

It is a simple method to estimate the Potential Output for an economy. Recommended by IMF for emergent countries. See: https://web-reg.de/webreg-hodrick-prescott-filter/

In time series analysis, dynamic time warping (DTW) is one of the algorithms for measuring similarity between two temporal sequences, which may vary in speed. The ability to analyze and then cluster times series based on dynamic time warping wou...

Estimating lagged prediction models from autocorrelated historical data is a common challenge in business and economics. The resulting multicollinearity causes the models to perform poorly. The Almon lag method is a clever way to deal with the mul...

ARIMA model with possibility of adding external variables, this is a great forecast method. Can you add this model=

More info regarding conditional probabilities

Given the cost of the software, it is dissapointing to see the XLSTAT-Forecast module does not include BASIC forecast evaluation statistics such as Diebold Mariano, Peseran-Timmerman, Correct Sign, RMSE, MSE, ME, MAE, MAPE etc - the first three st...

BIC is a good complement to AIC to select parcimonious models

It would be great to have the Savitzky-Golay derivative smoothing among the XLSTAT smoothing methods