Variable List Abbreviation: LinRegStndErr
Variable Mode(s): Standard, Stock, Futures1, and Futures2
[ Note: uses selected close variable in Stock, Futures1, and Futures2 modes ]
Parameter(s): LinRegStndErr time periods
Description:
A measure of the accuracy of the linear regression line fitted to the last n (time periods) time periods of values. The standard error of estimate is essentially the standard deviation of the values from the linear regression line.
