Linear Regression - Standard Error of Estimate

Linear Regression - Standard Error of Estimate

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Linear Regression - Standard Error of Estimate

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.