LinearReg
|
Statistical functions |
| SYNTAX | LinearReg( ARRAY, periods ) |
| RETURNS | ARRAY |
| FUNCTION | Calculates linear regression line end-point value according to a + b * x (where a and b are intercept and slope of linear regression line) from the ARRAY using periods range. The function accepts periods parameter that can be constant as well as time-variant (array). |
| EXAMPLE | LinearReg( close, 10 ); |
| SEE ALSO |
The LinearReg function is used in the following formulas in AFL on-line library:
See updated/extended version on-line.