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Date/Time: Sun, 05 May 2024 00:26:36 +0000



Post From: Linear Regression between subgraphs

[2014-06-08 10:08:18]
Leo33 - Posts: 73
I want a number that quantifies for me how much subgraph A changes for a change in subgraph B, over N bars [N bars is time or volume]
or:
For a change in subgraph A over N bars, what is the change in subgraph B over N bars
so:
What's the linear relationship between X and Y

N is an input
A1 to AN the values of subgraph A over N bars
B1 to BN the values of subgraph B over N bars

I want as the output of the study the gradient M [+1 to -1] of a best fit straight line graph [A1 to AN] against [B1 to BN]

Calculate the equation of the straight line y = -mx + C
using least squares approach [?]
[below from http://hotmath.com/hotmath_help/topics/line-of-best-fit.html]

Step 1: Calculate the mean of the x-values and the mean of the y-values.
Step 2: Compute the sum of the squares of the x-values.
Step 3: Compute the sum of each x-value multiplied by its corresponding y-value.
Step 4: Calculate the slope of the line ...
[I can't copy/paste in the formulae from http://hotmath.com/hotmath_help/topics/line-of-best-fit.html]

That slope is M it's my output +1 to -1


Date Time Of Last Edit: 2014-06-08 10:08:32