StockFetcher Forums · Filter Exchange · residuals<< >>Post Follow-up
21 posts
msg #112911
Ignore cidrolin
4/23/2013 7:17:30 AM

Hello everybody,

I would like to compute the sum of squared residuals (SSR) between the close of a stock and its linear regression of (say) 21 days.

Is there a way to do that ?

I think that the Stockfetcher "StdErr" is linked to it, but I don't know how it's computed.

Thanks !

21 posts
msg #113545
Ignore cidrolin
5/19/2013 4:47:49 AM

I can do something like this :

set{dd,close - close 1 day ago}
set{dd_rel, dd/close 1 day ago}
set{dd%, dd_rel * 100}

By this way, I can measure a kind of "volatility", but that's not *residuals*.

Any clue ?

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