Documentation

The software is designed to automatically detect statistically significant shifts in the mean level and the magnitude of fluctuations in time series (Rodionov, 2004). It is written in Visual Basic for Application (VBA) for the Excel 2002 environment. Although not tested, it may also work with other versions of Excel.

Version history

12/03/2004: Ver. 1 released.
06/07/2005: Ver. 2 released. The Huber's weight function is added to handle the outliers.
01/30/2006: Ver. 3 released. The red noise estimation is added.