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METRIXUS is an add-in that implements quantitative functions applied for Statistics and Econometric to capital markets. Usage: Quantitative financeFeatures:* Histogram: Command for histogram, Statistics and data chart* Skewness and Excess of Kurtosis: Function for sample and population, Pearson* Exponential interpolation and extrapolation for ACT/252 yield curve* Cubic Spline: Interpolation for ACT/252 Yield Curves* PCA ? Principal Component Analysis: Command to PCA generation* ICA ? Independent Component Analysis: Command to ICA generation * Multiple Linear Regression: Durbin Watson and colinearity* EWV (EWMA) ? Exponentially Weighting Volatility: Best decay calculation* ARCH - GARCH - IGARCH - EGARCH - GJR (TGARCH): Command and best fit
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