Linear Regression Intercept [Intercept]

Return to Complete List of Functions

The Linear Regression Intercept function determines the intercept to the first bar of the data series of a linear regression line of a field to time over a given number of periods. Parameters ------------------ Data          The data to use in the regression. This is typically a field in a data series or a calculated value. Period        The number of bars of data to include in the regression, including the current value.                   For example, a period of 3 includes the current value and the two previous values. Function Value ------------------------ A linear regression line is a straight line which is as close to all of the given values as possible. The intercept component is the value of that line at bar #0. The linear regression line at the beginning of a data series is not defined until there are enough values to fill the given period.