Linear Regression - Predicted Change

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Linear Regression - Predicted Change

Variable List Abbreviation: LinRegChange

 

Variable Mode(s): Standard, Stock, Futures1, and Futures2

[ Note: uses selected close variable in Stock, Futures1, and Futures2 modes ]

 

Parameter(s): LinRegChange time periods, LinRegChange periods ahead

 

Description:

Predicted change between current value and value x (periods ahead) time periods in the future.  Prediction is based upon the linear regression line calculated from the last n (time periods) time periods.