raXL Stat is an add-in for Microsoft Excel that turns your favorite spreadsheet into a quantitative and predictive analysis software, offering a collection of functions to create statistical, econometric, financial and mathematical models. You can call these functions directly from a spreadsheet and they will return the modeling results directly to it.
raXL Stat Technical Details
- Before you start downloading raXL Stat for Excel, make sure that the system specifications listed below are available
- Setup File Name: raXL_Stat_v0.8.0.zip
- Setup Size: 2.3 MB
- Setup Type: No installation required (.xll)
- Mechanical Compatibility: 32-bit (x86) / 64-bit (x64)
- Latest Version Released: Oct 18, 2026
System Requirements for raXL Stat
- Microsoft Excel: Excel 2010, 2013, 2016, 2019, 2021, 2024, or Microsoft 365 (32 or 64-bit)
- Operating System: Windows 7/8/8.1/10/11
- RAM: 512 MB
- Disk Space: 10 MB
- Requires: .NET Framework 4.5.2 or later.
Tutorial series
raXL Stat excel add-in, without leaving Excel. Call models straight from your worksheet and get results instantly: estimation, diagnostics, charts and forecasts, right where you work.
What’s included:
📊 Statistics and data exploration
- Descriptive statistics with normality tests
- Histograms with cumulative or normal curve
- Box plots with outlier detection
- Scatter matrix
- Covariance and correlation matrices
- Count of missing values or blank cells in a range
- Shapiro-Wilk, Anderson-Darling and Jarque-Bera tests
📈 Regression and machine learning
- Simple and multiple linear regression: coefficients, ANOVA, fit, forecasts and intervals
- Full diagnostics: heteroskedasticity, autocorrelation, multicollinearity, specification (RESET) and stability (CUSUM)
- Logit and Probit with ROC curve and AUC
- Tobit, Poisson and negative binomial
- Multinomial logit, ordinal logit/probit and zero-inflated models (ZIP, ZINB)
- Principal Component Analysis (PCA), Factor Analysis (FA) and Biplot
- K-means clustering
⏱️ Univariate time series
- ACF and PACF
- White noise tests: Ljung-Box and Box-Pierce
- Unit root tests: ADF, KPSS and Phillips-Perron
- AR, MA, ARMA, ARIMA, SARIMA, SARIMAX and Airline models, with graphical simulator
- Univariate and multivariate Kalman filter
- GBM: estimation, forecasting and simulation
📉 Volatility and multivariate models
- The full GARCH family: ARMA-GARCH, GJR-GARCH, EGARCH, APARCH, IGARCH, FIGARCH, GARCH-M, CGARCH, NGARCH and TGARCH, with graphical simulator
- Cointegration: Engle-Granger and Johansen
- VAR, SVAR, VARMA, VECM and ARDL
- Multivariate volatility MGARCH: ARMA-CCC, DCC and BEKK(scalar, diagonal and symmetric)
💰 Portfolio and risk
- Value at Risk (VaR): historical, parametric and variance-covariance
- Kupiec backtesting
- Efficient Frontier (EPF) and Capital Market Line (CML)
- Minimum-variance and tangency portfolios, with simulation
⚙️ Under the hood
- Dozens of user-defined functions (UDFs)
- Optimization algorithms: Newton-Raphson, Levenberg-Marquardt, BHHH, DFP and BFGS
⚠️ Beta notice: please install the trial version and confirm it works with your version of Excel before buying. As this is a beta, we are still refactoring and testing some functions, so there is no user manual or video tutorials yet. In the meantime, you can browse every function by typing =ra in any cell to see its description.
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