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-----Original Message-----
From: Lionel Issen [mailto:lissen@xxxxxxxxxxxxx]
Sent: Sunday, August 15, 2004 5:22 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: RE: [EquisMetaStock Group] Subject: Linear Regression / Linear
Regression Slope
The difference is less than 3 in 10,000. The difference between MS and Excel
is probably due to the higher precision of Excel, and you may have some
round off errors in your algorithm.
-----Original Message-----
From: lecorbeauxmasque7 [mailto:lecorbeauxmasque7@xxxxxxxxx]
Sent: Sunday, August 15, 2004 3:41 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock Group] Subject: Linear Regression / Linear
Regression Slope
roy i had the opportunity to try it out on MS
i reckon the calculus must be wrong somewhere,
MS's 20 period LR on the daily spy is currently @ 107.62
while exell has it at 107.622 (and my code puts it at 107.59)
i'll try to find the cause of the error tomorow as it's getting pretty
late in western EU
in th emean time god luck
--- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxxx> wrote:
> lecorbeauxmasque
>
> > ad the slope should be "k3"
> >
> > btw folks i can't try it now cuz i don't have MS on this pc
> > any1 would care to let me know if it works ?
>
> Sadly, both k3 and k5 are wrong. They do not match the standard MFL
Linear Regression Slope or
> Linear Regression.
>
> Thank you for the effort though.
>
> Roy
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