Is there a way to obtain a linear regression on 2 time series with multicharts?
I mean using data1 as x and data2 as y.
Linear regression data1 data2
- TJ
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Re: Linear regression data1 data2
Can you explain a bit more on your intended calculations?Is there a way to obtain a linear regression on 2 time series with multicharts?
I mean using data1 as x and data2 as y.
Maybe with a drawing to illustrate?
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- Joined: 08 Oct 2015
Re: Linear regression data1 data2
I understand that easy language has a built in formula for linear regression,
It returns Slope and intercept but it assumes the explanatory variable as a
Series of incerasing integers 1,2,3,4,5...
The result should be y = a + bx with "a" equal to the intercept and "b" equal
To the slope. Linear regression in easy language is calculated using as explanatory variable "x" the Series of increasing integers above.
What i need is to use as explanatory variable "x" a price series instead of a series
Of increasing integers. In T0 i want to know what should be the price of stock A based
On a linear regression of stock B price on stock A price.
It returns Slope and intercept but it assumes the explanatory variable as a
Series of incerasing integers 1,2,3,4,5...
The result should be y = a + bx with "a" equal to the intercept and "b" equal
To the slope. Linear regression in easy language is calculated using as explanatory variable "x" the Series of increasing integers above.
What i need is to use as explanatory variable "x" a price series instead of a series
Of increasing integers. In T0 i want to know what should be the price of stock A based
On a linear regression of stock B price on stock A price.