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Anthony,
Shouldn't it be:
R2 = Correlation(P, ref(P,-periods),periods)^2; ?
Al V.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Anthony Faragasso
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, February 14, 2003 8:10
PM
Subject: Re: [amibroker] r-squared and
regression analysis
/***Base Market************/Mkt="^ndx";//Must be
enclosed in "....."Quotations.P=Foreign(Mkt,"C",1);//Base
marketPeriods=14;//Set the period of
Observation/***R-Squared*****************/R2=Correlation(P,C,Periods)^2;"sidleysh
" wrote:> Does anyone know how to construct r-squared in AB?
There is an r-> squared function in MetaStock, and I desperately need
it to construct> and adaptive MA based on the AT3 from
T&A>>>
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