Linear Regression - Predicted Value

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Linear Regression - Predicted Value

Variable List Abbreviation: LinRegPredict

 

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

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

 

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

 

Description:

Predicted 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.